Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRSS (Global Brass and Copper Holdings Inc) | NA | 20.32% | 16.78% | 25.54% | NA | NA | NA | … | … |
Data as of 08/07/2019, Common starting date is 05/24/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRSS (Global Brass and Copper Holdings Inc) | 05/24/2013 | 08/07/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.32 | 16.78 | 25.54 | NA | NA | NA | … | … | 74.91 | -23.52 | -2.80 | 61.97 | 63.30 | -19.69 | 27.97 |
| Sharpe Ratio | NA | 0.54 | 0.49 | 0.75 | NA | NA | NA | … | … | 4.47 | -0.76 | -0.11 | 1.58 | 2.12 | -0.76 | 1.61 |
| Standard Deviation(%) | NA | 34.84 | 34.43 | 33.02 | NA | NA | NA | … | … | 34.12 | 32.57 | 31.10 | 38.92 | 29.92 | 25.85 | 31.35 |
| Draw Down(%) | NA | 36.84 | 36.84 | 36.84 | NA | NA | NA | … | … | 6.17 | 36.84 | 25.65 | 22.82 | 15.15 | 34.17 | 22.39 |
| Yield(%) | 0.00 | 0.25 | 0.61 | 1.12 | 0.72 | 0.48 | 0.36 | … | … | 0.00 | 0.62 | 0.68 | 0.74 | 1.14 | 0.91 | 0.29 |
Data as of 08/07/2019, Common starting date is 05/24/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSS (Global Brass and Copper Holdings Inc) |
6.38%
Dec 2015 – Dec 2018 |
9.57%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSS (Global Brass and Copper Holdings Inc) |
42.39%
Nov 2014 – Nov 2017 |
24.55%
Jul 2014 – Jul 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart