Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRS (Leonardo DRS, Inc.) | NA | 4.84% | 7.98% | 10.11% | -15.27% | 0.71% | NA | … | … |
Data as of 11/11/2014, Common starting date is 04/02/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRS (Leonardo DRS, Inc.) | 04/02/1996 | 11/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.29 | 4.84 | 7.98 | 10.11 | -15.27 | 0.71 | NA | … | … | 9.54 | 7.39 | 19.78 | -11.56 | 44.50 | 167.48 | 48.25 | 3.25 | 2.70 | 20.61 | 53.74 | -11.33 | -12.12 | 166.44 | 39.09 | -12.07 | -25.83 | 18.00 | 57.43 |
| Sharpe Ratio | NA | 0.24 | 0.33 | 0.35 | 0.63 | NA | NA | … | … | 0.53 | 0.35 | 0.71 | -0.32 | 1.31 | 2.89 | 2.07 | 0.01 | -0.02 | 0.77 | 1.83 | -0.35 | -0.27 | 2.93 | 0.65 | -0.33 | -0.59 | -1.07 | 1.72 |
| Standard Deviation(%) | NA | 20.00 | 23.79 | 29.10 | 40.28 | NA | NA | … | … | 20.91 | 20.85 | 28.21 | 35.82 | 33.94 | 57.89 | 29.54 | 22.68 | 30.17 | 23.88 | 28.84 | 33.92 | 48.91 | 57.38 | 53.89 | 45.64 | 49.42 | 34.64 | 46.19 |
| Draw Down(%) | NA | 19.21 | 23.94 | 27.95 | 98.21 | NA | NA | … | … | 19.21 | 14.98 | 23.94 | 27.95 | 20.24 | 28.50 | 12.32 | 21.02 | 37.26 | 12.64 | 15.55 | 32.76 | 40.58 | 29.89 | 19.26 | 35.47 | 53.34 | 26.00 | 18.43 |
| Yield(%) | 0.00 | 5.44 | 4.04 | 3.60 | 0.31 | 1.21 | 0.81 | … | … | 5.69 | 3.10 | 2.97 | 2.13 | 0.00 | 0.00 | 0.17 | 0.23 | 0.23 | 0.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/11/2014, Common starting date is 04/02/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRS (Leonardo DRS, Inc.) |
-68.37%
Feb 2006 – Feb 2009 |
-43.92%
Feb 2004 – Feb 2009 |
-17.27%
Dec 1998 – Dec 2008 |
-5.20%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRS (Leonardo DRS, Inc.) |
79.93%
Apr 1999 – Apr 2002 |
37.73%
Nov 1999 – Nov 2004 |
23.15%
Aug 1998 – Aug 2008 |
0.38%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison Chart