Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| M (Macy’s, Inc.) | 5.62% | 110.41% | 20.58% | 9.11% | 0.47% | 2.66% | 0.97% | … | … |
Data as of 06/04/2026, Common starting date is 02/05/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| M (Macy’s, Inc.) | 02/05/1992 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.58 | 110.41 | 20.58 | 9.11 | 0.47 | 2.66 | 0.97 | … | … | 5.62 | 39.15 | -12.41 | 1.73 | -18.62 | 135.80 | -31.08 | -38.23 | 23.73 | -25.22 | 6.56 | -45.39 | 25.61 | 39.67 | 23.82 | 28.85 | 52.33 | 64.63 | -58.60 | -31.11 | 16.55 | 16.10 | 23.93 | 65.35 | -29.68 | 16.86 | -30.78 | 16.07 | 1.16 | 26.19 | 25.23 | 41.56 | -7.23 | 5.06 | 14.49 |
| Sharpe Ratio | NA | 1.97 | 0.35 | 0.09 | -0.02 | NA | NA | … | … | -0.07 | 0.73 | -0.36 | -0.04 | -0.31 | 2.05 | -0.34 | -0.93 | 0.54 | -0.59 | 0.17 | -1.55 | 1.13 | 1.80 | 0.87 | 0.79 | 1.41 | 0.94 | -0.71 | -0.95 | 0.52 | 0.51 | 0.89 | 2.16 | -0.69 | 0.35 | -0.64 | 0.33 | -0.06 | 0.78 | 0.73 | 1.54 | -0.33 | 0.08 | 0.35 |
| Standard Deviation(%) | NA | 44.65 | 47.59 | 53.26 | 55.77 | NA | NA | … | … | 41.52 | 50.39 | 44.05 | 50.92 | 64.31 | 66.18 | 92.43 | 42.71 | 41.86 | 44.22 | 37.61 | 29.39 | 22.60 | 22.01 | 27.51 | 36.58 | 36.94 | 68.39 | 83.85 | 36.08 | 25.53 | 27.25 | 25.87 | 29.95 | 44.73 | 42.06 | 54.55 | 38.00 | 36.75 | 28.90 | 29.33 | 24.38 | 30.96 | 37.87 | 39.28 |
| Draw Down(%) | NA | 28.61 | 51.33 | 69.61 | 87.79 | NA | NA | … | … | 27.86 | 40.01 | 32.95 | 55.26 | 44.55 | 36.55 | 74.51 | 53.40 | 31.14 | 48.78 | 32.98 | 51.85 | 11.68 | 15.43 | 20.54 | 24.36 | 30.78 | 43.71 | 79.35 | 45.49 | 15.72 | 24.68 | 21.47 | 22.92 | 40.00 | 46.00 | 55.13 | 31.32 | 39.57 | 16.50 | 18.28 | 16.32 | 26.13 | 27.50 | 32.61 |
| Yield(%) | 0.00 | 6.45 | 4.69 | 3.58 | 2.70 | 3.52 | 2.24 | … | … | 0.84 | 4.40 | 3.52 | 3.28 | 2.31 | 2.67 | 2.29 | 4.92 | 5.75 | 4.29 | 4.17 | 2.12 | 2.23 | 2.48 | 2.45 | 1.38 | 1.17 | 1.82 | 2.12 | 1.38 | 1.49 | 1.34 | 1.15 | 1.25 | 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 06/04/2026, Common starting date is 02/05/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| M (Macy's, Inc.) |
-41.02%
Mar 2017 – Mar 2020 |
-36.80%
Mar 2015 – Mar 2020 |
-12.34%
Jun 2015 – Jun 2025 |
-8.94%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| M (Macy's, Inc.) |
71.16%
Feb 2009 – Feb 2012 |
51.43%
Feb 2009 – Feb 2014 |
19.79%
Nov 2008 – Nov 2018 |
13.89%
Jul 2000 – Jul 2015 |
Annualized Rolling Returns Comparison Chart