Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PBB (Prospect Capital Corporation NT 061524) | NA | 1.78% | 4.58% | 10.08% | NA | NA | NA | … | … |
Data as of 02/12/2021, Common starting date is 12/16/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PBB (Prospect Capital Corporation NT 061524) | 12/16/2015 | 02/12/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 1.78 | 4.58 | 10.08 | NA | NA | NA | … | … | 0.32 | 2.66 | -2.72 | -11.21 | -2.87 | 28.32 | -5.77 |
| Sharpe Ratio | NA | 0.03 | 0.12 | 0.38 | NA | NA | NA | … | … | 0.73 | 0.05 | -0.60 | -1.38 | -0.47 | 0.98 | -5.96 |
| Standard Deviation(%) | NA | 52.68 | 30.83 | 24.56 | NA | NA | NA | … | … | 3.78 | 52.71 | 6.89 | 9.10 | 7.41 | 28.63 | 13.04 |
| Draw Down(%) | NA | 43.07 | 43.11 | 43.11 | NA | NA | NA | … | … | 1.29 | 43.11 | 6.34 | 15.71 | 8.28 | 17.24 | 6.68 |
| Yield(%) | 0.00 | 3.05 | 5.06 | 6.82 | 2.83 | 1.89 | 1.42 | … | … | 0.00 | 3.06 | 6.38 | 6.06 | 6.22 | 6.79 | 0.00 |
Data as of 02/12/2021, Common starting date is 12/16/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBB (Prospect Capital Corporation NT 061524) |
-1.81%
Mar 2017 – Mar 2020 |
9.73%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBB (Prospect Capital Corporation NT 061524) |
12.74%
Feb 2016 – Feb 2019 |
9.73%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart