Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRE (Duke Realty Corporation) | NA | -16.41% | 14.20% | 14.53% | 17.83% | 9.31% | 8.59% | … | … |
Data as of 11/28/2022, Common starting date is 02/06/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRE (Duke Realty Corporation) | 02/06/1986 | 11/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 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 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -16.41 | 14.20 | 14.53 | 17.83 | 9.31 | 8.59 | … | … | -24.29 | 68.66 | 18.35 | 33.86 | -4.81 | 2.45 | 26.36 | 4.06 | 34.31 | 8.44 | 15.10 | -3.29 | 2.38 | 11.04 | -57.98 | -36.23 | 22.46 | -2.17 | 10.13 | 21.81 | 4.60 | -1.20 | 26.28 | -16.13 | -4.12 | 25.97 | 22.71 | 11.06 | 26.97 | 41.27 | 15.38 | 13.04 | -39.47 | -15.56 | -11.76 | -25.00 | 7.94 |
| Sharpe Ratio | NA | -0.57 | 0.41 | 0.49 | 0.72 | NA | NA | … | … | -0.97 | 3.86 | 0.38 | 0.69 | -1.27 | -1.13 | -0.38 | -0.69 | 0.98 | -0.44 | -0.18 | -0.52 | -0.45 | -0.07 | -0.67 | -2.16 | 0.01 | -1.15 | -0.40 | 0.15 | -0.81 | -1.20 | -2.06 | 0.40 | 1.29 | -0.97 | 1.76 | -3.26 | 1.30 | 1.22 | 0.36 | 0.23 | -0.62 | -0.40 | -0.35 | -0.63 | 0.33 |
| Standard Deviation(%) | NA | 27.85 | 33.12 | 28.16 | 24.05 | NA | NA | … | … | 28.56 | 17.80 | 47.00 | 15.45 | 20.78 | 14.93 | 20.40 | 21.04 | 16.12 | 22.76 | 19.49 | 41.66 | 35.66 | 101.88 | 114.90 | 27.02 | 17.44 | 20.21 | 23.73 | 16.74 | 18.82 | 18.98 | 20.60 | 22.00 | 22.58 | 21.33 | 13.99 | 15.65 | 22.13 | 33.79 | 42.57 | 57.41 | 63.01 | 38.73 | 33.11 | 39.56 | 26.56 |
| Draw Down(%) | NA | 26.56 | 32.66 | 32.66 | 32.66 | NA | NA | … | … | 26.56 | 10.77 | 32.66 | 5.00 | 14.94 | 11.68 | 18.79 | 22.01 | 8.92 | 24.48 | 19.02 | 37.46 | 27.58 | 63.75 | 84.52 | 48.64 | 13.43 | 13.88 | 18.20 | 9.39 | 22.56 | 14.36 | 13.59 | 30.67 | 20.55 | 18.66 | 10.89 | 11.55 | 12.84 | 16.67 | 20.00 | 21.87 | 55.81 | 26.53 | 24.56 | 32.86 | 15.15 |
| Yield(%) | 0.00 | 1.41 | 2.71 | 3.72 | 6.94 | 3.65 | 4.68 | … | … | 1.30 | 2.75 | 2.79 | 3.51 | 3.03 | 6.09 | 3.49 | 5.19 | 4.52 | 4.84 | 5.56 | 5.34 | 5.62 | 7.06 | 7.53 | 4.69 | 5.49 | 5.57 | 5.98 | 7.12 | 7.47 | 8.78 | 8.63 | 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 11/28/2022, Common starting date is 02/06/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRE (Duke Realty Corporation) |
-43.39%
Mar 2006 – Mar 2009 |
-25.95%
Mar 2004 – Mar 2009 |
-6.82%
Mar 1999 – Mar 2009 |
-0.82%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRE (Duke Realty Corporation) |
45.79%
Mar 2009 – Mar 2012 |
31.85%
Mar 2009 – Mar 2014 |
24.40%
Mar 2009 – Mar 2019 |
16.28%
Jan 1992 – Jan 2007 |
Annualized Rolling Returns Comparison Chart