Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
AXP (American Express Company) | 6.86% | 27.21% | 31.94% | 28.63% | 16.46% | 16.08% | 10.97% | 8.60% |
Data as of 07/17/2025, AR inception is 06/01/1972
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
AXP (American Express Company) | 06/01/1972 | 07/17/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 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 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -3.04 | 27.21 | 31.94 | 28.63 | 16.46 | 16.08 | 10.97 | 8.60 | 6.86 | 60.32 | 28.67 | -8.52 | 36.88 | -1.14 | 32.52 | -2.62 | 36.22 | 8.58 | -24.21 | 3.66 | 59.84 | 23.58 | 11.66 | 7.84 | 126.15 | -63.74 | -13.39 | 19.09 | -7.87 | 17.60 | 37.68 | 0.15 | -34.48 | -0.26 | 62.20 | 14.85 | 57.96 | 36.56 | 40.25 | 8.27 | 24.12 | 21.34 | -0.61 | -40.86 | 30.99 | 16.39 | -19.21 | 6.84 | 40.86 | 15.33 | -23.83 | 45.61 | 9.63 | 34.73 | 2.58 | -18.82 | -11.42 | 10.20 | 41.35 | -42.06 | -30.70 | 12.85 |
Sharpe Ratio | NA | 0.97 | 1.05 | 0.89 | 0.49 | NA | NA | 0.15 | 0.36 | 2.24 | 0.95 | -0.28 | 1.32 | -0.02 | 1.82 | -0.16 | 2.73 | 0.34 | -1.13 | 0.20 | 3.35 | 1.17 | 0.38 | 0.24 | 1.71 | -0.88 | -0.56 | 1.01 | -0.47 | 1.22 | 1.43 | -0.02 | -0.82 | -0.10 | 1.51 | 0.27 | 1.77 | 1.30 | 1.62 | 0.21 | 0.79 | 0.69 | -0.11 | -1.20 | 0.95 | 0.38 | -0.42 | 0.10 | 1.43 | 0.25 | -0.67 | 1.04 | -0.01 | 0.89 | -0.20 | -0.92 | -0.81 | 0.26 | 0.94 | -0.80 | -0.86 | 0.66 |
Standard Deviation(%) | NA | 32.70 | 28.32 | 30.91 | 31.42 | NA | NA | 34.98 | 36.99 | 24.02 | 25.88 | 35.66 | 28.02 | 62.95 | 17.09 | 24.19 | 13.09 | 24.97 | 21.48 | 17.85 | 17.88 | 20.26 | 30.53 | 32.86 | 73.80 | 73.09 | 29.31 | 15.69 | 21.18 | 13.67 | 25.86 | 44.06 | 45.64 | 44.57 | 38.95 | 43.15 | 30.55 | 25.10 | 22.45 | 25.41 | 27.68 | 27.21 | 39.99 | 38.27 | 26.50 | 30.90 | 55.10 | 27.62 | 24.87 | 34.12 | 44.54 | 36.51 | 30.83 | 29.79 | 22.15 | 25.97 | 18.68 | 26.05 | 39.37 | 59.52 | 41.48 | 30.90 |
Draw Down(%) | NA | 28.76 | 28.76 | 31.55 | 49.64 | NA | NA | 83.91 | 28.76 | 10.72 | 21.19 | 31.55 | 19.79 | 49.64 | 12.22 | 20.72 | 7.40 | 26.19 | 26.04 | 15.80 | 8.20 | 12.48 | 20.13 | 21.52 | 50.89 | 66.32 | 22.25 | 7.33 | 20.51 | 10.20 | 18.29 | 40.44 | 54.03 | 27.37 | 17.48 | 41.04 | 16.67 | 19.26 | 12.29 | 16.79 | 18.49 | 18.78 | 39.58 | 50.35 | 21.02 | 18.30 | 47.20 | 22.50 | 16.02 | 24.16 | 42.23 | 29.63 | 28.01 | 23.31 | 23.89 | 29.85 | 15.06 | 26.84 | 35.38 | 63.47 | 40.22 | 12.75 |
Yield(%) | 0.00 | 0.89 | 1.65 | 2.24 | 2.25 | 3.55 | 2.73 | 13.90 | 0.51 | 1.43 | 1.58 | 1.18 | 1.46 | 1.37 | 1.67 | 1.46 | 1.74 | 1.76 | 1.18 | 1.10 | 1.46 | 1.61 | 1.66 | 1.76 | 3.72 | 1.41 | 0.99 | 1.03 | 0.89 | 0.67 | 1.04 | 1.11 | 0.62 | 0.60 | 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 07/17/2025, AR inception is 06/01/1972
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
AXP (American Express Company) |
-38.40%
Feb 2006 - Feb 2009 |
-24.84%
Feb 2004 - Feb 2009 |
-9.54%
Feb 1999 - Feb 2009 |
0.39%
Dec 1972 - Dec 1987 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
AXP (American Express Company) |
67.19%
Feb 2009 - Feb 2012 |
52.60%
Feb 2009 - Feb 2014 |
26.95%
Oct 1990 - Oct 2000 |
23.26%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart