Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AET (Aetna Inc) | NA | 18.45% | 27.45% | 25.28% | NA | NA | NA | … | … |
Data as of 11/29/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AET (Aetna Inc) | 06/18/2012 | 11/29/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.57 | 18.45 | 27.45 | 25.28 | NA | NA | NA | … | … | 17.91 | 45.46 | 14.70 | 21.72 | 29.51 | 48.11 | 12.65 | 39.90 | -3.63 | 11.38 | -50.55 | 33.80 | 83.32 | -24.37 | 84.60 | 64.46 | 24.77 | -19.66 | -25.37 | 0.00 | 11.43 | -11.80 | 17.85 | 52.92 | -17.97 | 35.11 | 16.68 | 20.92 | -27.46 | 24.43 | 10.82 | -16.47 | 9.65 | 52.51 | 9.75 | 7.13 | -11.39 | 32.01 | 12.91 | 35.26 | 11.19 | 9.27 |
| Sharpe Ratio | NA | 1.22 | 1.30 | 1.11 | 0.88 | NA | NA | … | … | 1.30 | 2.35 | 0.59 | 0.75 | 1.36 | 2.22 | 1.06 | 1.17 | -0.13 | 0.20 | -0.85 | 1.37 | 1.01 | -0.37 | 2.95 | 2.11 | 0.55 | -0.55 | -0.34 | -0.75 | 0.27 | -1.79 | 0.58 | 2.42 | -0.89 | 1.39 | 0.58 | 0.55 | -1.09 | 1.12 | 0.28 | -0.74 | 0.24 | 2.43 | 0.13 | 0.05 | -0.69 | 0.84 | 0.18 | 1.36 | 0.26 | 0.26 |
| Standard Deviation(%) | NA | 14.03 | 20.16 | 22.33 | 30.17 | NA | NA | … | … | 14.14 | 19.13 | 24.51 | 29.10 | 21.74 | 21.68 | 23.60 | 34.03 | 27.73 | 56.10 | 60.57 | 22.53 | 79.30 | 72.62 | 28.32 | 30.17 | 42.89 | 40.54 | 87.54 | 0.00 | 29.54 | 37.36 | 24.70 | 20.27 | 23.46 | 23.69 | 24.41 | 31.16 | 29.98 | 16.76 | 21.50 | 27.67 | 22.77 | 19.45 | 22.58 | 22.97 | 27.43 | 26.10 | 26.56 | 20.62 | 23.79 | 21.59 |
| Draw Down(%) | NA | 13.23 | 14.87 | 28.88 | 100.00 | NA | NA | … | … | 13.23 | 7.21 | 14.87 | 24.67 | 13.55 | 11.58 | 15.33 | 24.95 | 26.54 | 44.99 | 70.08 | 11.86 | 40.77 | 55.25 | 17.90 | 23.05 | 38.78 | 44.02 | 54.82 | 0.00 | 31.75 | 42.74 | 25.38 | 10.38 | 31.56 | 16.98 | 14.85 | 32.46 | 46.93 | 9.72 | 18.30 | 32.90 | 16.94 | 13.85 | 27.05 | 19.75 | 29.43 | 18.52 | 21.87 | 16.76 | 19.75 | 17.47 |
| Yield(%) | 0.00 | 1.11 | 1.54 | 1.93 | 1.90 | 1.26 | 0.95 | … | … | 1.11 | 1.42 | 0.92 | 1.13 | 1.33 | 1.73 | 0.85 | 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 | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/29/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AET (Aetna Inc) |
12.92%
Jun 2015 – Jun 2018 |
23.63%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AET (Aetna Inc) |
46.32%
Jul 2012 – Jul 2015 |
33.74%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart