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RRD: R. R. Donnelley & Sons Company (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/17/1980 |
Last Dividend Date: | 02/13/2020 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 02/25/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/17/1980 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | 218.8 | 22.7 | -7.1 | 2.2 | -3.3 | -0.2 | 5.5 | -3.7 | 398.2 | -42.2 | -0.3 | -57.4 | -43.0 | 10.9 | -12.4 | -17.1 | 125.6 | -37.7 | -17.4 | -21.6 | 64.0 | -64.0 | 6.2 | 3.9 | -3.1 | 17.0 | 38.5 | -26.7 | 10.0 | 8.8 | -43.4 | 17.6 | 18.7 | -20.3 | 33.5 | -5.2 | -5.0 | 31.0 | 25.8 | -22.4 | 48.0 | 6.1 | 6.1 | -3.3 | 29.8 | 27.3 | 29.4 | 57.6 | 6.7 | 38.0 |
Sharpe Ratio | NA | 2.81 | 0.24 | -0.1 | 0.03 | NA | NA | 0.07 | -0.86 | 4.58 | -0.36 | -0.36 | -1.35 | -1.31 | -0.44 | -1.13 | -1.36 | 2.99 | -1.44 | -1.02 | -1.3 | 0.74 | -1.68 | -0.65 | -1.12 | -1.49 | -0.13 | 0.72 | -1.78 | -0.42 | -1.74 | -0.54 | 1.92 | -1.11 | -0.79 | -1.35 | -0.16 | -0.21 | 1.56 | 1.18 | -0.89 | 2.55 | 0.23 | 0.12 | -0.11 | 1.52 | 1.16 | 1.22 | 2.39 | 0.32 | 2.16 |
Draw Down(%) | NA | 42.6 | 86.2 | 94.7 | 95.9 | NA | NA | 96.1 | 7.2 | 42.6 | 79.4 | 73.0 | 62.4 | 60.0 | 34.1 | 28.9 | 26.3 | 19.7 | 43.3 | 37.8 | 35.5 | 63.2 | 74.5 | 23.8 | 16.6 | 15.2 | 13.2 | 26.6 | 40.4 | 21.5 | 23.4 | 47.9 | 28.8 | 20.5 | 25.2 | 9.7 | 14.3 | 19.8 | 7.5 | 16.0 | 34.2 | 7.3 | 14.5 | 42.4 | 25.3 | 15.8 | 20.2 | 20.8 | 13.8 | 18.2 | 13.7 |
Standard Deviation(%) | NA | 77.9 | 92.4 | 79.4 | 61.7 | NA | NA | 39.5 | 25.9 | 87.0 | 118.2 | 65.4 | 58.6 | 47.5 | 52.4 | 27.4 | 26.2 | 35.8 | 39.4 | 35.4 | 30.9 | 61.3 | 49.8 | 24.3 | 16.6 | 16.2 | 19.4 | 26.6 | 26.1 | 27.0 | 34.4 | 34.0 | 26.5 | 25.1 | 22.8 | 21.2 | 22.2 | 24.1 | 19.7 | 21.7 | 25.1 | 18.8 | 26.3 | 52.7 | 29.0 | 19.7 | 23.5 | 24.0 | 24.0 | 21.2 | 23.2 |
Treynor Ratio | NA | 2.21 | 0.15 | -0.05 | 0.01 | NA | NA | 0.03 | -1.81 | 4.1 | -0.26 | -0.13 | -0.59 | -0.24 | -0.17 | -0.33 | -0.31 | 1.16 | -0.52 | -0.3 | -0.29 | 0.25 | -0.84 | -0.19 | -0.36 | -0.33 | -0.04 | 0.21 | -0.75 | -0.23 | -1.39 | -0.68 | 0.86 | -0.57 | -0.2 | -0.24 | -0.04 | -0.04 | 0.36 | 0.33 | -0.23 | 0.55 | 0.06 | 0.05 | -0.03 | 0.47 | 0.46 | 0.53 | 1.08 | 0.17 | 1.19 |
Alpha | NA | 0.52 | 0.14 | 0.0 | 0.0 | NA | NA | 0.0 | -0.06 | 0.69 | -0.08 | -0.05 | -0.23 | 1.5 | 0.42 | -0.15 | -0.11 | 0.14 | -0.22 | -0.06 | 0.14 | 0.13 | -0.21 | 0.0 | -0.05 | -0.22 | 0.02 | 0.04 | -0.18 | 0.03 | -0.22 | -0.18 | 0.07 | -0.07 | -0.15 | 0.01 | -0.02 | -0.04 | 0.09 | 0.02 | -0.08 | 0.07 | -0.03 | 0.03 | -0.04 | 0.06 | 0.1 | 0.08 | 0.15 | 0.05 | 0.11 |
Beta | NA | 0.99 | 1.52 | 1.52 | 1.39 | NA | NA | 1.0 | 0.12 | 0.97 | 1.65 | 1.76 | 1.33 | 2.64 | 1.34 | 0.94 | 1.16 | 0.92 | 1.09 | 1.22 | 1.39 | 1.83 | 1.0 | 0.84 | 0.51 | 0.73 | 0.72 | 0.92 | 0.62 | 0.5 | 0.43 | 0.27 | 0.59 | 0.49 | 0.88 | 1.18 | 0.96 | 1.13 | 0.85 | 0.77 | 0.96 | 0.87 | 1.0 | 1.25 | 0.98 | 0.64 | 0.59 | 0.55 | 0.53 | 0.39 | 0.42 |
RSquared | NA | 0.03 | 0.13 | 0.13 | 0.13 | NA | NA | 0.2 | 0.01 | 0.02 | 0.22 | 0.11 | 0.15 | 0.14 | 0.08 | 0.28 | 0.26 | 0.08 | 0.13 | 0.65 | 0.66 | 0.66 | 0.68 | 0.31 | 0.09 | 0.21 | 0.17 | 0.35 | 0.38 | 0.16 | 0.08 | 0.02 | 0.21 | 0.12 | 0.21 | 0.19 | 0.18 | 0.16 | 0.18 | 0.26 | 0.37 | 0.36 | 0.42 | 0.64 | 0.31 | 0.14 | 0.1 | 0.1 | 0.16 | 0.07 | 0.09 |
Yield(%) | N/A | 0.0 | 0.7 | 1.0 | 4.1 | 1.9 | 2.8 | N/A | 0.0 | 0.0 | 0.7 | 2.8 | 3.5 | 3.3 | 6.4 | 6.2 | 5.3 | 11.7 | 6.9 | 5.9 | 4.6 | 7.2 | 2.8 | 2.9 | 3.1 | 3.0 | 3.5 | 4.5 | 3.3 | 3.5 | 3.7 | 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 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -92.5 | -81.7 | -43.3 | 52.9 | 676.1 | N/A | N/A | -100.0 | -75.0 | -64.7 | -39.3 | -39.1 | -11.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2.0 | 3.0 | 4.2 | 5.6 | 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 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/17/1980
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