Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PJC (Piper Sandler Companies) | NA | 15.70% | 6.82% | 9.04% | 5.47% | 4.14% | NA | 4.54% |
Data as of 01/10/2020, AR inception is 01/05/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PJC (Piper Sandler Companies) | 01/05/2004 | 01/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 15.70 | 6.82 | 9.04 | 5.47 | 4.14 | NA | 4.54 | -0.34 | 23.90 | -20.69 | 21.20 | 79.46 | -30.45 | 46.88 | 23.09 | 59.06 | -42.30 | -30.82 | 27.29 | -14.16 | -28.90 | 61.26 | -15.75 | 13.36 |
| Sharpe Ratio | NA | 0.64 | 0.21 | 0.25 | 0.14 | NA | NA | 0.08 | -0.58 | 0.99 | -0.70 | 0.77 | 1.95 | -0.85 | 1.53 | 0.81 | 1.63 | -0.76 | -0.81 | 0.37 | -0.15 | -0.71 | 1.43 | -0.44 | 0.36 |
| Standard Deviation(%) | NA | 22.38 | 27.35 | 31.98 | 35.80 | NA | NA | 46.52 | 21.58 | 22.72 | 31.68 | 26.96 | 40.50 | 35.72 | 30.62 | 28.45 | 36.62 | 55.82 | 37.99 | 72.87 | 100.18 | 44.98 | 40.70 | 40.53 | 34.38 |
| Draw Down(%) | NA | 13.94 | 35.49 | 42.54 | 67.14 | NA | NA | 76.97 | 3.31 | 13.94 | 35.49 | 34.14 | 27.52 | 40.93 | 18.03 | 27.33 | 28.77 | 60.98 | 47.86 | 52.89 | 48.86 | 41.98 | 33.79 | 44.94 | 34.67 |
| Yield(%) | 0.00 | 2.13 | 2.77 | 2.10 | 1.16 | 0.84 | 0.69 | 0.87 | 0.00 | 2.24 | 3.64 | 1.72 | 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 01/10/2020, AR inception is 01/05/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJC (Piper Sandler Companies) |
-25.44%
Sep 2008 - Sep 2011 |
-21.62%
Sep 2006 - Sep 2011 |
-5.03%
Apr 2006 - Apr 2016 |
2.42%
Mar 2004 - Mar 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJC (Piper Sandler Companies) |
42.83%
Sep 2011 - Sep 2014 |
29.12%
Dec 2011 - Dec 2016 |
12.97%
Feb 2009 - Feb 2019 |
4.90%
Sep 2004 - Sep 2019 |
Annualized Rolling Returns Comparison Chart