Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MDP (Meredith Corporation) | NA | 190.99% | 2.92% | 4.61% | 10.75% | 3.95% | 5.70% | 11.10% |
Data as of 12/02/2021, AR inception is 03/17/1980
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MDP (Meredith Corporation) | 03/17/1980 | 12/02/2021 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.12 | 190.99 | 2.92 | 4.61 | 10.75 | 3.95 | 5.70 | 11.10 | 207.66 | -39.57 | -37.49 | -21.36 | 11.67 | 36.76 | -20.38 | 4.86 | 50.36 | 5.51 | -5.77 | 12.32 | 80.20 | -68.86 | -2.43 | 7.66 | -3.43 | 11.04 | 18.73 | 15.32 | 10.76 | -22.79 | 10.07 | 6.13 | 35.31 | 25.97 | 79.62 | 16.56 | 48.15 | -0.46 | 14.81 | -32.26 | 14.81 | 1.25 | -8.40 | -2.96 | 23.85 | 23.86 | 52.38 | 37.50 | 15.07 | 62.22 |
Sharpe Ratio | NA | 3.65 | 0.05 | 0.07 | 0.25 | NA | NA | 0.25 | 4.49 | -0.46 | -1.53 | -1.27 | -0.27 | 0.10 | -1.42 | -0.61 | 1.26 | -0.46 | -0.67 | -0.24 | 1.17 | -1.76 | -1.39 | -0.87 | -1.49 | -0.58 | -0.03 | -0.18 | -0.38 | -2.48 | 1.07 | 1.04 | -0.39 | 1.05 | 0.67 | 1.03 | 2.32 | -0.02 | 0.63 | -1.09 | 0.59 | 0.04 | -0.18 | -0.12 | 0.95 | 0.89 | 2.59 | 1.99 | 0.72 | 3.31 |
Standard Deviation(%) | NA | 52.35 | 63.16 | 52.69 | 41.62 | NA | NA | 32.27 | 53.21 | 87.20 | 39.75 | 33.94 | 28.29 | 26.71 | 27.47 | 22.24 | 25.19 | 28.33 | 36.32 | 26.44 | 52.82 | 50.24 | 17.69 | 16.89 | 16.41 | 14.82 | 18.22 | 24.49 | 27.84 | 36.90 | 32.74 | 37.82 | 29.28 | 26.54 | 26.03 | 17.81 | 20.62 | 25.64 | 23.46 | 29.43 | 25.09 | 28.37 | 45.42 | 23.87 | 25.04 | 26.56 | 20.13 | 18.77 | 20.97 | 25.39 |
Draw Down(%) | NA | 21.10 | 80.98 | 83.17 | 83.17 | NA | NA | 83.17 | 21.10 | 68.35 | 47.15 | 29.48 | 22.15 | 22.81 | 29.14 | 18.28 | 18.32 | 21.93 | 41.65 | 22.61 | 42.19 | 76.97 | 20.17 | 18.24 | 17.32 | 12.11 | 13.15 | 23.82 | 29.39 | 46.18 | 22.96 | 43.65 | 17.40 | 18.35 | 15.45 | 8.65 | 7.42 | 21.43 | 19.50 | 40.71 | 23.57 | 18.33 | 43.93 | 26.94 | 25.32 | 17.59 | 10.85 | 15.87 | 22.37 | 10.26 |
Yield(%) | 0.00 | 0.00 | 1.66 | 2.62 | 5.37 | 2.53 | 3.41 | 41.48 | 0.00 | 1.88 | 4.46 | 3.34 | 3.54 | 4.64 | 3.54 | 3.36 | 5.93 | 4.69 | 3.21 | 2.94 | 5.10 | 1.60 | 1.31 | 1.22 | 1.04 | 0.98 | 0.91 | 1.00 | 1.11 | 0.79 | 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 | 0.00 | 0.00 | 0.00 |
Data as of 12/02/2021, AR inception is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MDP (Meredith Corporation) |
-39.89%
Mar 2017 - Mar 2020 |
-22.94%
Mar 2015 - Mar 2020 |
-7.97%
Feb 1999 - Feb 2009 |
-6.38%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MDP (Meredith Corporation) |
54.66%
Jun 1995 - Jun 1998 |
42.40%
Jun 1980 - Jun 1985 |
22.37%
Oct 1992 - Oct 2002 |
17.97%
Aug 1980 - Aug 1995 |
Annualized Rolling Returns Comparison Chart