Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 08/23/2021.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| COL (Rockwell Collins Inc) | 3.77% | NA | 31.94% | -2.95% | 4.53% | NA | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COL (Rockwell Collins Inc) | 06/18/2012 | 08/23/2021 |
The return data shown below all have the same latest date: 08/23/2021.
AR inception is since 06/18/2012.
AR inception is since 06/18/2012.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.40 | 31.94 | -2.95 | 4.53 | NA | NA | NA | 3.77 | 33.84 | -13.26 | -9.84 | -24.33 | 51.75 | 19.98 | -26.34 | 35.75 | 31.35 | -26.32 | -3.33 | 7.02 | 44.90 | -44.69 | 14.77 | 37.70 | 19.05 | 32.97 | 31.12 | 21.10 | -14.62 |
| Sharpe Ratio | NA | 1.17 | -0.10 | 0.11 | -0.13 | NA | NA | 0.08 | 2.30 | -0.41 | -0.76 | -1.24 | 0.96 | -0.30 | -0.95 | 0.45 | 0.36 | -1.75 | -0.77 | -0.46 | 0.71 | -1.42 | -0.35 | 0.82 | -0.10 | 0.58 | 0.46 | 0.03 | -0.98 |
| Standard Deviation(%) | NA | 26.63 | 36.70 | 35.01 | 158.76 | NA | NA | 38.69 | 25.14 | 32.92 | 43.39 | 37.01 | 34.06 | 47.09 | 47.44 | 38.04 | 35.27 | 34.82 | 28.52 | 25.09 | 37.05 | 45.02 | 20.71 | 18.92 | 19.03 | 23.11 | 25.67 | 44.14 | 50.36 |
| Draw Down(%) | NA | 11.73 | 42.52 | 51.89 | 88.77 | NA | NA | 51.89 | 11.73 | 26.22 | 22.65 | 34.08 | 9.71 | 27.62 | 35.60 | 18.99 | 18.96 | 34.94 | 32.95 | 22.35 | 33.18 | 59.93 | 15.37 | 16.41 | 11.01 | 12.30 | 27.00 | 26.62 | 43.65 |
| Yield(%) | 0.00 | 0.00 | 0.15 | 1.14 | 1.77 | 1.18 | 0.89 | 1.97 | 0.00 | 0.00 | 0.00 | 1.68 | 2.42 | 2.93 | 2.23 | 2.67 | 3.48 | 1.29 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COL (Rockwell Collins Inc) |
-19.74%
Jan 2018 - Jan 2021 |
-6.75%
Apr 2015 - Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COL (Rockwell Collins Inc) |
20.48%
Oct 2012 - Oct 2015 |
20.76%
Jan 2013 - Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart