Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CBS (ViacomCBS Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | -100.00% |
Data as of 12/04/2019, AR inception is 12/05/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBS (ViacomCBS Inc) | 12/05/2005 | 12/04/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | -100.00 | -100.00 | -24.87 | -6.18 | 36.64 | -13.86 | -12.39 | 69.11 | 42.07 | 44.49 | 37.41 | 76.60 | -67.23 | -9.80 | 25.62 | -4.49 |
| Sharpe Ratio | NA | -0.82 | -0.49 | -0.21 | 0.44 | NA | NA | 0.11 | -0.31 | -0.92 | -0.32 | 1.47 | -0.57 | -0.53 | 2.90 | 1.66 | 1.01 | 1.00 | 0.93 | -0.95 | -0.58 | 1.09 | -2.13 |
| Standard Deviation(%) | NA | 25.81 | 25.15 | 24.95 | 28.70 | NA | NA | 38.83 | 25.50 | 28.61 | 21.19 | 24.63 | 24.20 | 23.56 | 23.80 | 25.49 | 44.22 | 37.26 | 82.50 | 71.61 | 22.18 | 20.62 | 23.56 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 29.00 | 21.19 | 13.45 | 38.59 | 27.14 | 10.66 | 14.51 | 35.57 | 22.99 | 64.84 | 82.79 | 25.40 | 11.61 | 6.37 |
| Yield(%) | 0.00 | 1.40 | 1.18 | 1.24 | 3.95 | 2.06 | 1.54 | 2.38 | 1.18 | 1.22 | 1.12 | 1.45 | 1.09 | 0.85 | 1.23 | 1.64 | 1.84 | 1.40 | 2.20 | 4.11 | 2.99 | 2.85 | 0.00 |
Data as of 12/04/2019, AR inception is 12/05/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBS (ViacomCBS Inc) |
-42.84%
Mar 2006 - Mar 2009 |
-6.67%
Oct 2014 - Oct 2019 |
8.45%
Aug 2006 - Aug 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBS (ViacomCBS Inc) |
109.80%
Mar 2009 - Mar 2012 |
76.63%
Mar 2009 - Mar 2014 |
30.24%
Mar 2009 - Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart