Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COWNL (Cowen Group Inc) | NA | 7.02% | 9.38% | NA | NA | NA | NA | … | … |
Data as of 03/01/2023, Common starting date is 06/15/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COWNL (Cowen Group Inc) | 06/15/2018 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.19 | 7.02 | 9.38 | NA | NA | NA | NA | … | … | 2.20 | 9.89 | 7.58 | 5.86 | 25.40 | -2.42 |
| Sharpe Ratio | NA | 0.39 | 0.19 | NA | NA | NA | NA | … | … | 1.41 | 0.63 | 0.73 | 0.07 | 3.38 | -0.64 |
| Standard Deviation(%) | NA | 11.62 | 50.52 | NA | NA | NA | NA | … | … | 5.42 | 13.53 | 10.32 | 85.94 | 7.09 | 9.17 |
| Draw Down(%) | NA | 7.86 | 59.93 | NA | NA | NA | NA | … | … | 0.67 | 8.20 | 9.39 | 60.72 | 2.07 | 10.21 |
| Yield(%) | 1.89 | 7.14 | 7.31 | 7.31 | 3.65 | 2.44 | 1.83 | … | … | 1.91 | 7.20 | 7.06 | 7.01 | 8.22 | 3.95 |
Data as of 03/01/2023, Common starting date is 06/15/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COWNL (Cowen Group Inc) |
7.43%
Oct 2019 – Oct 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COWNL (Cowen Group Inc) |
13.02%
Sep 2018 – Sep 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart