Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CS (Credit Suisse Group) | NA | -84.11% | -54.02% | -42.21% | -26.84% | -20.68% | -13.16% | … | … |
Data as of 06/13/2023, Common starting date is 05/16/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CS (Credit Suisse Group) | 05/16/1995 | 06/13/2023 |
| 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 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.14 | -84.11 | -54.02 | -42.21 | -26.84 | -20.68 | -13.16 | … | … | -68.96 | -67.45 | -24.32 | -2.06 | 23.85 | -39.16 | 24.74 | -34.02 | -13.52 | -19.20 | 29.42 | 4.60 | -41.90 | -17.80 | 73.96 | -52.98 | -13.96 | 37.10 | 20.76 | 16.13 | 70.72 | -50.11 | -10.68 | -3.05 | 27.51 | -0.64 | 54.73 | -2.43 | 19.08 |
| Sharpe Ratio | NA | -0.90 | -0.87 | -0.78 | -0.62 | NA | NA | … | … | -0.77 | -1.19 | -0.80 | -0.04 | 0.03 | -2.49 | 0.23 | -1.50 | -1.13 | -1.85 | 0.41 | -0.37 | -1.21 | -0.97 | 0.79 | -0.87 | -1.39 | 0.60 | -0.01 | -0.14 | 1.35 | -1.19 | -0.92 | -1.92 | 1.55 | 0.64 | 0.25 | -0.01 | -2.52 |
| Standard Deviation(%) | NA | 97.61 | 63.12 | 55.40 | 44.41 | NA | NA | … | … | 125.88 | 57.81 | 30.27 | 56.46 | 21.96 | 24.43 | 23.57 | 45.33 | 28.34 | 20.42 | 26.25 | 38.19 | 50.13 | 37.46 | 69.87 | 82.70 | 26.03 | 24.87 | 17.17 | 24.91 | 38.10 | 58.93 | 35.40 | 37.40 | 33.96 | 51.06 | 32.33 | 27.46 | 26.67 |
| Draw Down(%) | NA | 85.71 | 94.10 | 94.33 | 96.63 | NA | NA | … | … | 76.90 | 70.75 | 37.52 | 52.43 | 19.41 | 47.85 | 16.39 | 52.93 | 31.02 | 25.16 | 16.11 | 45.44 | 55.49 | 33.04 | 35.44 | 68.37 | 29.23 | 21.62 | 15.49 | 25.68 | 35.85 | 69.35 | 47.42 | 26.65 | 16.34 | 57.98 | 17.07 | 20.77 | 14.13 |
| Yield(%) | 0.00 | 0.84 | 1.17 | 0.97 | 1.71 | 1.29 | 2.96 | … | … | 1.60 | 1.01 | 0.39 | 2.15 | 2.39 | 1.45 | 7.93 | 3.44 | 4.78 | 2.64 | 0.43 | 3.48 | 3.41 | 3.56 | 0.34 | 3.81 | 3.18 | 2.93 | 3.02 | 1.04 | 0.33 | 3.15 | 2.57 | 1.86 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/13/2023, Common starting date is 05/16/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CS (Credit Suisse Group) |
-53.73%
May 2020 – May 2023 |
-43.47%
Mar 2018 – Mar 2023 |
-27.58%
May 2013 – May 2023 |
-21.39%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CS (Credit Suisse Group) |
49.80%
Mar 2003 – Mar 2006 |
31.80%
Oct 2002 – Oct 2007 |
12.97%
Apr 1997 – Apr 2007 |
7.30%
Aug 1995 – Aug 2010 |
Annualized Rolling Returns Comparison Chart