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ADS: Alliance Data Systems Corporation (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/08/2001 |
Last Dividend Date: | 05/12/2022 |
12-Mo. Yield | 0.69% |
Expenses | - |
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Performance Analytics (As of 05/17/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/08/2001 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.6 | -56.9 | -28.0 | -25.2 | -7.5 | -0.8 | 5.9 | 8.0 | -21.6 | -9.1 | -32.7 | -23.8 | -40.2 | 11.9 | -17.2 | -3.3 | 8.8 | 81.6 | 39.4 | 46.2 | 10.0 | 38.8 | -38.0 | 20.0 | 75.5 | -25.0 | 71.5 | 56.2 | -7.5 | 36.8 |
Sharpe Ratio | NA | -1.19 | -0.41 | -0.45 | -0.18 | NA | NA | 0.14 | -0.97 | -0.18 | -0.32 | -0.71 | -1.41 | 0.47 | -0.47 | -0.15 | 0.32 | 4.84 | 2.62 | 1.56 | 0.27 | 0.73 | -0.49 | 0.62 | 2.4 | -0.94 | 2.54 | 1.63 | -0.17 | 1.36 |
Draw Down(%) | NA | 60.6 | 85.5 | 91.5 | 92.4 | NA | NA | 92.4 | 34.9 | 47.4 | 80.1 | 44.2 | 47.2 | 20.3 | 36.0 | 20.3 | 20.6 | 5.9 | 7.4 | 18.7 | 30.4 | 50.2 | 50.7 | 15.9 | 20.9 | 30.9 | 15.4 | 22.2 | 46.6 | 32.2 |
Standard Deviation(%) | NA | 48.0 | 69.8 | 57.2 | 44.3 | NA | NA | 43.6 | 49.7 | 50.4 | 102.0 | 35.3 | 29.5 | 24.2 | 37.0 | 22.6 | 27.6 | 16.9 | 15.1 | 29.5 | 36.6 | 52.9 | 79.9 | 27.7 | 30.3 | 28.9 | 27.8 | 34.1 | 50.6 | 55.5 |
Treynor Ratio | NA | -0.4 | -0.18 | -0.17 | -0.06 | NA | NA | 0.05 | -0.32 | -0.06 | -0.2 | -0.19 | -0.4 | 0.07 | -0.14 | -0.03 | 0.06 | 0.94 | 0.57 | 0.48 | 0.07 | 0.29 | -0.39 | 0.61 | 0.54 | -0.27 | 0.8 | 0.71 | -0.13 | 0.81 |
Alpha | NA | -0.29 | -0.14 | -0.14 | -0.07 | NA | NA | 0.02 | 0.01 | -0.15 | -0.1 | -0.23 | -0.17 | -0.06 | -0.11 | -0.01 | -0.03 | 0.14 | 0.09 | 0.15 | -0.02 | 0.04 | 0.08 | 0.07 | 0.17 | -0.12 | 0.19 | 0.12 | 0.07 | 0.34 |
Beta | NA | 1.44 | 1.6 | 1.52 | 1.4 | NA | NA | 1.12 | 1.49 | 1.56 | 1.67 | 1.3 | 1.03 | 1.54 | 1.23 | 1.06 | 1.48 | 0.87 | 0.69 | 0.95 | 1.34 | 1.36 | 1.0 | 0.28 | 1.35 | 1.01 | 0.88 | 0.78 | 0.64 | 0.93 |
RSquared | NA | 0.28 | 0.29 | 0.29 | 0.29 | NA | NA | 0.25 | 0.5 | 0.17 | 0.32 | 0.22 | 0.37 | 0.18 | 0.2 | 0.53 | 0.37 | 0.32 | 0.34 | 0.57 | 0.44 | 0.48 | 0.29 | 0.02 | 0.2 | 0.13 | 0.12 | 0.15 | 0.11 | 0.11 |
Yield(%) | N/A | 0.7 | 0.9 | 0.7 | 0.8 | 0.8 | 2.2 | N/A | 0.6 | 1.2 | 1.1 | 1.6 | 0.9 | 0.9 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | 0.0 | -38.4 | 435.9 | N/A | N/A | N/A | N/A | -50.0 | -33.3 | -50.0 | 10.5 | 9.6 | 300.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/08/2001
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1. Alliance Data Systems 401(k) and Retirement Savings Plan | (Not Rated) |