Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CFG-PD (Citizens Financial Group Inc) | NA | 18.47% | 2.10% | 5.42% | NA | NA | NA | … | … |
Data as of 07/05/2024, Common starting date is 01/28/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFG-PD (Citizens Financial Group Inc) | 01/28/2019 | 07/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 18.47 | 2.10 | 5.42 | NA | NA | NA | … | … | 8.29 | 9.29 | -9.18 | 1.14 | 10.32 | 17.61 |
| Sharpe Ratio | NA | 1.21 | -0.02 | 0.14 | NA | NA | NA | … | … | 2.14 | 0.17 | -0.76 | 0.12 | 0.20 | 2.69 |
| Standard Deviation(%) | NA | 12.06 | 19.54 | 27.00 | NA | NA | NA | … | … | 6.22 | 30.13 | 13.90 | 9.26 | 49.10 | 6.57 |
| Draw Down(%) | NA | 5.54 | 25.14 | 45.29 | NA | NA | NA | … | … | 1.98 | 22.84 | 11.84 | 7.61 | 45.29 | 3.03 |
| Yield(%) | 0.00 | 7.87 | 5.77 | 6.28 | 3.59 | 2.39 | 1.79 | … | … | 4.07 | 6.68 | 5.77 | 5.52 | 6.53 | 5.90 |
Data as of 07/05/2024, Common starting date is 01/28/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFG-PD (Citizens Financial Group Inc) |
0.13%
Dec 2020 – Dec 2023 |
5.41%
Jun 2019 – Jun 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFG-PD (Citizens Financial Group Inc) |
7.18%
Feb 2019 – Feb 2022 |
6.14%
Feb 2019 – Feb 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart