Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CVA (Covanta Holding Corporation) | NA | 67.47% | NA | NA | NA | NA | NA | … | … |
Data as of 11/29/2021, Common starting date is 09/03/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CVA (Covanta Holding Corporation) | 09/03/2020 | 11/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 67.47 | NA | NA | NA | NA | NA | … | … | 57.18 | 45.50 | 17.33 | -15.17 | 11.21 | 7.17 | -25.80 | 29.45 | -0.34 | 39.30 | -18.78 | 4.00 | -17.62 | -20.61 | 25.50 | 46.35 | 78.22 | 190.38 | 107.86 | -68.47 | -2.68 | -20.65 | 61.40 | -50.86 | 45.00 | -27.27 | -9.84 | -7.58 | 127.59 | -6.45 |
| Sharpe Ratio | NA | 2.16 | -0.76 | -0.87 | -0.73 | NA | NA | … | … | 2.18 | 4.30 | -0.24 | -1.33 | -0.32 | -0.96 | -1.66 | 0.61 | -0.97 | 1.01 | -1.25 | -0.52 | -0.95 | -0.85 | 0.14 | 0.74 | 1.10 | 2.32 | 0.82 | -1.37 | -0.50 | -0.77 | 0.75 | -0.93 | 0.56 | -0.86 | -0.45 | -0.24 | 2.88 | -0.19 |
| Standard Deviation(%) | NA | 29.45 | 40.94 | 36.27 | 30.07 | NA | NA | … | … | 29.58 | 50.31 | 24.34 | 27.62 | 25.10 | 27.94 | 26.64 | 17.92 | 19.45 | 20.73 | 29.78 | 28.17 | 38.16 | 47.18 | 24.30 | 32.70 | 51.80 | 73.74 | 107.72 | 64.22 | 48.25 | 56.99 | 78.02 | 58.36 | 74.09 | 35.74 | 30.46 | 43.61 | 43.30 | 54.53 |
| Draw Down(%) | NA | 11.84 | 60.09 | 60.09 | 63.16 | NA | NA | … | … | 11.84 | 16.08 | 21.09 | 25.94 | 19.68 | 20.13 | 37.81 | 14.90 | 20.67 | 6.77 | 25.19 | 25.95 | 43.03 | 42.09 | 17.63 | 21.00 | 39.18 | 44.78 | 52.29 | 84.55 | 33.86 | 45.37 | 37.84 | 61.54 | 52.34 | 43.28 | 15.63 | 35.90 | 18.31 | 35.48 |
| Yield(%) | 0.00 | 2.58 | 1.47 | 0.88 | 0.44 | 0.29 | 0.22 | … | … | 1.83 | 1.76 | 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 | 0.00 | 0.00 |
Data as of 11/29/2021, Common starting date is 09/03/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVA (Covanta Holding Corporation) |
0.00%
NA |
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 |
|---|---|---|---|---|
| CVA (Covanta Holding Corporation) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart