Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASNA (Ascena Retail Group Inc) | NA | -98.41% | -86.64% | -76.68% | -54.46% | -39.64% | -27.86% | … | … |
Data as of 01/22/2021, Common starting date is 05/04/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASNA (Ascena Retail Group Inc) | 05/04/1983 | 01/22/2021 |
| 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 10.53 | -98.41 | -86.64 | -76.68 | -54.46 | -39.64 | -27.86 | … | … | 75.00 | -99.22 | -84.73 | 6.81 | -62.04 | -37.16 | -21.58 | -40.64 | 14.56 | 24.29 | 12.49 | 14.42 | 114.99 | -14.15 | -46.38 | 20.85 | 119.38 | 17.41 | 12.71 | 6.36 | -13.76 | 74.44 | 9.47 | -46.48 | 89.17 | 51.90 | -8.14 | -18.10 | -27.59 | 95.95 | 21.31 | -32.22 | -26.23 | 35.56 | 0.56 | 68.23 | 216.67 | -2.33 | -12.24 |
| Sharpe Ratio | NA | -0.48 | -0.62 | -0.65 | -0.63 | NA | NA | … | … | 9,264.42 | -0.50 | -0.96 | -0.23 | -1.05 | -1.11 | -0.95 | -1.82 | -0.13 | 0.19 | -0.16 | -0.13 | 2.00 | -0.52 | -2.06 | -0.03 | 2.79 | -0.07 | -0.22 | -0.24 | -0.67 | 0.95 | 0.13 | -0.88 | 1.94 | 1.20 | -0.40 | -0.50 | -0.57 | 1.84 | 0.32 | -0.55 | -0.78 | 0.58 | -0.05 | 1.32 | 4.84 | -0.27 | -0.88 |
| Standard Deviation(%) | NA | 206.58 | 141.45 | 118.37 | 87.56 | NA | NA | … | … | 255.77 | 197.68 | 112.28 | 65.24 | 77.89 | 63.85 | 42.06 | 32.58 | 31.44 | 31.21 | 37.23 | 32.43 | 48.15 | 64.06 | 33.30 | 46.70 | 35.31 | 33.35 | 29.74 | 57.00 | 52.79 | 53.87 | 46.47 | 56.81 | 43.85 | 40.11 | 30.18 | 42.16 | 51.59 | 50.34 | 54.24 | 67.94 | 40.91 | 52.83 | 71.56 | 48.36 | 43.66 | 33.94 | 27.52 |
| Draw Down(%) | NA | 99.09 | 99.94 | 99.97 | 99.99 | NA | NA | … | … | 25.33 | 99.24 | 93.84 | 49.69 | 73.42 | 57.05 | 44.17 | 47.96 | 20.02 | 23.85 | 29.19 | 31.07 | 20.51 | 63.32 | 48.85 | 37.38 | 18.38 | 17.63 | 18.31 | 33.73 | 36.88 | 25.90 | 21.54 | 64.31 | 25.00 | 29.08 | 20.45 | 40.54 | 53.55 | 33.00 | 42.62 | 60.00 | 36.23 | 34.45 | 70.37 | 36.04 | 29.06 | 43.18 | 29.41 |
| Yield(%) | 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 | 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 01/22/2021, Common starting date is 05/04/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASNA (Ascena Retail Group Inc) |
-89.15%
Dec 2017 – Dec 2020 |
-80.20%
Dec 2015 – Dec 2020 |
-56.79%
Dec 2010 – Dec 2020 |
-41.63%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASNA (Ascena Retail Group Inc) |
137.88%
May 1984 – May 1987 |
66.73%
May 1984 – May 1989 |
25.69%
Jan 1996 – Jan 2006 |
19.44%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart