Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CIT (CIT Group Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 01/19/2022, Common starting date is 07/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIT (CIT Group Inc) | 07/05/2002 | 01/19/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 48.32 | -16.51 | 22.53 | -21.00 | 16.18 | 9.52 | -15.89 | -7.27 | 35.19 | 10.81 | -25.97 | 70.59 | 25.10 |
| Sharpe Ratio | NA | 1.50 | 0.26 | 0.14 | 0.15 | NA | NA | … | … | 1.50 | 1.34 | -0.17 | 0.80 | -0.99 | 0.75 | 0.30 | -0.64 | -0.37 | 1.85 | 0.44 | -0.68 | 2.34 | 0.01 |
| Standard Deviation(%) | NA | 36.27 | 61.60 | 49.66 | 39.06 | NA | NA | … | … | 36.27 | 36.13 | 96.71 | 26.44 | 22.56 | 20.78 | 30.89 | 24.89 | 19.70 | 18.96 | 24.86 | 38.20 | 30.16 | 123.32 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 16.87 | 72.15 | 22.73 | 35.24 | 13.40 | 35.03 | 18.08 | 20.03 | 8.75 | 24.59 | 40.58 | 20.34 | 12.15 |
| Yield(%) | NA | 3.50 | 3.14 | 2.72 | 2.00 | 1.73 | 1.70 | … | … | 0.00 | 3.91 | 3.04 | 3.35 | 1.64 | 1.83 | 1.52 | 1.26 | 0.97 | 0.26 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/19/2022, Common starting date is 07/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIT (CIT Group Inc) |
-26.49%
Sep 2017 – Sep 2020 |
-16.04%
Mar 2015 – Mar 2020 |
-6.87%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIT (CIT Group Inc) |
21.25%
Feb 2016 – Feb 2019 |
13.62%
Mar 2016 – Mar 2021 |
7.40%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart