Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JCI (Johnson Controls International PLC) | 42.71% | 70.44% | 33.11% | 27.40% | 15.19% | 16.67% | 7.99% | 11.04% |
Data as of 07/25/2025, AR inception is 09/28/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCI (Johnson Controls International PLC) | 09/28/1987 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.54 | 70.44 | 33.11 | 27.40 | 15.19 | 16.67 | 7.99 | 11.04 | 42.71 | 39.80 | -7.63 | -19.29 | 77.42 | 17.70 | 40.91 | -19.85 | -5.11 | 37.65 | -23.76 | 10.87 | 46.21 | 31.92 | 18.40 | 22.05 | 75.28 | -42.67 | -59.79 | 9.07 | -16.81 | 37.34 | 61.92 | -69.71 | 7.25 | 43.80 | 3.40 | 67.41 | 70.45 | 48.42 | 50.00 | -7.99 | 24.77 | 20.36 | -20.06 | -14.64 | 40.91 | 57.14 | -14.55 |
| Sharpe Ratio | NA | 2.20 | 1.04 | 0.92 | 0.50 | NA | NA | 0.23 | 2.52 | 1.41 | -0.43 | -0.64 | 3.57 | 0.41 | 2.16 | -0.81 | -0.29 | 1.48 | -1.23 | 0.62 | 2.45 | 1.60 | 0.59 | 0.97 | 1.81 | -0.86 | -0.79 | 0.29 | -0.81 | 1.68 | 1.69 | -0.63 | 0.14 | 0.78 | 0.00 | 1.80 | 2.21 | 1.76 | 2.46 | -0.54 | 0.95 | 0.68 | -0.68 | -0.60 | 1.42 | 1.63 | -0.61 |
| Standard Deviation(%) | NA | 30.55 | 28.65 | 27.63 | 27.66 | NA | NA | 37.56 | 34.05 | 25.62 | 26.22 | 32.52 | 21.70 | 42.89 | 18.27 | 26.24 | 20.18 | 25.31 | 19.41 | 17.62 | 18.87 | 20.08 | 31.02 | 22.67 | 41.47 | 50.64 | 80.34 | 19.92 | 23.59 | 21.65 | 36.30 | 113.20 | 33.83 | 51.05 | 49.97 | 35.51 | 30.05 | 25.20 | 18.74 | 20.35 | 23.67 | 25.89 | 35.10 | 33.62 | 24.55 | 31.93 | 80.44 |
| Draw Down(%) | NA | 21.13 | 30.85 | 42.32 | 46.36 | NA | NA | 90.52 | 21.13 | 10.86 | 30.85 | 42.32 | 9.82 | 44.17 | 8.48 | 29.11 | 18.64 | 13.00 | 26.49 | 15.47 | 8.30 | 11.62 | 26.51 | 14.03 | 29.06 | 66.28 | 66.86 | 20.10 | 27.76 | 10.34 | 36.01 | 85.69 | 34.56 | 23.42 | 46.95 | 34.82 | 16.27 | 10.65 | 7.38 | 22.00 | 19.79 | 19.55 | 43.90 | 41.41 | 10.60 | 14.89 | 40.18 |
| Yield(%) | 0.00 | 2.22 | 2.89 | 3.65 | 4.62 | 8.52 | 3.39 | 19.38 | 0.94 | 2.59 | 2.27 | 1.76 | 2.49 | 2.51 | 3.41 | 2.72 | 2.38 | 19.27 | 4.17 | 3.88 | 4.53 | 5.13 | 5.29 | 5.16 | 7.03 | 4.34 | 19.53 | 3.25 | 2.52 | 2.16 | 4.56 | 1.22 | 1.03 | 1.36 | 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 07/25/2025, AR inception is 09/28/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCI (Johnson Controls International PLC) |
-37.58%
Nov 2005 - Nov 2008 |
-24.65%
Mar 2004 - Mar 2009 |
-14.39%
Feb 1999 - Feb 2009 |
-3.24%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCI (Johnson Controls International PLC) |
68.64%
Aug 1996 - Aug 1999 |
55.90%
Aug 1994 - Aug 1999 |
31.38%
Nov 1991 - Nov 2001 |
17.87%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart