Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JBN (Corporate Backed Callable Trust Certificates J.C. Penny Debenture-Backed Series 2007-1 Trust CORTS A-1 7%) | NA | -87.28% | -60.61% | -41.93% | -21.83% | NA | NA | … | … |
Data as of 06/01/2020, Common starting date is 02/20/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JBN (Corporate Backed Callable Trust Certificates J.C. Penny Debenture-Backed Series 2007-1 Trust CORTS A-1 7%) | 02/20/2007 | 06/01/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -87.28 | -60.61 | -41.93 | -21.83 | NA | NA | … | … | -89.62 | 6.95 | -46.94 | -21.45 | 27.43 | 12.78 | 9.84 | -8.80 | -19.64 | 13.22 | 31.77 | 93.78 | -38.22 | -17.95 |
| Sharpe Ratio | NA | -0.90 | -0.96 | -0.81 | -0.54 | NA | NA | … | … | -0.71 | 0.12 | -1.50 | -0.67 | 1.05 | 0.47 | 0.39 | -0.28 | -0.84 | 1.10 | 1.42 | 1.76 | -0.64 | -0.94 |
| Standard Deviation(%) | NA | 98.07 | 64.53 | 52.76 | 40.98 | NA | NA | … | … | 141.27 | 47.21 | 32.25 | 32.96 | 25.85 | 27.06 | 25.44 | 31.17 | 23.63 | 12.03 | 22.27 | 53.17 | 61.10 | 24.79 |
| Draw Down(%) | NA | 90.54 | 94.35 | 94.69 | 94.69 | NA | NA | … | … | 90.34 | 30.28 | 54.71 | 36.99 | 10.23 | 17.23 | 24.52 | 26.62 | 25.95 | 7.10 | 9.09 | 39.54 | 58.41 | 24.28 |
| Yield(%) | 0.00 | 16.23 | 9.34 | 8.86 | 7.86 | 5.87 | 4.41 | … | … | 0.00 | 27.22 | 13.65 | 9.78 | 11.60 | 11.17 | 11.18 | 9.15 | 7.07 | 7.39 | 8.86 | 14.34 | 8.54 | 4.10 |
Data as of 06/01/2020, Common starting date is 02/20/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBN (Corporate Backed Callable Trust Certificates J.C. Penny Debenture-Backed Series 2007-1 Trust CORTS A-1 7%) |
-60.85%
May 2017 – May 2020 |
-41.93%
May 2015 – May 2020 |
-21.95%
May 2010 – May 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBN (Corporate Backed Callable Trust Certificates J.C. Penny Debenture-Backed Series 2007-1 Trust CORTS A-1 7%) |
48.82%
Nov 2008 – Nov 2011 |
22.20%
Nov 2008 – Nov 2013 |
6.48%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart