Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HDS (HD Supply Holdings Inc) | NA | 38.59% | 12.31% | 13.01% | NA | NA | NA | … | … |
Data as of 12/24/2020, Common starting date is 06/27/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HDS (HD Supply Holdings Inc) | 06/27/2013 | 12/24/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | 38.59 | 12.31 | 13.01 | NA | NA | NA | … | … | 39.21 | 7.20 | -6.27 | -5.83 | 41.56 | 1.83 | 22.82 | 28.67 |
| Sharpe Ratio | NA | 0.67 | 0.31 | 0.35 | -0.12 | NA | NA | … | … | 0.69 | -0.79 | -1.28 | -0.85 | 0.22 | -0.60 | 0.16 | 1.37 |
| Standard Deviation(%) | NA | 56.97 | 37.14 | 34.91 | 41.16 | NA | NA | … | … | 57.43 | 20.24 | 21.82 | 29.59 | 32.89 | 27.67 | 27.59 | 33.35 |
| Draw Down(%) | NA | 46.07 | 50.64 | 50.64 | 50.64 | NA | NA | … | … | 46.07 | 20.96 | 22.46 | 33.41 | 26.51 | 23.41 | 18.53 | 20.40 |
| 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 |
Data as of 12/24/2020, Common starting date is 06/27/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HDS (HD Supply Holdings Inc) |
-11.58%
Mar 2017 – Mar 2020 |
-2.10%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HDS (HD Supply Holdings Inc) |
25.36%
Jan 2014 – Jan 2017 |
15.45%
Jul 2013 – Jul 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart