Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AAALF (Aareal Bank AG) | NA | 11.13% | 2.81% | -2.34% | 8.60% | NA | NA | 4.10% |
Data as of 07/18/2022, AR inception is 12/21/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AAALF (Aareal Bank AG) | 12/21/2009 | 07/18/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.13 | 2.81 | -2.34 | 8.60 | NA | NA | 4.10 | -0.03 | 17.93 | -31.86 | -39.58 | 35.28 | 0.00 | 6.27 | -14.39 | 9.63 | 77.42 | 20.46 | -13.58 | -0.98 | 0.00 |
| Sharpe Ratio | NA | 0.29 | 0.04 | -0.06 | 0.19 | NA | NA | 0.08 | -0.10 | 0.56 | -0.35 | -0.88 | 1.12 | 0.00 | 0.18 | -1.03 | 0.92 | 1.85 | 0.38 | -0.20 | -0.03 | 0.00 |
| Standard Deviation(%) | NA | 37.70 | 62.84 | 54.23 | 42.73 | NA | NA | 45.51 | 6.00 | 52.37 | 92.04 | 46.63 | 30.28 | NA | 33.11 | 13.97 | 10.40 | 41.77 | 53.84 | 67.29 | 31.68 | NA |
| Draw Down(%) | NA | 17.81 | 55.69 | 73.23 | 73.23 | NA | NA | 73.23 | 3.06 | 17.81 | 55.69 | 39.58 | 0.00 | 0.00 | 18.23 | 14.39 | 4.14 | 13.33 | 43.17 | 55.40 | 24.34 | 0.00 |
| Yield(%) | 0.00 | 3.69 | 4.06 | 4.82 | 10.05 | 4.76 | 3.57 | 5.95 | 0.00 | 7.22 | 7.25 | 4.66 | 7.86 | 5.36 | 4.70 | 2.93 | 2.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/18/2022, AR inception is 12/21/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAALF (Aareal Bank AG) |
-28.72%
Mar 2017 - Mar 2020 |
-19.19%
Jun 2015 - Jun 2020 |
-5.35%
Mar 2011 - Mar 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAALF (Aareal Bank AG) |
39.24%
Jun 2012 - Jun 2015 |
20.77%
Jun 2012 - Jun 2017 |
7.07%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart