Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DNKN (Dunkin’ Brands Group Inc) | NA | 46.15% | 19.93% | 22.30% | NA | NA | NA | … | … |
Data as of 12/21/2020, Common starting date is 07/27/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DNKN (Dunkin’ Brands Group Inc) | 07/27/2011 | 12/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 46.15 | 19.93 | 22.30 | NA | NA | NA | … | … | 42.55 | 20.16 | 1.55 | 25.84 | 26.32 | 2.14 | -9.28 | 47.94 | 35.40 | -10.31 |
| Sharpe Ratio | NA | 0.78 | 0.52 | 0.69 | NA | NA | NA | … | … | 0.78 | 0.98 | 0.01 | 1.28 | 1.13 | 0.08 | -0.42 | 2.50 | 1.44 | -0.61 |
| Standard Deviation(%) | NA | 55.38 | 36.02 | 31.01 | NA | NA | NA | … | … | 56.02 | 19.10 | 21.64 | 19.84 | 23.08 | 25.05 | 22.21 | 19.19 | 24.69 | 36.25 |
| Draw Down(%) | NA | 49.47 | 52.13 | 52.13 | NA | NA | NA | … | … | 49.47 | 12.40 | 18.67 | 13.40 | 12.77 | 29.70 | 19.39 | 7.76 | 23.05 | 18.41 |
| Yield(%) | 0.00 | 1.09 | 1.90 | 2.88 | 3.51 | 2.34 | 1.76 | … | … | 1.05 | 2.38 | 2.13 | 2.47 | 2.95 | 2.49 | 2.43 | 2.28 | 2.43 | 0.00 |
Data as of 12/21/2020, Common starting date is 07/27/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DNKN (Dunkin' Brands Group Inc) |
1.16%
Mar 2017 – Mar 2020 |
4.55%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DNKN (Dunkin' Brands Group Inc) |
26.70%
Nov 2011 – Nov 2014 |
22.62%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart