Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLSN (Nielsen Holdings PLC) | NA | 45.60% | 12.40% | -3.87% | 1.57% | NA | NA | … | … |
Data as of 10/12/2022, Common starting date is 01/26/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLSN (Nielsen Holdings PLC) | 01/26/2011 | 10/12/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 45.60 | 12.40 | -3.87 | 1.57 | NA | NA | … | … | 38.60 | -0.46 | 3.93 | -8.68 | -31.98 | -12.03 | -7.76 | 6.73 | -0.47 | 53.07 | 3.03 | 18.76 |
| Sharpe Ratio | NA | 0.96 | 0.26 | -0.11 | 0.03 | NA | NA | … | … | 1.02 | -0.02 | 0.06 | -0.36 | -0.78 | -0.59 | -0.30 | 0.30 | -0.03 | 2.83 | 0.13 | 0.61 |
| Standard Deviation(%) | NA | 46.71 | 45.95 | 42.31 | 33.54 | NA | NA | … | … | 50.34 | 29.56 | 58.09 | 27.64 | 42.43 | 21.51 | 26.14 | 22.07 | 19.23 | 18.73 | 22.78 | 32.99 |
| Draw Down(%) | NA | 24.19 | 46.56 | 67.99 | 75.63 | NA | NA | … | … | 22.35 | 31.38 | 46.56 | 26.46 | 41.67 | 21.27 | 23.84 | 12.19 | 16.20 | 11.40 | 18.28 | 21.87 |
| Yield(%) | 0.00 | 1.22 | 1.07 | 1.90 | 2.84 | 2.33 | 1.75 | … | … | 0.85 | 1.19 | 0.89 | 4.72 | 4.72 | 3.15 | 2.65 | 2.43 | 2.11 | 2.32 | 0.00 | 0.00 |
Data as of 10/12/2022, Common starting date is 01/26/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLSN (Nielsen Holdings PLC) |
-30.10%
Mar 2017 – Mar 2020 |
-19.75%
Mar 2015 – Mar 2020 |
-2.87%
Feb 2012 – Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLSN (Nielsen Holdings PLC) |
22.02%
Feb 2011 – Feb 2014 |
17.40%
Sep 2011 – Sep 2016 |
2.46%
Aug 2012 – Aug 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart