Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DPS (Dr Pepper Snapple Group Inc) | NA | 41.04% | 19.60% | 24.28% | 21.69% | NA | NA | … | … |
Data as of 07/09/2018, Common starting date is 05/07/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DPS (Dr Pepper Snapple Group Inc) | 05/07/2008 | 07/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | 41.04 | 19.60 | 24.28 | 21.69 | NA | NA | … | … | 28.03 | 8.65 | -0.42 | 33.20 | 51.18 | 14.00 | 15.52 | 15.85 | 27.31 | 75.08 | -36.27 |
| Sharpe Ratio | NA | 1.74 | 0.98 | 1.31 | 0.86 | NA | NA | … | … | 2.06 | 0.58 | -0.04 | 1.82 | 2.98 | 0.88 | 1.00 | 0.67 | 1.03 | 1.94 | -1.03 |
| Standard Deviation(%) | NA | 23.01 | 19.49 | 18.25 | 24.95 | NA | NA | … | … | 29.31 | 13.89 | 17.64 | 18.25 | 17.15 | 15.84 | 15.62 | 23.46 | 26.54 | 38.72 | 49.17 |
| Draw Down(%) | NA | 8.15 | 15.88 | 15.88 | 55.13 | NA | NA | … | … | 4.40 | 14.35 | 15.88 | 9.88 | 6.00 | 12.42 | 6.17 | 18.22 | 14.89 | 30.93 | 48.04 |
| Yield(%) | 0.00 | 1.95 | 2.61 | 4.01 | 6.34 | 3.59 | 2.69 | … | … | 0.61 | 2.55 | 2.30 | 2.68 | 3.44 | 3.33 | 3.55 | 3.42 | 3.09 | 0.91 | 0.00 |
Data as of 07/09/2018, Common starting date is 05/07/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPS (Dr Pepper Snapple Group Inc) |
9.04%
Nov 2014 – Nov 2017 |
13.75%
Sep 2008 – Sep 2013 |
21.91%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPS (Dr Pepper Snapple Group Inc) |
42.25%
Feb 2009 – Feb 2012 |
33.29%
Feb 2009 – Feb 2014 |
21.91%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart