Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LEHLQ (LEHMAN BROTHERS HOLDINGS CAP TS) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 09/29/2021, Common starting date is 09/26/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEHLQ (LEHMAN BROTHERS HOLDINGS CAP TS) | 09/26/2012 | 09/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | -16.91 | 55.11 | 50.00 | 50.00 | -71.43 | 3.70 | -46.00 | 150.00 | 11.11 |
| Sharpe Ratio | NA | -0.08 | -0.02 | 0.36 | NA | NA | NA | … | … | -0.10 | -0.02 | 0.10 | 0.10 | 0.09 | -0.06 | 0.01 | -0.20 | 0.24 | 0.08 |
| Standard Deviation(%) | NA | 517.62 | 678.11 | 709.48 | NA | NA | NA | … | … | 567.59 | 913.47 | 533.75 | 489.50 | 537.12 | 1,105.50 | 588.79 | 224.84 | 629.46 | 663.05 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 99.89 | 83.56 | 74.67 | 94.00 | 99.97 | 97.42 | 77.23 | 91.67 | 66.67 |
| 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 |
Data as of 09/29/2021, Common starting date is 09/26/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEHLQ (LEHMAN BROTHERS HOLDINGS CAP TS) |
-70.71%
Nov 2013 – Nov 2016 |
-29.72%
Jun 2014 – Jun 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEHLQ (LEHMAN BROTHERS HOLDINGS CAP TS) |
161.59%
Nov 2016 – Nov 2019 |
48.41%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart