Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AFC (Allied Capital Corporation NT 6.875 2047) | NA | 19.29% | 5.86% | 6.36% | 7.56% | NA | NA | … | … |
Data as of 03/24/2021, Common starting date is 04/17/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AFC (Allied Capital Corporation NT 6.875 2047) | 04/17/2007 | 03/24/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.04 | 19.29 | 5.86 | 6.36 | 7.56 | NA | NA | … | … | -5.84 | 7.43 | 13.68 | 3.96 | 7.93 | 6.04 | 8.72 | 17.48 | -1.56 | 13.77 | 15.64 | 39.24 | 134.35 | -41.74 | -27.19 |
| Sharpe Ratio | NA | 0.99 | 0.19 | 0.27 | 0.43 | NA | NA | … | … | -2.24 | 0.17 | 1.41 | 0.48 | 1.25 | 0.87 | 1.05 | 2.19 | -0.17 | 1.57 | 0.73 | 2.01 | 2.00 | -0.64 | -1.03 |
| Standard Deviation(%) | NA | 19.42 | 25.84 | 20.35 | 16.67 | NA | NA | … | … | 10.58 | 43.30 | 8.66 | 5.43 | 5.82 | 6.73 | 8.24 | 7.96 | 9.27 | 8.84 | 21.26 | 19.47 | 67.26 | 66.77 | 37.90 |
| Draw Down(%) | NA | 12.13 | 36.72 | 36.72 | 36.72 | NA | NA | … | … | 5.95 | 36.72 | 5.30 | 3.39 | 2.33 | 4.04 | 4.02 | 2.77 | 9.57 | 4.88 | 19.40 | 12.90 | 63.13 | 65.34 | 31.59 |
| Yield(%) | 0.00 | 5.77 | 6.14 | 6.39 | 7.04 | 6.24 | 4.68 | … | … | 0.00 | 4.83 | 6.93 | 6.77 | 6.81 | 6.76 | 6.85 | 7.51 | 6.89 | 7.35 | 7.85 | 10.30 | 18.59 | 9.95 | 5.51 |
Data as of 03/24/2021, Common starting date is 04/17/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFC (Allied Capital Corporation NT 6.875 2047) |
3.54%
Mar 2017 – Mar 2020 |
5.16%
Mar 2015 – Mar 2020 |
7.59%
Feb 2011 – Feb 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFC (Allied Capital Corporation NT 6.875 2047) |
80.97%
Feb 2009 – Feb 2012 |
46.62%
Feb 2009 – Feb 2014 |
25.88%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart