Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DSW (Designer Brands Inc) | NA | 0.47% | -4.02% | -7.31% | 18.00% | NA | NA | … | … |
Data as of 04/04/2019, Common starting date is 06/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DSW (Designer Brands Inc) | 06/29/2005 | 04/04/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.61 | 0.47 | -4.02 | -7.31 | 18.00 | NA | NA | … | … | -9.35 | 17.84 | -3.48 | -1.81 | -34.33 | -10.68 | 31.31 | 55.23 | 18.67 | 51.08 | 107.70 | -33.58 | -51.36 | 47.10 | 8.80 |
| Sharpe Ratio | NA | -0.02 | -0.12 | -0.20 | 0.43 | NA | NA | … | … | -0.78 | 0.39 | -0.09 | -0.05 | -1.17 | -0.26 | 1.44 | 1.70 | 0.38 | 1.09 | 1.71 | -0.43 | -1.27 | 1.16 | 0.39 |
| Standard Deviation(%) | NA | 43.27 | 41.54 | 39.76 | 40.71 | NA | NA | … | … | 42.93 | 41.83 | 43.96 | 36.65 | 29.48 | 41.55 | 21.77 | 32.87 | 48.68 | 46.62 | 62.80 | 79.84 | 42.99 | 37.83 | 39.73 |
| Draw Down(%) | NA | 40.41 | 41.12 | 57.61 | 63.75 | NA | NA | … | … | 31.70 | 32.17 | 30.64 | 31.76 | 44.06 | 45.06 | 11.32 | 15.00 | 31.64 | 31.99 | 46.47 | 60.80 | 61.12 | 27.37 | 34.67 |
| Yield(%) | 0.00 | 1.11 | 2.34 | 1.88 | 8.80 | 2.61 | 1.96 | … | … | 0.00 | 2.29 | 3.79 | 3.30 | 2.15 | 1.74 | 0.94 | 6.79 | 5.97 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/04/2019, Common starting date is 06/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DSW (Designer Brands Inc) |
-35.33%
Jun 2006 – Jun 2009 |
-8.29%
Feb 2013 – Feb 2018 |
0.67%
May 2007 – May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DSW (Designer Brands Inc) |
89.42%
Feb 2009 – Feb 2012 |
57.99%
Nov 2008 – Nov 2013 |
23.90%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart