Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACGLP (Arch Capital Group Ltd) | NA | 3.97% | 10.95% | 6.21% | NA | NA | NA | … | … |
Data as of 10/08/2021, Common starting date is 09/26/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACGLP (Arch Capital Group Ltd) | 09/26/2016 | 10/08/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.97 | 10.95 | 6.21 | NA | NA | NA | … | … | 1.42 | 7.49 | 35.34 | -16.25 | 25.57 | -13.84 |
| Sharpe Ratio | NA | 0.69 | 0.52 | 0.33 | NA | NA | NA | … | … | 0.37 | 0.22 | 4.51 | -1.94 | 4.08 | -2.22 |
| Standard Deviation(%) | NA | 5.69 | 19.95 | 16.72 | NA | NA | NA | … | … | 4.92 | 33.08 | 7.52 | 9.03 | 6.14 | 19.45 |
| Draw Down(%) | NA | 2.97 | 36.10 | 36.10 | NA | NA | NA | … | … | 2.97 | 36.10 | 2.57 | 18.02 | 2.57 | 17.16 |
| Yield(%) | 0.00 | 5.15 | 6.05 | 5.35 | 2.65 | 1.76 | 1.32 | … | … | 3.83 | 5.13 | 6.53 | 5.31 | 6.09 | 1.36 |
Data as of 10/08/2021, Common starting date is 09/26/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACGLP (Arch Capital Group Ltd) |
5.07%
Jun 2017 – Jun 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACGLP (Arch Capital Group Ltd) |
12.49%
Dec 2016 – Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart