Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GGP (General Growth Properties Inc ) | NA | 10.88% | -1.97% | 6.39% | 1.74% | -4.24% | 0.90% | … | … |
Data as of 08/27/2018, Common starting date is 04/12/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GGP (General Growth Properties Inc ) | 04/12/1993 | 08/27/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.99 | 10.88 | -1.97 | 6.39 | 1.74 | -4.24 | 0.90 | … | … | -3.64 | -2.67 | -4.53 | -0.69 | 44.83 | 3.63 | 35.18 | -0.29 | 37.25 | 810.40 | -96.72 | -18.53 | 15.09 | 35.15 | 35.96 | -43.89 | 41.98 | 13.93 | 38.28 | -26.07 | 4.84 | 12.02 | 55.42 | -8.29 | 5.23 | -14.43 |
| Sharpe Ratio | NA | -0.42 | -1.05 | -0.70 | -0.19 | NA | NA | … | … | -1.15 | -0.74 | -1.67 | -0.85 | 1.90 | -0.78 | 0.74 | -0.45 | 0.38 | 4.50 | -0.48 | -1.20 | -0.31 | 0.61 | 0.62 | -0.57 | 1.27 | -0.44 | 0.95 | -1.54 | 0.08 | 0.46 | 2.89 | -0.62 | 0.12 | -0.92 |
| Standard Deviation(%) | NA | 25.17 | 24.75 | 22.01 | 97.51 | NA | NA | … | … | 17.94 | 29.63 | 23.02 | 22.48 | 13.82 | 19.19 | 22.78 | 41.83 | 48.77 | 176.02 | 241.99 | 34.05 | 23.29 | 23.23 | 26.33 | 110.66 | 17.53 | 16.84 | 15.96 | 19.03 | 18.10 | 18.20 | 17.78 | 19.41 | 19.41 | 23.15 |
| Draw Down(%) | NA | 17.80 | 37.12 | 37.12 | 98.81 | NA | NA | … | … | 17.80 | 24.70 | 23.57 | 21.58 | 6.56 | 19.43 | 12.98 | 34.81 | 27.61 | 84.21 | 99.19 | 37.97 | 17.95 | 15.03 | 26.95 | 67.20 | 15.03 | 16.16 | 15.16 | 35.01 | 15.02 | 14.47 | 7.35 | 18.78 | 13.81 | 25.24 |
| Yield(%) | 0.00 | 4.25 | 3.49 | 4.32 | 3.04 | 4.53 | 7.44 | … | … | 1.85 | 3.47 | 3.97 | 2.49 | 3.94 | 2.54 | 2.84 | 2.54 | 4.16 | 13.38 | 3.69 | 3.55 | 3.48 | 4.22 | 4.56 | 5.95 | 6.90 | 6.23 | 7.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/27/2018, Common starting date is 04/12/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGP (General Growth Properties Inc ) |
-76.47%
Feb 2006 – Feb 2009 |
-53.89%
Nov 2003 – Nov 2008 |
-30.48%
Apr 1999 – Apr 2009 |
-18.65%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGP (General Growth Properties Inc ) |
212.15%
Apr 2009 – Apr 2012 |
111.04%
Feb 2009 – Feb 2014 |
17.13%
Nov 1993 – Nov 2003 |
6.71%
May 1993 – May 2008 |
Annualized Rolling Returns Comparison Chart