Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BWA (BorgWarner Inc.) | 12.36% | 5.18% | 7.16% | 2.96% | -1.07% | 5.82% | 6.40% | 9.60% |
Data as of 07/17/2025, AR inception is 08/13/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BWA (BorgWarner Inc.) | 08/13/1993 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.95 | 5.18 | 7.16 | 2.96 | -1.07 | 5.82 | 6.40 | 9.60 | 12.36 | -10.15 | 2.56 | -9.18 | 18.39 | -9.24 | 27.16 | -30.97 | 31.20 | -7.33 | -20.52 | -0.65 | 56.91 | 12.36 | -11.91 | 117.82 | 53.61 | -54.47 | 65.41 | -1.59 | 13.12 | 28.76 | 70.67 | -2.40 | 32.37 | 0.42 | -27.44 | 7.33 | 35.06 | 20.31 | 27.36 | -10.27 | 12.00 |
| Sharpe Ratio | NA | 0.16 | 0.13 | 0.06 | -0.08 | NA | NA | 0.22 | 0.66 | -0.46 | -0.03 | -0.28 | 0.56 | -0.19 | 0.82 | -1.04 | 1.36 | -0.20 | -0.71 | -0.03 | 2.55 | 0.39 | -0.28 | 3.17 | 0.91 | -0.82 | 2.23 | -0.22 | 0.47 | 1.09 | 2.51 | -0.09 | 0.81 | -0.11 | -1.03 | 0.09 | 1.29 | 0.70 | 0.94 | -0.41 | 0.92 |
| Standard Deviation(%) | NA | 31.73 | 31.80 | 33.42 | 34.61 | NA | NA | 35.00 | 33.01 | 29.84 | 32.28 | 38.26 | 32.51 | 50.75 | 31.18 | 31.28 | 22.63 | 37.60 | 28.75 | 24.75 | 22.27 | 32.09 | 42.11 | 37.17 | 58.87 | 67.81 | 28.12 | 22.79 | 22.93 | 25.55 | 27.84 | 39.99 | 37.54 | 35.97 | 29.92 | 41.16 | 24.16 | 23.66 | 24.89 | 32.69 | 35.00 |
| Draw Down(%) | NA | 31.94 | 45.88 | 45.88 | 64.58 | NA | NA | 72.13 | 24.22 | 17.06 | 31.61 | 36.24 | 23.74 | 54.86 | 29.85 | 41.80 | 13.56 | 35.45 | 37.97 | 25.13 | 11.37 | 30.45 | 31.25 | 21.49 | 38.95 | 70.62 | 17.83 | 19.91 | 16.41 | 21.49 | 19.95 | 42.29 | 33.05 | 28.15 | 38.18 | 51.10 | 24.23 | 21.11 | 17.16 | 34.81 | 15.12 |
| Yield(%) | 0.00 | 1.29 | 1.52 | 1.56 | 1.15 | 2.33 | 2.71 | 8.61 | 0.70 | 1.22 | 1.39 | 1.51 | 1.79 | 1.55 | 1.94 | 1.31 | 1.47 | 1.25 | 0.95 | 1.16 | 0.67 | 0.00 | 0.00 | 0.00 | 0.52 | 0.94 | 1.14 | 1.04 | 1.06 | 1.17 | 1.37 | 1.15 | 1.51 | 1.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/17/2025, AR inception is 08/13/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWA (BorgWarner Inc.) |
-16.14%
Sep 1997 - Sep 2000 |
-15.36%
Mar 2015 - Mar 2020 |
-4.58%
Mar 2015 - Mar 2025 |
3.19%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWA (BorgWarner Inc.) |
68.71%
Feb 2009 - Feb 2012 |
48.32%
Feb 2009 - Feb 2014 |
24.19%
Mar 2001 - Mar 2011 |
20.99%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison Chart