Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CBS-A (ViacomCBS Inc) | NA | -13.73% | -9.90% | NA | NA | NA | NA | -4.35% |
Data as of 12/06/2019, AR inception is 01/05/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBS-A (ViacomCBS Inc) | 01/05/2015 | 12/06/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.62 | -13.73 | -9.90 | NA | NA | NA | NA | -4.35 | 0.19 | -26.14 | -6.70 | 25.79 | -4.62 |
| Sharpe Ratio | NA | -0.60 | -0.43 | NA | NA | NA | NA | -0.17 | -0.05 | -0.92 | -0.33 | 1.06 | -0.18 |
| Standard Deviation(%) | NA | 26.03 | 26.14 | NA | NA | NA | NA | 25.74 | 25.91 | 29.86 | 22.46 | 24.06 | 25.92 |
| Draw Down(%) | NA | 26.47 | 42.76 | NA | NA | NA | NA | 42.76 | 26.47 | 29.55 | 21.32 | 17.46 | 39.95 |
| Yield(%) | 0.00 | 1.40 | 1.16 | 1.17 | 0.59 | 0.39 | 0.29 | 1.47 | 1.18 | 1.21 | 1.10 | 1.29 | 1.09 |
Data as of 12/06/2019, AR inception is 01/05/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBS-A (ViacomCBS Inc) |
-10.14%
Oct 2016 - Oct 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBS-A (ViacomCBS Inc) |
10.25%
Sep 2015 - Sep 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart