Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IPWLO (Indianapolis Power & Light Company PFD 4.20%) | NA | -11.19% | -3.90% | -3.82% | -2.35% | 0.62% | 0.93% | … | … |
Data as of 02/28/2023, Common starting date is 08/10/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IPWLO (Indianapolis Power & Light Company PFD 4.20%) | 08/10/2001 | 02/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.19 | -3.90 | -3.82 | -2.35 | 0.62 | 0.93 | … | … | 0.00 | -15.05 | 3.62 | 4.36 | -10.42 | 12.94 | -3.13 | -1.96 | 2.87 | 2.35 | -14.14 | 11.86 | 19.27 | 6.38 | 7.31 | -15.58 | 11.59 | 0.00 | 3.76 | 19.82 | 23.08 |
| Sharpe Ratio | NA | -0.97 | -0.15 | -0.06 | -0.05 | NA | NA | … | … | 0.00 | -0.70 | 0.01 | 0.43 | -0.14 | 0.19 | -0.08 | -0.06 | 0.11 | 0.01 | -0.19 | 0.27 | 0.49 | 0.05 | 0.17 | -0.10 | 0.15 | -0.07 | 0.01 | 0.08 | 1.41 |
| Standard Deviation(%) | NA | 19.75 | 32.33 | 38.41 | 55.26 | NA | NA | … | … | NA | 23.45 | 208.93 | 19.24 | 72.42 | 76.79 | 31.13 | 86.91 | 25.98 | 168.89 | 172.77 | 44.39 | 39.36 | 67.12 | 134.07 | 150.99 | 61.97 | 45.45 | 78.07 | 120.22 | 82.56 |
| Draw Down(%) | NA | 16.84 | 21.00 | 21.00 | 26.47 | NA | NA | … | … | 0.00 | 16.84 | 12.90 | 0.56 | 13.54 | 1.55 | 3.41 | 8.42 | 2.27 | 11.76 | 16.67 | 3.67 | 3.75 | 3.95 | 7.69 | 19.48 | 5.33 | 6.12 | 9.21 | 7.01 | 1.16 |
| 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 |
Data as of 02/28/2023, Common starting date is 08/10/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPWLO (Indianapolis Power & Light Company PFD 4.20%) |
-8.16%
Nov 2019 – Nov 2022 |
0.51%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPWLO (Indianapolis Power & Light Company PFD 4.20%) |
19.20%
May 2009 – May 2012 |
11.47%
Jul 2013 – Jul 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart