Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CWGRP (Cowen Inc) | NA | 33.11% | 28.09% | 19.25% | NA | NA | NA | … | … |
Data as of 03/06/2023, Common starting date is 08/18/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CWGRP (Cowen Inc) | 08/18/2016 | 03/06/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 33.11 | 28.09 | 19.25 | NA | NA | NA | … | … | 0.00 | 15.48 | 28.31 | 21.62 | 15.62 | -10.11 | 12.58 | 13.49 |
| Sharpe Ratio | NA | 1.03 | 0.54 | 0.33 | NA | NA | NA | … | … | 0.00 | 0.45 | 0.92 | 0.31 | 0.25 | -0.17 | 0.56 | 1.20 |
| Standard Deviation(%) | NA | 28.66 | 49.26 | 54.73 | NA | NA | NA | … | … | NA | 31.72 | 50.55 | 67.92 | 57.54 | 66.82 | 21.49 | 33.44 |
| Draw Down(%) | NA | 10.61 | 34.55 | 39.88 | NA | NA | NA | … | … | 0.00 | 21.79 | 21.12 | 39.15 | 35.79 | 40.86 | 8.49 | 13.29 |
| Yield(%) | 0.00 | 4.59 | 6.54 | 6.61 | 5.25 | 3.50 | 2.62 | … | … | 0.92 | 4.02 | 5.00 | 6.08 | 7.03 | 6.32 | 7.11 | 2.02 |
Data as of 03/06/2023, Common starting date is 08/18/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWGRP (Cowen Inc) |
-5.88%
Mar 2017 – Mar 2020 |
11.97%
Apr 2017 – Apr 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWGRP (Cowen Inc) |
31.11%
Sep 2019 – Sep 2022 |
21.10%
Sep 2016 – Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart