Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ALL-PG (The Allstate Corporation) | NA | 12.68% | 8.00% | 8.60% | NA | NA | NA | 8.83% |
Data as of 04/14/2023, AR inception is 04/02/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALL-PG (The Allstate Corporation) | 04/02/2018 | 04/14/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 12.68 | 8.00 | 8.60 | NA | NA | NA | 8.83 | 18.27 | -8.70 | -0.99 | 3.77 | 14.15 | -4.51 |
| Sharpe Ratio | NA | 0.67 | 0.64 | 0.43 | NA | NA | NA | 0.44 | 6.13 | -0.73 | -0.13 | 0.11 | 1.52 | -0.82 |
| Standard Deviation(%) | NA | 14.59 | 10.98 | 17.31 | NA | NA | NA | 17.25 | 12.41 | 13.92 | 7.94 | 32.94 | 8.38 | 8.90 |
| Draw Down(%) | NA | 15.08 | 15.08 | 26.79 | NA | NA | NA | 26.79 | 3.52 | 15.08 | 7.58 | 28.24 | 4.12 | 11.12 |
| Yield(%) | 0.00 | 5.61 | 6.07 | 6.73 | 3.40 | 2.27 | 1.70 | 6.80 | 1.58 | 5.33 | 5.01 | 10.36 | 5.74 | 4.43 |
Data as of 04/14/2023, AR inception is 04/02/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALL-PG (The Allstate Corporation) |
2.11%
Oct 2019 - Oct 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALL-PG (The Allstate Corporation) |
11.74%
Oct 2018 - Oct 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart