Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PBC (Prospect Capital Corporation 6.875% Notes due 2029) | NA | 4.53% | 10.54% | NA | NA | NA | NA | … | … |
Data as of 12/29/2021, Common starting date is 12/12/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PBC (Prospect Capital Corporation 6.875% Notes due 2029) | 12/12/2018 | 12/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 4.53 | 10.54 | NA | NA | NA | NA | … | … | 5.42 | -1.86 | 13.93 | -5.87 | 0.00 | -99.73 | 18,650.00 | -29.41 | -99.76 | -15.09 | 65,130.77 | -99.57 | 14,423.81 | -99.62 | -97.89 | -10.00 | -19.44 | 176.92 | 233.33 | -13.33 |
| Sharpe Ratio | NA | 0.92 | 0.29 | 0.05 | 0.00 | NA | NA | … | … | 1.12 | -0.03 | -1.09 | -1.68 | 0.00 | -0.02 | 3.04 | -0.01 | -0.02 | -0.01 | 10.71 | -0.02 | 3.28 | -0.02 | -0.03 | -0.01 | -0.60 | 2.22 | 0.33 | -0.41 |
| Standard Deviation(%) | NA | 4.92 | 34.96 | 3,836.37 | 5,163.70 | NA | NA | … | … | 4.85 | 59.85 | 8.58 | 43.75 | 5,688.99 | 5,429.17 | 6,120.78 | 5,973.79 | 6,410.89 | 6,567.34 | 6,077.32 | 5,891.98 | 4,396.24 | 4,953.55 | 4,562.73 | 3,155.92 | 67.16 | 70.83 | 561.99 | 109.29 |
| Draw Down(%) | NA | 1.73 | 47.97 | 99.89 | 99.98 | NA | NA | … | … | 1.73 | 48.83 | 5.06 | 10.93 | 99.85 | 99.84 | 99.73 | 99.85 | 99.80 | 99.80 | 99.80 | 99.79 | 99.70 | 99.62 | 99.99 | 98.60 | 25.00 | 10.71 | 89.93 | 33.33 |
| Yield(%) | 0.00 | 6.60 | 7.50 | 4.24 | 2.12 | 1.41 | 1.06 | … | … | 6.63 | 6.52 | 7.49 | 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 12/29/2021, Common starting date is 12/12/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBC (Prospect Capital Corporation 6.875% Notes due 2029) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBC (Prospect Capital Corporation 6.875% Notes due 2029) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart