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RTN: Raytheon Company (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/31/1981 |
Last Dividend Date: | 01/07/2020 |
12-Mo. Yield | 2.03% |
Expenses | - |
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Performance Analytics (As of 08/27/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/04/1982 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -34.2 | -11.7 | 4.0 | 13.1 | 10.2 | 12.6 | 9.6 | -46.6 | 45.5 | -16.5 | 32.9 | 17.2 | 18.0 | 21.5 | 62.5 | 23.3 | 9.2 | -8.0 | 3.8 | -14.2 | 17.0 | 34.2 | 5.8 | 32.2 | 0.3 | -3.0 | 7.3 | 21.0 | -49.2 | 7.0 | 7.0 | 3.5 | 51.0 | -1.0 | 31.0 | 26.9 | 22.2 | 4.6 | 6.9 | 4.3 | 0.9 | 29.0 | 38.4 | -4.4 | 0.0 | 24.4 | 0.0 |
Sharpe Ratio | NA | -0.86 | -0.28 | 0.1 | 0.43 | NA | NA | 0.24 | -1.21 | 2.1 | -0.75 | 2.54 | 0.96 | 0.91 | 1.13 | 3.83 | 1.55 | 0.38 | -0.39 | 0.13 | -0.42 | 0.71 | 1.9 | 0.25 | 1.79 | -0.01 | -0.1 | 0.11 | 0.28 | -0.76 | 0.12 | 0.14 | 0.0 | 3.52 | -0.26 | 1.53 | 1.22 | 0.95 | -0.03 | 0.06 | -0.02 | -0.11 | 1.09 | 1.71 | -0.44 | -0.21 | 0.44 | NA |
Draw Down(%) | NA | 51.5 | 51.5 | 51.5 | 51.5 | NA | NA | 76.0 | 51.5 | 8.8 | 35.1 | 5.1 | 6.5 | 13.9 | 11.3 | 10.7 | 9.2 | 24.8 | 27.4 | 36.3 | 34.4 | 9.4 | 9.1 | 8.2 | 9.3 | 23.3 | 39.3 | 31.1 | 36.5 | 69.7 | 31.5 | 17.8 | 17.2 | 5.3 | 10.5 | 7.6 | 10.2 | 13.9 | 16.7 | 23.4 | 12.3 | 31.0 | 11.5 | 9.4 | 26.6 | 25.2 | 21.5 | 0.0 |
Standard Deviation(%) | NA | 42.8 | 29.6 | 25.6 | 22.8 | NA | NA | 28.4 | 75.9 | 21.0 | 23.7 | 12.7 | 17.6 | 19.8 | 19.1 | 16.3 | 15.1 | 24.1 | 20.5 | 29.0 | 36.2 | 19.8 | 16.3 | 14.6 | 17.4 | 24.6 | 40.9 | 47.0 | 60.6 | 69.4 | 31.2 | 25.7 | 24.3 | 13.4 | 15.2 | 18.8 | 20.0 | 19.4 | 20.1 | 18.6 | 18.7 | 27.9 | 22.7 | 19.4 | 25.2 | 28.6 | 37.8 | 0.0 |
Treynor Ratio | NA | -0.37 | -0.09 | 0.03 | 0.11 | NA | NA | 0.1 | -0.9 | 0.62 | -0.22 | 0.43 | 0.31 | 0.22 | 0.22 | 0.77 | 0.29 | 0.11 | -0.09 | 0.07 | -0.24 | 0.2 | 0.43 | 0.05 | 0.45 | -0.01 | -0.06 | -0.53 | 0.43 | -1.15 | 0.06 | 0.06 | 0.0 | 0.86 | -0.09 | 0.43 | 0.38 | 0.49 | -0.02 | 0.02 | 0.0 | -0.05 | 0.36 | 0.5 | -0.1 | -0.06 | 0.13 | 1.0 |
Alpha | NA | -0.12 | -0.04 | 0.0 | 0.01 | NA | NA | 0.02 | -0.54 | 0.08 | -0.05 | 0.06 | 0.04 | 0.07 | 0.03 | 0.11 | 0.04 | 0.03 | -0.08 | -0.02 | 0.06 | 0.05 | 0.08 | 0.01 | 0.09 | -0.05 | 0.08 | 0.06 | 0.15 | -0.23 | -0.03 | -0.03 | -0.04 | 0.09 | -0.01 | 0.09 | 0.08 | 0.04 | 0.01 | -0.05 | -0.03 | -0.01 | 0.08 | 0.07 | -0.02 | -0.05 | 0.03 | NA |
Beta | NA | 1.0 | 0.95 | 0.89 | 0.87 | NA | NA | 0.67 | 1.03 | 0.71 | 0.82 | 0.76 | 0.54 | 0.83 | 0.99 | 0.81 | 0.82 | 0.82 | 0.86 | 0.52 | 0.63 | 0.71 | 0.72 | 0.77 | 0.69 | 0.62 | 0.75 | -0.09 | 0.4 | 0.45 | 0.62 | 0.57 | 0.79 | 0.55 | 0.43 | 0.68 | 0.64 | 0.37 | 0.31 | 0.72 | 0.77 | 0.6 | 0.68 | 0.66 | 1.11 | 1.08 | 1.26 | NA |
RSquared | NA | 0.52 | 0.45 | 0.41 | 0.44 | NA | NA | 0.19 | 0.61 | 0.18 | 0.35 | 0.16 | 0.16 | 0.42 | 0.35 | 0.3 | 0.47 | 0.64 | 0.57 | 0.24 | 0.51 | 0.33 | 0.2 | 0.3 | 0.19 | 0.18 | 0.23 | 0.0 | 0.02 | 0.02 | 0.16 | 0.16 | 0.15 | 0.1 | 0.08 | 0.1 | 0.1 | 0.08 | 0.06 | 0.26 | 0.5 | 0.5 | 0.24 | 0.15 | 0.32 | 0.26 | 0.37 | 0.0 |
Yield(%) | N/A | 2.0 | 2.3 | 2.8 | 4.4 | 5.3 | 9.6 | N/A | 0.4 | 1.8 | 2.3 | 1.7 | 2.9 | 2.4 | 2.0 | 3.8 | 4.1 | 4.6 | 2.2 | 2.4 | 1.9 | 2.0 | 2.4 | 2.3 | 2.7 | 2.5 | 2.5 | 2.6 | 3.1 | 1.5 | 1.5 | 2.1 | 1.7 | 2.4 | 2.3 | 2.0 | 1.6 | 3.6 | 3.4 | 3.3 | 3.7 | 2.0 | 3.2 | 4.0 | 2.4 | 4.1 | 3.8 | 0.0 |
Dividend Growth(%) | N/A | 8.6 | 40.5 | 51.7 | 171.5 | 79.7 | N/A | N/A | -66.7 | -34.1 | 78.3 | -33.1 | 37.5 | 45.0 | -18.2 | 10.0 | -4.8 | 84.2 | -8.1 | 10.7 | 7.7 | 8.3 | 9.1 | 10.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -20.0 | 26.6 | -48.0 | 4.1 | 39.0 | -19.8 | -46.5 | 2.1 | 9.1 | -12.0 | 85.2 | -20.6 | 6.2 | 52.4 | -40.0 | 25.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/04/1982
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