Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ABDC (Alcentra Capital Corporation) | NA | 36.40% | 0.89% | 2.76% | NA | NA | NA | … | … |
Data as of 02/07/2020, Common starting date is 05/09/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABDC (Alcentra Capital Corporation) | 05/09/2014 | 02/07/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 36.40 | 0.89 | 2.76 | NA | NA | NA | … | … | -1.66 | 28.42 | -31.13 | -37.21 | -7.90 | -16.73 | -25.11 |
| Sharpe Ratio | NA | 0.46 | -0.67 | -0.63 | NA | NA | NA | … | … | -0.85 | 1.21 | -0.86 | -1.34 | -0.27 | -0.66 | -1.41 |
| Standard Deviation(%) | NA | 21.14 | 30.18 | 29.22 | NA | NA | NA | … | … | 18.73 | 22.33 | 37.88 | 28.43 | 29.79 | 25.35 | 25.50 |
| Draw Down(%) | NA | 8.52 | 67.32 | 73.90 | NA | NA | NA | … | … | 6.12 | 10.09 | 41.79 | 54.20 | 23.64 | 27.22 | 27.33 |
| Yield(%) | 0.00 | 12.03 | 7.92 | 8.29 | 4.71 | 3.14 | 2.36 | … | … | 0.00 | 13.32 | 8.58 | 10.71 | 12.21 | 11.18 | 9.32 |
Data as of 02/07/2020, Common starting date is 05/09/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABDC (Alcentra Capital Corporation) |
-14.38%
Apr 2015 – Apr 2018 |
0.74%
Jun 2014 – Jun 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABDC (Alcentra Capital Corporation) |
9.25%
Jun 2014 – Jun 2017 |
5.22%
Nov 2014 – Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart