Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DTV (DIRECTV) | NA | 16.66% | 10.24% | 6.03% | 2.97% | 1.97% | NA | 9.98% |
Data as of 09/30/2019, AR inception is 12/24/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTV (DIRECTV) | 12/24/2003 | 09/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.49 | 16.66 | 10.24 | 6.03 | 2.97 | 1.97 | NA | 9.98 | 15.61 | 1.84 | 7.93 | 227.68 |
| Sharpe Ratio | NA | 1.19 | 0.88 | 0.47 | 0.21 | NA | NA | 0.13 | 1.72 | 0.02 | 0.50 | 0.03 |
| Standard Deviation(%) | NA | 13.15 | 68.43 | 68.43 | 68.43 | NA | NA | 68.43 | 11.61 | 20.82 | 14.76 | 258.27 |
| Draw Down(%) | NA | 6.27 | 14.60 | 14.60 | 14.60 | NA | NA | 14.60 | 3.99 | 9.79 | 5.33 | 5.22 |
| Yield(%) | 0.00 | 4.69 | 5.81 | 3.49 | 1.74 | 1.16 | 2.71 | 3.61 | 3.15 | 6.03 | 6.14 | 1.51 |
Data as of 09/30/2019, AR inception is 12/24/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTV (DIRECTV) |
0.00%
NA |
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 |
|---|---|---|---|---|
| DTV (DIRECTV) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart