Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KTP (Corts Trust for J.C. Penney Debentures) | NA | -84.30% | -58.79% | -40.41% | -20.90% | -12.77% | -5.80% | … | … |
Data as of 06/01/2020, Common starting date is 07/07/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KTP (Corts Trust for J.C. Penney Debentures) | 07/07/1999 | 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -84.30 | -58.79 | -40.41 | -20.90 | -12.77 | -5.80 | … | … | -87.96 | 4.52 | -48.27 | -23.93 | 39.28 | 8.40 | 4.72 | -5.39 | -15.42 | 9.67 | 24.05 | 87.65 | -34.89 | -10.24 | 11.25 | 2.80 | 9.24 | 25.77 | 14.19 | 116.19 | -38.07 | -25.76 |
| Sharpe Ratio | NA | -0.89 | -0.95 | -0.81 | -0.54 | NA | NA | … | … | -0.72 | 0.07 | -1.33 | -0.82 | 1.74 | 0.46 | 0.19 | -0.16 | -0.60 | 0.85 | 1.71 | 1.99 | -0.55 | -0.77 | 0.91 | 0.08 | 0.97 | 1.43 | 0.72 | 3.55 | -1.13 | -1.68 |
| Standard Deviation(%) | NA | 95.49 | 63.05 | 50.82 | 39.67 | NA | NA | … | … | 139.30 | 43.60 | 37.24 | 30.17 | 22.32 | 18.11 | 24.18 | 34.59 | 25.92 | 11.35 | 14.02 | 44.05 | 65.02 | 17.37 | 8.79 | 8.23 | 8.57 | 17.59 | 18.22 | 32.82 | 37.15 | 28.94 |
| Draw Down(%) | NA | 89.08 | 93.35 | 94.16 | 94.16 | NA | NA | … | … | 88.94 | 36.21 | 55.97 | 41.97 | 9.90 | 16.92 | 26.60 | 30.68 | 26.80 | 8.77 | 4.96 | 34.77 | 56.72 | 13.91 | 3.17 | 4.28 | 8.08 | 8.03 | 17.29 | 17.57 | 42.38 | 32.83 |
| Yield(%) | 0.00 | 17.17 | 9.18 | 8.69 | 7.46 | 6.81 | 10.49 | … | … | 0.00 | 26.07 | 13.23 | 8.97 | 11.21 | 5.88 | 11.21 | 9.36 | 7.52 | 7.70 | 8.68 | 14.15 | 8.29 | 7.29 | 7.54 | 3.74 | 7.59 | 8.66 | 9.06 | 17.63 | 5.22 | 0.00 |
Data as of 06/01/2020, Common starting date is 07/07/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KTP (Corts Trust for J.C. Penney Debentures) |
-58.97%
May 2017 – May 2020 |
-40.43%
May 2015 – May 2020 |
-20.90%
May 2010 – May 2020 |
-12.77%
May 2005 – May 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KTP (Corts Trust for J.C. Penney Debentures) |
45.88%
Dec 2000 – Dec 2003 |
28.37%
Dec 2000 – Dec 2005 |
18.10%
Dec 2000 – Dec 2010 |
11.88%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart