Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CTL (Lumen Technologies Inc) | NA | -18.74% | -5.48% | -5.45% | -4.93% | -0.21% | -0.67% | 9.40% |
Data as of 01/22/2021, AR inception is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTL (Lumen Technologies Inc) | 03/17/1980 | 01/22/2021 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.27 | -18.74 | -5.48 | -5.45 | -4.93 | -0.21 | -0.67 | 9.40 | 14.56 | -19.09 | -12.81 | -9.17 | -29.86 | -5.48 | -36.43 | 24.27 | -18.58 | 5.16 | -19.43 | 27.51 | 32.49 | -34.08 | -5.04 | 31.66 | -6.51 | 8.74 | 11.03 | -10.43 | -8.25 | -24.54 | 5.28 | 103.26 | 61.34 | -2.76 | 7.63 | 14.56 | -9.91 | 41.15 | -3.57 | -12.50 | 71.43 | 127.71 | 28.68 | 19.44 | 45.95 | 5.71 | 1.45 | 27.78 | -10.00 | 11.11 |
| Sharpe Ratio | NA | -0.36 | -0.15 | -0.16 | -0.16 | NA | NA | 0.21 | 29.83 | -0.36 | -0.91 | -0.82 | -1.43 | -1.19 | -2.11 | 0.30 | -1.17 | -0.86 | -1.50 | 0.53 | 0.45 | -1.03 | -1.23 | 0.57 | -1.75 | -0.44 | -0.32 | -0.77 | -0.91 | -1.96 | 0.99 | 4.84 | 0.60 | -0.03 | -2.50 | 0.66 | -0.35 | 1.33 | -0.12 | -0.34 | 2.38 | 4.79 | 0.75 | 0.86 | 1.83 | 0.21 | 0.05 | 0.91 | -0.31 | 0.40 |
| Standard Deviation(%) | NA | 52.91 | 43.73 | 39.98 | 32.96 | NA | NA | 30.65 | 35.39 | 52.91 | 39.42 | 37.56 | 34.45 | 33.25 | 26.10 | 18.90 | 31.69 | 15.77 | 25.32 | 16.80 | 30.54 | 51.77 | 22.12 | 16.41 | 15.73 | 24.79 | 25.75 | 39.07 | 32.87 | 47.49 | 30.52 | 28.23 | 24.12 | 22.89 | 21.77 | 24.45 | 28.54 | 30.70 | 30.00 | 37.11 | 29.96 | 26.50 | 37.86 | 22.52 | 25.08 | 26.92 | 27.82 | 30.47 | 31.94 | 35.58 |
| Draw Down(%) | NA | 41.48 | 57.57 | 60.96 | 66.12 | NA | NA | 66.12 | 3.24 | 41.48 | 42.22 | 39.45 | 50.13 | 29.88 | 39.83 | 11.81 | 27.44 | 12.62 | 31.91 | 10.32 | 18.25 | 47.55 | 18.62 | 11.97 | 14.69 | 20.93 | 19.22 | 36.99 | 32.87 | 48.28 | 25.45 | 11.89 | 13.86 | 18.09 | 17.11 | 20.18 | 27.10 | 26.73 | 26.25 | 38.54 | 16.14 | 20.47 | 39.91 | 20.27 | 10.00 | 13.89 | 27.96 | 17.46 | 28.99 | 23.38 |
| Yield(%) | 0.00 | 6.64 | 7.85 | 7.13 | 4.94 | 5.79 | 3.92 | 81.60 | 0.00 | 7.74 | 6.48 | 12.41 | 8.52 | 8.60 | 5.46 | 6.82 | 5.38 | 7.77 | 6.23 | 7.91 | 9.85 | 5.32 | 0.59 | 0.38 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/22/2021, AR inception is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTL (Lumen Technologies Inc) |
-22.65%
Nov 2014 - Nov 2017 |
-15.38%
Mar 2015 - Mar 2020 |
-7.30%
Oct 2010 - Oct 2020 |
-1.95%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTL (Lumen Technologies Inc) |
71.26%
Dec 1986 - Dec 1989 |
54.95%
Aug 1984 - Aug 1989 |
28.75%
Aug 1984 - Aug 1994 |
28.39%
Mar 1984 - Mar 1999 |
Annualized Rolling Returns Comparison Chart