Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ABC (AmerisourceBergen) | NA | 22.06% | 25.83% | 16.93% | 13.86% | 17.24% | 14.88% | … | … |
Data as of 09/01/2023, Common starting date is 04/04/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABC (AmerisourceBergen) | 04/04/1995 | 09/01/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.52 | 22.06 | 25.83 | 16.93 | 13.86 | 17.24 | 14.88 | … | … | 7.39 | 28.64 | 38.54 | 17.01 | 16.45 | -17.57 | 19.52 | -23.33 | 16.38 | 29.94 | 65.36 | 17.95 | 10.31 | 32.39 | 47.92 | -19.81 | 3.31 | 8.90 | 41.35 | 2.54 | 5.74 | -14.41 | 25.90 | 232.51 | -53.27 | 11.59 | 20.73 | 46.21 | 39.68 |
| Sharpe Ratio | NA | 0.97 | 1.09 | 0.54 | 0.50 | NA | NA | … | … | 0.45 | 1.16 | 1.62 | 0.40 | 0.55 | -0.62 | 0.74 | -0.79 | 0.97 | 1.95 | 4.23 | 1.06 | 0.40 | 1.41 | 1.74 | -0.57 | 0.01 | 0.29 | 1.86 | 0.06 | 0.16 | -0.41 | 0.64 | 3.52 | -0.94 | 0.16 | 0.52 | 1.32 | 1.52 |
| Standard Deviation(%) | NA | 19.25 | 22.43 | 28.60 | 26.14 | NA | NA | … | … | 17.09 | 23.63 | 23.79 | 41.34 | 27.43 | 30.49 | 25.71 | 29.85 | 16.78 | 15.32 | 15.46 | 16.96 | 25.42 | 22.91 | 27.54 | 36.25 | 26.21 | 19.23 | 21.05 | 24.40 | 31.86 | 38.40 | 37.54 | 64.87 | 60.06 | 51.41 | 32.64 | 31.82 | 34.83 |
| Draw Down(%) | NA | 14.20 | 17.34 | 24.19 | 38.95 | NA | NA | … | … | 11.64 | 17.34 | 10.42 | 23.78 | 18.18 | 31.76 | 23.67 | 32.62 | 19.29 | 11.67 | 6.30 | 10.01 | 19.63 | 16.80 | 27.08 | 41.90 | 21.41 | 16.11 | 13.94 | 19.03 | 26.98 | 37.59 | 24.74 | 49.34 | 71.01 | 40.80 | 21.70 | 25.33 | 17.53 |
| Yield(%) | 0.00 | 1.63 | 2.12 | 2.08 | 2.74 | 5.81 | 6.50 | … | … | 0.88 | 1.76 | 1.84 | 2.00 | 2.15 | 1.64 | 1.79 | 1.36 | 1.34 | 1.42 | 1.99 | 1.58 | 1.34 | 1.28 | 1.35 | 0.73 | 3.52 | 0.30 | 0.21 | 0.18 | 0.17 | 0.16 | 0.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/01/2023, Common starting date is 04/04/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABC (AmerisourceBergen) |
-16.69%
Feb 1997 – Feb 2000 |
-3.28%
Mar 2015 – Mar 2020 |
6.06%
Feb 1999 – Feb 2009 |
11.31%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABC (AmerisourceBergen) |
68.11%
Oct 1999 – Oct 2002 |
36.89%
Nov 2008 – Nov 2013 |
24.63%
Mar 2005 – Mar 2015 |
26.68%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart