Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFC (Corporate Office Properties Trust) | NA | -4.71% | 1.51% | 3.92% | 4.65% | 4.30% | 5.04% | … | … |
Data as of 11/16/2023, Common starting date is 12/31/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFC (Corporate Office Properties Trust) | 12/31/1991 | 11/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.42 | -4.71 | 1.51 | 3.92 | 4.65 | 4.30 | 5.04 | … | … | -3.64 | -3.18 | 11.69 | -7.11 | 45.23 | -24.79 | -3.24 | 48.70 | -19.39 | 24.72 | -0.84 | 23.14 | -35.30 | -0.47 | 25.17 | 1.77 | -35.49 | 45.77 | 25.36 | 45.16 | 57.63 | 25.79 | 28.98 | 41.91 | 7.02 | -28.75 | 90.48 | 10.53 | -32.14 | -24.32 | -2.63 | -1.30 | 0.00 |
| Sharpe Ratio | NA | -0.34 | -0.01 | 0.08 | 0.14 | NA | NA | … | … | -0.32 | -0.17 | 0.51 | -0.14 | 2.39 | -1.22 | -0.27 | 2.39 | -1.00 | 1.45 | -0.04 | 1.09 | -0.92 | -0.02 | 0.37 | 0.01 | -1.32 | 2.23 | 1.12 | 1.86 | 3.45 | 0.99 | 1.23 | 1.39 | 0.09 | -0.58 | 1.09 | 0.11 | -0.44 | -0.44 | -0.08 | -0.10 | NA |
| Standard Deviation(%) | NA | 26.47 | 25.41 | 32.39 | 26.37 | NA | NA | … | … | 26.88 | 26.78 | 22.82 | 54.11 | 18.33 | 21.47 | 14.67 | 20.31 | 19.34 | 17.02 | 22.73 | 21.35 | 38.43 | 27.01 | 67.86 | 78.34 | 29.32 | 19.12 | 20.63 | 23.71 | 16.49 | 24.98 | 22.15 | 27.20 | 40.70 | 55.09 | 79.07 | 66.01 | 81.33 | 61.95 | 61.22 | 35.55 | 0.00 |
| Draw Down(%) | NA | 22.48 | 22.55 | 45.67 | 48.69 | NA | NA | … | … | 22.48 | 21.51 | 15.26 | 45.67 | 9.65 | 33.63 | 17.63 | 14.11 | 32.46 | 11.80 | 25.08 | 14.53 | 45.51 | 21.01 | 30.42 | 49.33 | 42.84 | 17.00 | 13.63 | 22.12 | 4.69 | 16.72 | 9.17 | 10.00 | 22.73 | 55.26 | 25.00 | 17.39 | 34.48 | 38.64 | 18.60 | 13.41 | 0.00 |
| Yield(%) | 0.00 | 4.22 | 4.25 | 4.49 | 4.75 | 4.85 | 5.76 | … | … | 3.25 | 3.93 | 4.39 | 3.80 | 5.23 | 3.77 | 3.53 | 5.03 | 3.81 | 4.60 | 4.33 | 5.10 | 4.66 | 4.46 | 5.28 | 4.57 | 2.62 | 3.26 | 3.74 | 4.67 | 6.54 | 7.04 | 8.30 | 10.23 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/16/2023, Common starting date is 12/31/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFC (Corporate Office Properties Trust) |
-21.31%
Jan 1993 – Jan 1996 |
-12.25%
Nov 2006 – Nov 2011 |
-1.62%
Jan 2006 – Jan 2016 |
-0.66%
Jan 2007 – Jan 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFC (Corporate Office Properties Trust) |
51.04%
Mar 2003 – Mar 2006 |
43.88%
Mar 2001 – Mar 2006 |
31.05%
Jan 1997 – Jan 2007 |
18.78%
Jan 1996 – Jan 2011 |
Annualized Rolling Returns Comparison Chart