Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FTR (Frontier Communications Corporation) | NA | -89.52% | -79.10% | -69.95% | -45.73% | -35.52% | -28.85% | … | … |
Data as of 04/23/2020, Common starting date is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTR (Frontier Communications Corporation) | 03/17/1980 | 04/23/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 18.18 | -89.52 | -79.10 | -69.95 | -45.73 | -35.52 | -28.85 | … | … | -70.79 | -62.61 | -64.79 | -86.67 | -27.62 | -29.99 | 43.44 | 8.64 | -16.89 | -47.07 | 24.58 | -10.64 | -31.34 | -11.41 | 17.50 | -11.31 | 11.03 | 17.73 | -1.03 | -18.78 | -7.49 | 77.34 | -14.36 | -8.90 | -4.03 | 7.40 | -25.09 | 30.69 | 28.30 | 59.64 | -32.40 | 21.71 | 30.30 | 4.21 | 18.01 | 42.48 | 13.00 | 15.61 | 30.08 | 22.02 | 0.93 |
| Sharpe Ratio | NA | -0.46 | -0.61 | -0.67 | -0.59 | NA | NA | … | … | -0.31 | -0.68 | -0.82 | -1.14 | -0.66 | -0.80 | 1.40 | 0.31 | -0.46 | -1.46 | 1.02 | -0.28 | -0.61 | -0.67 | 0.83 | -0.87 | 0.40 | 0.49 | -0.03 | -0.57 | -0.34 | 2.44 | -0.57 | -0.37 | -0.36 | 0.15 | -1.33 | 1.00 | 1.28 | 1.74 | -1.14 | 0.62 | 1.06 | 0.00 | 0.50 | 1.62 | 0.18 | 0.36 | 1.63 | 0.75 | -0.50 |
| Standard Deviation(%) | NA | 194.96 | 131.09 | 105.24 | 77.73 | NA | NA | … | … | 317.85 | 94.88 | 80.85 | 76.80 | 42.42 | 37.51 | 30.98 | 28.01 | 37.33 | 32.33 | 24.03 | 38.79 | 52.50 | 21.88 | 16.98 | 15.56 | 24.87 | 34.90 | 63.32 | 37.69 | 34.86 | 30.28 | 31.52 | 34.10 | 21.11 | 22.69 | 21.24 | 28.28 | 20.04 | 31.86 | 33.06 | 25.31 | 23.97 | 31.35 | 26.96 | 22.89 | 33.41 | 25.67 | 13.55 | 15.21 | 14.00 |
| Draw Down(%) | NA | 93.68 | 99.39 | 99.83 | 99.88 | NA | NA | … | … | 79.78 | 81.41 | 80.86 | 88.52 | 46.11 | 46.56 | 15.54 | 18.45 | 39.59 | 50.77 | 15.71 | 38.82 | 48.30 | 24.26 | 10.01 | 13.15 | 16.75 | 22.18 | 59.40 | 46.88 | 32.78 | 14.88 | 36.21 | 34.98 | 14.18 | 22.06 | 25.09 | 23.91 | 11.90 | 13.78 | 43.63 | 14.81 | 12.21 | 30.71 | 27.05 | 11.84 | 20.75 | 19.44 | 12.32 | 15.63 | 28.99 |
| Yield(%) | 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 | 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 | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/23/2020, Common starting date is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTR (Frontier Communications Corporation) |
-78.10%
Jan 2017 – Jan 2020 |
-67.56%
Mar 2015 – Mar 2020 |
-43.35%
Mar 2010 – Mar 2020 |
-34.01%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTR (Frontier Communications Corporation) |
44.73%
Oct 1990 – Oct 1993 |
33.59%
Aug 1981 – Aug 1986 |
20.33%
Jul 1982 – Jul 1992 |
15.23%
Dec 1980 – Dec 1995 |
Annualized Rolling Returns Comparison Chart