Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CMRE-PE (Costamare Inc) | NA | 9.24% | 5.05% | 9.35% | NA | NA | NA | 10.17% |
Data as of 07/12/2024, AR inception is 01/29/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMRE-PE (Costamare Inc) | 01/29/2018 | 07/12/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | 9.24 | 5.05 | 9.35 | NA | NA | NA | 10.17 | 3.13 | 11.30 | 2.43 | 13.26 | 7.04 | 38.42 | -9.39 |
| Sharpe Ratio | NA | 0.62 | 0.29 | 0.33 | NA | NA | NA | 0.35 | 0.22 | 0.95 | 0.11 | 1.73 | 0.14 | 2.39 | -0.65 |
| Standard Deviation(%) | NA | 8.78 | 8.87 | 23.10 | NA | NA | NA | 22.21 | 10.66 | 7.47 | 9.79 | 7.65 | 48.74 | 15.49 | 17.64 |
| Draw Down(%) | NA | 4.72 | 7.13 | 49.59 | NA | NA | NA | 49.59 | 4.72 | 4.34 | 6.57 | 5.62 | 49.59 | 9.35 | 25.16 |
| Yield(%) | 0.00 | 8.70 | 7.79 | 8.65 | 5.64 | 3.76 | 2.82 | 9.40 | 6.45 | 8.75 | 8.22 | 8.43 | 9.26 | 9.89 | 6.28 |
Data as of 07/12/2024, AR inception is 01/29/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMRE-PE (Costamare Inc) |
6.06%
Jun 2021 - Jun 2024 |
8.80%
Aug 2018 - Aug 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMRE-PE (Costamare Inc) |
22.30%
Mar 2020 - Mar 2023 |
13.85%
Dec 2018 - Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart