Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AED (Aegon N.V. PERP CAP SECS) | NA | 1.72% | 5.03% | 6.19% | 13.17% | NA | NA | … | … |
Data as of 06/28/2019, Common starting date is 11/25/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AED (Aegon N.V. PERP CAP SECS) | 11/25/2005 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.72 | 5.03 | 6.19 | 13.17 | NA | NA | … | … | 1.92 | -0.44 | 9.75 | 3.54 | 8.39 | 14.82 | 1.31 | 34.47 | -2.01 | 30.60 | 117.77 | -44.53 | -16.49 | 11.02 | 1.55 |
| Sharpe Ratio | NA | -0.80 | 0.38 | 0.67 | 0.66 | NA | NA | … | … | 0.38 | -0.34 | 1.66 | 0.30 | 1.60 | 2.99 | 0.15 | 2.47 | -0.06 | 1.38 | 1.25 | -0.42 | -1.21 | 1.16 | 1.01 |
| Standard Deviation(%) | NA | 5.67 | 6.44 | 6.88 | 19.03 | NA | NA | … | … | 6.16 | 5.22 | 5.52 | 11.23 | 5.23 | 4.95 | 8.47 | 14.06 | 34.77 | 22.19 | 94.51 | 108.50 | 16.14 | 6.67 | 14.71 |
| Draw Down(%) | NA | 6.79 | 7.63 | 8.03 | 28.54 | NA | NA | … | … | 4.40 | 7.63 | 2.53 | 8.03 | 2.95 | 2.16 | 9.26 | 12.51 | 28.54 | 20.62 | 76.33 | 75.71 | 21.03 | 5.94 | 2.11 |
| Yield(%) | 0.00 | 4.63 | 5.69 | 6.06 | 10.94 | 5.99 | 4.49 | … | … | 1.60 | 6.30 | 6.43 | 6.22 | 6.34 | 6.91 | 6.50 | 8.22 | 7.46 | 8.91 | 16.25 | 7.79 | 6.29 | 6.93 | 0.00 |
Data as of 06/28/2019, Common starting date is 11/25/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AED (Aegon N.V. PERP CAP SECS) |
-32.11%
Feb 2006 – Feb 2009 |
5.10%
Sep 2006 – Sep 2011 |
8.53%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AED (Aegon N.V. PERP CAP SECS) |
72.79%
Feb 2009 – Feb 2012 |
45.23%
Feb 2009 – Feb 2014 |
24.77%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart