Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| APRDO (Alabama Power Company) | NA | -9.75% | 6.58% | 6.06% | 5.63% | 2.89% | 4.61% | … | … |
Data as of 06/16/2022, Common starting date is 03/05/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| APRDO (Alabama Power Company) | 03/05/1999 | 06/16/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.63 | -9.75 | 6.58 | 6.06 | 5.63 | 2.89 | 4.61 | … | … | 2.31 | 7.54 | -0.96 | 5.53 | -0.20 | -0.30 | 0.50 | 7.57 | 5.11 | -10.89 | 3.95 | 10.79 | 16.67 | 5.00 | -15.66 | -5.14 | 8.70 | 0.00 | -9.04 | 35.09 | 0.02 | 3.15 | -13.90 | -17.83 |
| Sharpe Ratio | NA | -0.35 | 0.30 | 0.31 | 0.36 | NA | NA | … | … | 0.24 | 0.24 | -0.12 | 0.85 | -0.13 | -0.06 | 0.03 | 1.00 | 0.53 | -0.89 | 0.48 | 0.45 | 0.84 | 0.19 | -1.14 | -0.26 | 0.15 | -0.13 | -0.22 | 1.26 | -0.07 | 0.07 | -0.85 | -0.75 |
| Standard Deviation(%) | NA | 28.29 | 20.40 | 17.51 | 14.48 | NA | NA | … | … | 19.97 | 30.80 | 9.57 | 4.86 | 11.63 | 14.38 | 10.70 | 7.57 | 9.65 | 12.33 | 8.16 | 23.97 | 19.72 | 25.30 | 14.54 | 31.81 | 35.91 | 16.84 | 45.59 | 27.35 | 15.96 | 11.70 | 21.27 | 32.53 |
| Draw Down(%) | NA | 16.91 | 16.91 | 16.91 | 16.91 | NA | NA | … | … | 9.10 | 16.91 | 4.76 | 1.70 | 6.50 | 9.87 | 6.73 | 3.54 | 4.39 | 12.87 | 3.25 | 9.49 | 10.84 | 13.66 | 15.66 | 24.53 | 16.30 | 9.55 | 32.43 | 11.63 | 8.38 | 5.23 | 17.97 | 17.83 |
| Yield(%) | 1.12 | 3.77 | 4.59 | 4.64 | 4.44 | 2.63 | 3.16 | … | … | 2.23 | 4.46 | 4.42 | 4.66 | 4.65 | 4.64 | 4.66 | 5.02 | 5.27 | 2.35 | 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 06/16/2022, Common starting date is 03/05/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| APRDO (Alabama Power Company) |
-9.65%
May 1999 – May 2002 |
-5.35%
May 1999 – May 2004 |
-2.80%
Jun 1999 – Jun 2009 |
0.36%
May 1999 – May 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| APRDO (Alabama Power Company) |
12.98%
Jun 2004 – Jun 2007 |
9.26%
Jun 2016 – Jun 2021 |
7.36%
Jun 2011 – Jun 2021 |
6.37%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart