Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PIY (Merrill Lynch Depositor Inc – PreferredPlus Trust Series CZN-1 CZN-1 TR CTF) | NA | -32.52% | -24.43% | -12.91% | -2.10% | 1.55% | NA | … | … |
Data as of 05/14/2020, Common starting date is 10/10/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIY (Merrill Lynch Depositor Inc – PreferredPlus Trust Series CZN-1 CZN-1 TR CTF) | 10/10/2003 | 05/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 13.72 | -32.52 | -24.43 | -12.91 | -2.10 | 1.55 | NA | … | … | -23.25 | 8.40 | -32.70 | -42.98 | 0.23 | -0.08 | 0.78 | 1.27 | 1.98 | -2.79 | 24.20 | 73.00 | -52.99 | -0.67 | 2.96 | -5.16 | -0.50 | 0.27 |
| Sharpe Ratio | NA | -0.58 | -0.51 | -0.33 | -0.08 | NA | NA | … | … | -0.62 | 0.19 | -0.85 | -0.90 | 0.00 | -0.01 | 0.06 | 0.10 | 0.17 | -0.19 | 1.37 | 1.42 | -0.57 | -0.28 | -0.04 | -0.78 | -0.10 | 0.09 |
| Standard Deviation(%) | NA | 57.46 | 50.24 | 41.12 | 30.27 | NA | NA | … | … | 83.77 | 37.76 | 39.84 | 48.37 | 24.02 | 17.67 | 12.36 | 11.95 | 11.69 | 14.60 | 17.60 | 51.28 | 94.28 | 13.26 | 7.68 | 9.35 | 14.24 | 6.53 |
| Draw Down(%) | NA | 52.90 | 68.95 | 68.95 | 68.95 | NA | NA | … | … | 50.86 | 38.50 | 43.10 | 50.07 | 13.88 | 8.19 | 6.13 | 5.86 | 6.13 | 9.52 | 13.40 | 34.31 | 66.67 | 12.84 | 3.79 | 7.39 | 13.31 | 2.14 |
| Yield(%) | 0.00 | 16.55 | 8.22 | 8.16 | 8.76 | 8.35 | 6.63 | … | … | 10.17 | 20.88 | 14.59 | 8.22 | 8.06 | 8.11 | 8.29 | 8.29 | 8.29 | 8.24 | 9.85 | 17.72 | 8.12 | 8.26 | 8.38 | 8.08 | 8.02 | 0.00 |
Data as of 05/14/2020, Common starting date is 10/10/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIY (Merrill Lynch Depositor Inc – PreferredPlus Trust Series CZN-1 CZN-1 TR CTF) |
-26.01%
Apr 2017 – Apr 2020 |
-14.20%
Apr 2015 – Apr 2020 |
-2.32%
Apr 2010 – Apr 2020 |
1.07%
Apr 2005 – Apr 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIY (Merrill Lynch Depositor Inc – PreferredPlus Trust Series CZN-1 CZN-1 TR CTF) |
52.86%
Nov 2008 – Nov 2011 |
34.36%
Nov 2008 – Nov 2013 |
13.23%
Nov 2008 – Nov 2018 |
5.32%
Jul 2004 – Jul 2019 |
Annualized Rolling Returns Comparison Chart