Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COWN (Cowen Group Inc) | NA | 39.43% | 38.68% | 23.71% | 22.39% | 6.76% | NA | … | … |
Data as of 03/01/2023, Common starting date is 07/13/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COWN (Cowen Group Inc) | 07/13/2006 | 03/01/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.33 | 39.43 | 38.68 | 23.71 | 22.39 | 6.76 | NA | … | … | 1.27 | 10.20 | 40.76 | 66.89 | 18.07 | -2.27 | -11.94 | 1.17 | -20.21 | 22.76 | 59.59 | -5.41 | -44.78 | -20.78 | -6.92 | -33.12 | -55.04 | 33.19 |
| Sharpe Ratio | NA | 0.85 | 0.76 | 0.50 | 0.46 | NA | NA | … | … | 0.78 | 0.19 | 0.83 | 1.10 | -0.17 | -0.65 | -0.78 | -0.59 | -1.16 | 0.13 | 1.37 | -0.72 | -1.40 | -0.79 | -0.37 | -0.67 | -1.50 | 1.67 |
| Standard Deviation(%) | NA | 43.38 | 51.80 | 44.94 | 47.06 | NA | NA | … | … | 1.58 | 46.07 | 49.11 | 60.48 | 30.48 | 36.86 | 40.35 | 55.47 | 33.35 | 32.48 | 29.93 | 33.60 | 45.34 | 49.56 | 69.56 | 77.91 | 51.69 | 36.15 |
| Draw Down(%) | NA | 26.37 | 58.87 | 64.61 | 66.70 | NA | NA | … | … | 0.21 | 39.89 | 26.41 | 63.66 | 23.07 | 32.05 | 24.23 | 31.85 | 41.50 | 23.95 | 14.14 | 24.48 | 51.70 | 49.25 | 47.21 | 54.58 | 55.23 | 16.25 |
| Yield(%) | 0.31 | 1.67 | 2.46 | 1.66 | 15.40 | 3.63 | 1.21 | … | … | 0.31 | 1.34 | 1.49 | 1.26 | 0.00 | 0.00 | 0.00 | 0.00 | 75.64 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/01/2023, Common starting date is 07/13/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COWN (Cowen Group Inc) |
-38.83%
Jun 2007 – Jun 2010 |
-34.30%
Dec 2006 – Dec 2011 |
-10.52%
Feb 2007 – Feb 2017 |
-3.04%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COWN (Cowen Group Inc) |
55.22%
Nov 2012 – Nov 2015 |
28.65%
Jun 2016 – Jun 2021 |
23.17%
Nov 2012 – Nov 2022 |
6.34%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison Chart