Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ABCO (The Advisory Board Company) | NA | 28.36% | -4.90% | -6.91% | NA | NA | NA | -0.94% |
Data as of 08/23/2021, AR inception is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABCO (The Advisory Board Company) | 06/18/2012 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.38 | 28.36 | -4.90 | -6.91 | NA | NA | NA | -0.94 | 24.64 | -16.87 | -11.70 | -21.67 | -9.09 | 13.79 | 6.42 | 9.00 | 8.91 | -1.94 | 55.81 | 55.40 | 37.44 | -65.26 | 19.89 | 12.31 | 29.26 | 5.89 | 16.49 | 7.94 | 15.66 |
| Sharpe Ratio | NA | 0.86 | -0.21 | -0.32 | -0.21 | NA | NA | -0.06 | 1.14 | -0.63 | -1.58 | -2.42 | -1.49 | -1.31 | -0.75 | -0.49 | -0.51 | -1.58 | 1.50 | 1.98 | 0.91 | -1.22 | 0.69 | 0.31 | 0.88 | 0.20 | 0.38 | 0.14 | 4.50 |
| Standard Deviation(%) | NA | 32.99 | 27.07 | 23.59 | 138.29 | NA | NA | 20.97 | 36.17 | 27.07 | 22.09 | 17.77 | 19.02 | 15.59 | 16.06 | 19.37 | 18.81 | 13.25 | 37.27 | 27.95 | 41.09 | 54.01 | 24.38 | 29.27 | 30.72 | 24.10 | 41.82 | 47.85 | 49.96 |
| Draw Down(%) | NA | 16.00 | 38.24 | 55.00 | 99.05 | NA | NA | 55.00 | 16.00 | 28.09 | 22.55 | 28.57 | 17.86 | 8.94 | 11.02 | 15.58 | 12.61 | 4.85 | 12.94 | 9.52 | 39.88 | 70.32 | 16.64 | 20.39 | 14.09 | 24.30 | 33.21 | 40.23 | 8.54 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, AR inception is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABCO (The Advisory Board Company) |
-18.67%
Mar 2017 - Mar 2020 |
-11.54%
Mar 2016 - Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABCO (The Advisory Board Company) |
11.27%
Jul 2013 - Jul 2016 |
5.92%
Nov 2012 - Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart