Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LPT (Liberty Property Trust) | NA | 35.32% | 21.48% | 14.87% | 13.09% | 9.09% | 11.51% | 11.58% |
Data as of 02/03/2020, AR inception is 06/17/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LPT (Liberty Property Trust) | 06/17/1994 | 02/03/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.35 | 35.32 | 21.48 | 14.87 | 13.09 | 9.09 | 11.51 | 11.58 | 3.16 | 47.95 | 1.15 | 13.24 | 35.81 | -11.22 | 17.04 | -0.33 | 22.24 | 2.73 | 5.81 | 51.02 | -14.44 | -37.51 | 20.91 | 5.17 | 17.67 | 30.48 | 15.12 | 13.32 | 25.46 | 9.28 | -7.54 | 18.20 | 33.63 | 16.82 | -1.45 |
| Sharpe Ratio | NA | 1.77 | 1.13 | 0.73 | 0.59 | NA | NA | 0.33 | 1.89 | 2.36 | -0.01 | 0.93 | 1.58 | -0.57 | 1.13 | -0.02 | 1.40 | 0.08 | 0.20 | 0.71 | -0.18 | -1.41 | 1.07 | 0.16 | 0.80 | 1.83 | 0.68 | 0.73 | 1.11 | 0.30 | -0.49 | 0.84 | 2.04 | 0.81 | -0.35 |
| Standard Deviation(%) | NA | 20.09 | 17.93 | 19.38 | 21.47 | NA | NA | 29.41 | 22.13 | 19.71 | 19.81 | 13.60 | 22.46 | 19.77 | 15.05 | 20.25 | 16.00 | 32.76 | 28.07 | 71.84 | 85.60 | 28.87 | 16.50 | 19.17 | 20.91 | 16.29 | 20.66 | 15.31 | 19.22 | 20.05 | 22.03 | 17.47 | 14.64 | 15.97 | 17.27 |
| Draw Down(%) | NA | 5.44 | 13.91 | 26.18 | 29.08 | NA | NA | 73.01 | 4.74 | 5.44 | 12.91 | 8.05 | 15.35 | 25.77 | 16.04 | 26.25 | 12.58 | 26.40 | 20.56 | 27.53 | 67.85 | 45.46 | 14.54 | 13.24 | 22.71 | 9.26 | 21.14 | 15.47 | 11.11 | 18.02 | 23.29 | 9.09 | 9.60 | 9.83 | 12.12 |
| Yield(%) | 0.00 | 3.47 | 4.19 | 4.87 | 6.27 | 5.21 | 8.99 | 10.19 | 0.00 | 4.01 | 3.76 | 4.06 | 7.76 | 6.29 | 5.59 | 5.32 | 6.17 | 5.88 | 5.94 | 8.55 | 7.84 | 5.10 | 5.71 | 5.67 | 6.21 | 7.64 | 8.17 | 8.41 | 9.45 | 7.90 | 6.22 | 6.62 | 7.63 | 10.35 | 2.13 |
Data as of 02/03/2020, AR inception is 06/17/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LPT (Liberty Property Trust) |
-21.00%
Mar 2006 - Mar 2009 |
-10.31%
Mar 2004 - Mar 2009 |
1.80%
Feb 2006 - Feb 2016 |
6.50%
Mar 2004 - Mar 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LPT (Liberty Property Trust) |
31.29%
Mar 2009 - Mar 2012 |
26.02%
Mar 1999 - Mar 2004 |
17.18%
Nov 1994 - Nov 2004 |
11.63%
Apr 1995 - Apr 2010 |
Annualized Rolling Returns Comparison Chart