Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DTJ (DTE Energy Company JR SUB DEB 76) | NA | 3.11% | 4.77% | 3.74% | NA | NA | NA | … | … |
Data as of 06/29/2021, Common starting date is 06/13/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTJ (DTE Energy Company JR SUB DEB 76) | 06/13/2016 | 06/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.11 | 4.77 | 3.74 | NA | NA | NA | … | … | -1.66 | 1.31 | 18.23 | -8.12 | 16.02 | -9.59 |
| Sharpe Ratio | NA | 0.51 | 0.22 | 0.20 | NA | NA | NA | … | … | -0.62 | 0.04 | 2.16 | -0.99 | 2.05 | -1.17 |
| Standard Deviation(%) | NA | 5.98 | 17.82 | 15.16 | NA | NA | NA | … | … | 5.45 | 28.53 | 7.86 | 9.57 | 7.53 | 14.29 |
| Draw Down(%) | NA | 3.39 | 29.16 | 29.16 | NA | NA | NA | … | … | 2.94 | 29.16 | 3.71 | 14.20 | 2.39 | 16.41 |
| Yield(%) | 0.00 | 4.03 | 4.90 | 3.97 | 2.03 | 1.35 | 1.01 | … | … | 1.32 | 5.21 | 5.82 | 5.32 | 2.94 | 0.00 |
Data as of 06/29/2021, Common starting date is 06/13/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTJ (DTE Energy Company JR SUB DEB 76) |
4.45%
Aug 2016 – Aug 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTJ (DTE Energy Company JR SUB DEB 76) |
9.46%
Dec 2016 – Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart