Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AEB (Aegon N.V. PERP CAP FLTG RT) | NA | 4.86% | 3.73% | 3.68% | 7.57% | 5.20% | NA | … | … |
Data as of 09/14/2021, Common starting date is 11/23/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AEB (Aegon N.V. PERP CAP FLTG RT) | 11/23/2005 | 09/14/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 4.86 | 3.73 | 3.68 | 7.57 | 5.20 | NA | … | … | 1.37 | 3.72 | 31.53 | -22.12 | 7.37 | -6.63 | 2.77 | 19.31 | -15.46 | 45.96 | -23.83 | 22.82 | 90.08 | -49.46 | -31.70 | 4.17 | 0.60 |
| Sharpe Ratio | NA | 0.68 | 0.08 | 0.10 | 0.30 | NA | NA | … | … | 0.29 | 0.06 | 0.52 | -2.99 | -1.26 | -2.77 | -1.76 | 0.07 | -2.08 | 1.39 | -1.43 | 0.18 | 0.72 | -0.56 | -4.05 | -2.90 | -9.27 |
| Standard Deviation(%) | NA | 7.05 | 38.33 | 30.35 | 24.31 | NA | NA | … | … | 6.67 | 62.79 | 15.94 | 14.62 | 9.45 | 14.68 | 8.97 | 11.33 | 16.32 | 19.95 | 29.62 | 23.80 | 99.15 | 121.96 | 13.31 | 6.29 | 5.51 |
| Draw Down(%) | NA | 3.56 | 48.68 | 48.68 | 48.68 | NA | NA | … | … | 3.56 | 48.68 | 7.48 | 28.95 | 5.64 | 14.10 | 7.33 | 10.61 | 23.24 | 18.47 | 35.02 | 20.46 | 74.16 | 80.73 | 33.19 | 3.29 | 0.80 |
| Yield(%) | 0.00 | 4.11 | 3.09 | 3.46 | 5.13 | 4.00 | 3.28 | … | … | 3.05 | 4.13 | 1.25 | 4.20 | 4.48 | 3.18 | 4.28 | 5.13 | 4.31 | 6.22 | 4.89 | 5.93 | 9.95 | 6.23 | 6.31 | 6.26 | 0.00 |
Data as of 09/14/2021, Common starting date is 11/23/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEB (Aegon N.V. PERP CAP FLTG RT) |
-34.30%
Mar 2006 – Mar 2009 |
-2.25%
Dec 2006 – Dec 2011 |
3.48%
Mar 2010 – Mar 2020 |
5.09%
Feb 2006 – Feb 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEB (Aegon N.V. PERP CAP FLTG RT) |
66.73%
Mar 2009 – Mar 2012 |
37.80%
Mar 2009 – Mar 2014 |
19.96%
Mar 2009 – Mar 2019 |
5.49%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart