Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AEH (Aegon N.V. PRP CP SEC 6.375) | NA | 1.47% | 4.21% | 4.60% | 9.99% | NA | NA | … | … |
Data as of 12/13/2019, Common starting date is 06/16/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AEH (Aegon N.V. PRP CP SEC 6.375) | 06/16/2005 | 12/13/2019 |
| 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 (%) | 0.04 | 1.47 | 4.21 | 4.60 | 9.99 | NA | NA | … | … | 0.87 | -1.05 | 9.66 | 1.72 | 7.60 | 15.93 | -0.88 | 38.06 | -3.30 | 30.76 | 119.22 | -44.54 | -18.62 | 9.55 | 4.30 |
| Sharpe Ratio | NA | 0.00 | 0.64 | 0.59 | 0.60 | NA | NA | … | … | -0.10 | -0.44 | 2.34 | 0.14 | 1.68 | 2.59 | -0.07 | 2.38 | -0.09 | 1.36 | 1.27 | -0.41 | -1.41 | 0.84 | 1.22 |
| Standard Deviation(%) | NA | 5.63 | 4.83 | 6.51 | 15.89 | NA | NA | … | … | 5.51 | 5.47 | 3.88 | 10.84 | 4.50 | 6.15 | 12.34 | 16.11 | 36.00 | 22.63 | 93.92 | 109.35 | 15.37 | 7.47 | 4.59 |
| Draw Down(%) | NA | 5.56 | 5.56 | 8.96 | 29.73 | NA | NA | … | … | 5.56 | 5.86 | 2.01 | 8.96 | 1.64 | 2.17 | 14.76 | 13.77 | 29.73 | 20.59 | 76.08 | 75.21 | 23.49 | 8.01 | 4.37 |
| Yield(%) | 0.00 | 1.59 | 4.25 | 4.74 | 8.13 | 5.74 | 4.30 | … | … | 1.57 | 4.64 | 6.34 | 4.59 | 6.19 | 6.84 | 6.28 | 8.18 | 7.35 | 8.78 | 16.24 | 7.80 | 6.16 | 6.32 | 3.43 |
Data as of 12/13/2019, Common starting date is 06/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEH (Aegon N.V. PRP CP SEC 6.375) |
-32.53%
Feb 2006 – Feb 2009 |
4.58%
Dec 2006 – Dec 2011 |
8.07%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEH (Aegon N.V. PRP CP SEC 6.375) |
72.92%
Feb 2009 – Feb 2012 |
45.33%
Feb 2009 – Feb 2014 |
24.31%
Apr 2009 – Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart