Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGO (Assured Guaranty Ltd.) | -15.12% | -8.58% | 14.89% | 11.84% | 12.81% | 13.03% | 7.46% | … | … |
Data as of 06/05/2026, Common starting date is 04/23/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGO (Assured Guaranty Ltd.) | 04/23/2004 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.83 | -8.58 | 14.89 | 11.84 | 12.81 | 13.03 | 7.46 | … | … | -15.12 | 1.44 | 22.08 | 22.52 | 26.20 | 62.36 | -33.94 | 30.13 | 14.96 | -9.95 | 45.60 | 3.50 | 12.19 | 68.84 | 11.17 | -24.78 | -17.83 | 93.65 | -56.46 | 0.40 | 5.35 | 29.81 | 9.67 |
| Sharpe Ratio | NA | -0.62 | 0.45 | 0.31 | 0.32 | NA | NA | … | … | -1.50 | -0.06 | 0.73 | 0.76 | 0.68 | 2.09 | -0.45 | 1.65 | 0.59 | -0.50 | 1.88 | 0.12 | 0.50 | 2.12 | 0.28 | -0.43 | -0.33 | 0.90 | -0.49 | -0.05 | 0.12 | 1.35 | 0.62 |
| Standard Deviation(%) | NA | 21.69 | 23.67 | 27.42 | 34.17 | NA | NA | … | … | 25.59 | 23.01 | 25.32 | 24.96 | 36.54 | 29.90 | 76.20 | 17.35 | 23.23 | 21.31 | 24.18 | 29.73 | 24.42 | 32.46 | 39.78 | 57.60 | 54.63 | 103.62 | 115.73 | 52.41 | 16.36 | 20.46 | 21.31 |
| Draw Down(%) | NA | 18.77 | 21.83 | 30.23 | 61.49 | NA | NA | … | … | 17.16 | 19.49 | 21.83 | 26.45 | 28.38 | 18.95 | 60.54 | 13.95 | 14.71 | 25.32 | 17.45 | 19.63 | 21.57 | 26.24 | 40.24 | 52.96 | 46.51 | 76.16 | 77.11 | 49.93 | 11.61 | 11.61 | 16.73 |
| Yield(%) | 0.00 | 1.71 | 2.50 | 2.52 | 3.49 | 4.83 | 2.48 | … | … | 0.86 | 1.52 | 1.66 | 1.83 | 1.98 | 2.86 | 1.63 | 1.87 | 1.88 | 1.46 | 1.99 | 1.82 | 1.89 | 2.72 | 2.68 | 0.96 | 0.80 | 1.59 | 0.70 | 0.59 | 0.55 | 0.61 | 0.33 |
Data as of 06/05/2026, Common starting date is 04/23/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGO (Assured Guaranty Ltd.) |
-44.32%
Feb 2006 – Feb 2009 |
-16.85%
Nov 2006 – Nov 2011 |
0.75%
Jan 2006 – Jan 2016 |
0.76%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGO (Assured Guaranty Ltd.) |
57.94%
Feb 2009 – Feb 2012 |
43.18%
Feb 2009 – Feb 2014 |
27.08%
Feb 2009 – Feb 2019 |
24.45%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart