Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ADS (Alliance Data Systems Corporation) | NA | -46.36% | -22.49% | -21.86% | -5.42% | -0.77% | 5.88% | … | … |
Data as of 05/17/2022, Common starting date is 06/08/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADS (Alliance Data Systems Corporation) | 06/08/2001 | 05/17/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.60 | -46.36 | -22.49 | -21.86 | -5.42 | -0.77 | 5.88 | … | … | -21.87 | 13.62 | -32.65 | -23.80 | -40.18 | 11.94 | -17.17 | -3.31 | 8.79 | 81.63 | 39.41 | 46.19 | 9.97 | 38.81 | -37.95 | 20.04 | 75.48 | -25.02 | 71.53 | 56.21 | -7.47 | 36.79 |
| Sharpe Ratio | NA | -1.07 | -0.33 | -0.40 | -0.13 | NA | NA | … | … | -0.98 | 0.29 | -0.32 | -0.72 | -1.41 | 0.47 | -0.47 | -0.15 | 0.32 | 4.84 | 2.62 | 1.56 | 0.27 | 0.73 | -0.49 | 0.61 | 2.39 | -0.94 | 2.54 | 1.63 | -0.17 | 1.36 |
| Standard Deviation(%) | NA | 43.65 | 68.83 | 56.48 | 43.88 | NA | NA | … | … | 49.67 | 46.14 | 102.02 | 35.29 | 29.51 | 24.17 | 37.01 | 22.61 | 27.56 | 16.86 | 15.14 | 29.51 | 36.63 | 52.91 | 79.86 | 27.72 | 30.26 | 28.92 | 27.80 | 34.09 | 50.63 | 55.46 |
| Draw Down(%) | NA | 50.95 | 85.52 | 91.52 | 92.35 | NA | NA | … | … | 35.12 | 34.24 | 80.05 | 44.20 | 47.19 | 20.28 | 35.96 | 20.28 | 20.59 | 5.94 | 7.43 | 18.67 | 30.44 | 50.24 | 50.66 | 15.88 | 20.86 | 30.94 | 15.43 | 22.24 | 46.63 | 32.24 |
| Yield(%) | 0.42 | 0.69 | 0.87 | 0.70 | 0.81 | 0.84 | 2.22 | … | … | 0.61 | 1.18 | 1.12 | 1.62 | 0.89 | 0.89 | 0.19 | 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 05/17/2022, Common starting date is 06/08/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADS (Alliance Data Systems Corporation) |
-47.96%
Mar 2017 – Mar 2020 |
-34.66%
Mar 2015 – Mar 2020 |
-5.78%
Mar 2010 – Mar 2020 |
-0.90%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADS (Alliance Data Systems Corporation) |
60.05%
Feb 2009 – Feb 2012 |
57.31%
Feb 2009 – Feb 2014 |
25.33%
Feb 2003 – Feb 2013 |
20.02%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart