Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DDR (DDR Corp) | NA | 120.54% | 9.48% | -15.23% | -1.72% | -9.40% | -0.21% | … | … |
Data as of 09/30/2021, Common starting date is 02/02/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DDR (DDR Corp) | 02/02/1993 | 09/30/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.46 | 120.54 | 9.48 | -15.23 | -1.72 | -9.40 | -0.21 | … | … | 54.99 | -26.02 | 26.65 | -25.19 | -41.32 | -9.32 | -8.28 | 19.45 | -1.85 | 28.68 | -13.63 | 52.16 | 89.75 | -87.26 | -39.17 | 33.88 | 5.97 | 32.17 | 52.66 | 15.13 | 43.47 | 3.40 | -27.46 | -7.19 | 3.03 | 23.75 | -4.00 | 6.84 | 20.00 |
| Sharpe Ratio | NA | 2.69 | 0.15 | -0.28 | -0.05 | NA | NA | … | … | 2.54 | -0.29 | 0.15 | -1.41 | -1.75 | -2.16 | -1.39 | 0.06 | -1.14 | 0.58 | -0.85 | 0.79 | 0.52 | -0.80 | -2.16 | 0.67 | -0.77 | 0.54 | 2.03 | -0.21 | 1.06 | -2.26 | -0.10 | 0.97 | -3.46 | 1.80 | -3.84 | 0.46 | 1.02 |
| Standard Deviation(%) | NA | 44.19 | 57.05 | 57.43 | 42.99 | NA | NA | … | … | 31.44 | 90.11 | 22.32 | 33.06 | 34.73 | 20.06 | 19.28 | 14.73 | 17.86 | 17.56 | 37.77 | 42.56 | 137.75 | 133.67 | 28.43 | 17.35 | 19.64 | 23.10 | 16.40 | 21.94 | 21.37 | 28.91 | 25.60 | 26.94 | 12.56 | 14.27 | 17.20 | 18.60 | 21.49 |
| Draw Down(%) | NA | 13.03 | 71.80 | 88.18 | 89.54 | NA | NA | … | … | 10.16 | 68.79 | 16.57 | 28.82 | 52.10 | 25.87 | 27.55 | 10.26 | 22.98 | 10.99 | 32.83 | 34.94 | 81.83 | 93.95 | 47.20 | 13.01 | 13.79 | 24.89 | 7.48 | 20.24 | 15.75 | 27.13 | 32.54 | 22.60 | 8.64 | 9.20 | 14.45 | 19.17 | 16.54 |
| Yield(%) | 0.74 | 5.56 | 4.02 | 2.96 | 5.10 | 1.38 | 6.00 | … | … | 3.60 | 1.87 | 7.18 | 7.32 | 5.80 | 4.59 | 3.72 | 4.05 | 3.42 | 3.91 | 1.54 | 0.86 | 7.75 | 5.41 | 4.17 | 4.94 | 4.94 | 5.80 | 7.79 | 8.09 | 11.12 | 11.64 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/30/2021, Common starting date is 02/02/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDR (DDR Corp) |
-62.67%
Mar 2006 – Mar 2009 |
-40.03%
Mar 2004 – Mar 2009 |
-16.26%
May 2008 – May 2018 |
-13.88%
May 2005 – May 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDR (DDR Corp) |
94.65%
Mar 2009 – Mar 2012 |
54.81%
Mar 2009 – Mar 2014 |
19.70%
Nov 1996 – Nov 2006 |
12.20%
Apr 1993 – Apr 2008 |
Annualized Rolling Returns Comparison Chart