Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PPRSX (PREFERRED SECURITIES FUND R-2) | NA | 4.37% | 4.98% | 5.67% | 5.81% | 5.49% | NA | … | … |
Data as of 03/01/2021, Common starting date is 12/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PPRSX (PREFERRED SECURITIES FUND R-2) | 12/22/2004 | 03/01/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.59 | 4.37 | 4.98 | 5.67 | 5.81 | 5.49 | NA | … | … | -0.30 | 4.72 | 15.67 | -5.09 | 9.79 | 3.04 | 4.24 | 11.00 | 0.91 | 18.24 | 0.96 | 16.01 | 45.48 | -22.77 | -8.81 | 5.07 | 0.78 | 0.49 |
| Sharpe Ratio | NA | 0.34 | 0.53 | 0.81 | 1.07 | NA | NA | … | … | -1.05 | 0.34 | 9.26 | -3.79 | 5.92 | 0.89 | 1.97 | 5.57 | 0.27 | 7.51 | 0.14 | 2.87 | 2.03 | -0.86 | -2.55 | 0.68 | -0.76 | 12.76 |
| Standard Deviation(%) | NA | 13.07 | 7.70 | 6.08 | 5.07 | NA | NA | … | … | 1.89 | 13.09 | 1.54 | 1.70 | 1.55 | 3.16 | 2.13 | 1.97 | 3.27 | 2.44 | 6.45 | 5.55 | 22.32 | 27.34 | 4.65 | 2.61 | 1.83 | 1.65 |
| Draw Down(%) | NA | 21.82 | 22.85 | 22.85 | 22.85 | NA | NA | … | … | 0.97 | 22.85 | 0.40 | 5.59 | 0.89 | 4.04 | 1.68 | 1.01 | 5.99 | 1.91 | 9.40 | 5.84 | 36.07 | 42.08 | 10.22 | 3.07 | 2.90 | 0.00 |
| Yield(%) | 0.28 | 3.86 | 4.31 | 4.66 | 5.41 | 5.08 | 4.00 | … | … | 0.57 | 3.88 | 4.76 | 4.68 | 4.65 | 5.09 | 5.33 | 6.72 | 7.46 | 6.30 | 5.96 | 7.27 | 8.06 | 5.70 | 4.71 | 3.52 | 4.58 | 4.75 |
Data as of 03/01/2021, Common starting date is 12/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPRSX (PREFERRED SECURITIES FUND R-2) |
-15.89%
Feb 2006 – Feb 2009 |
1.90%
Jan 2005 – Jan 2010 |
5.14%
Mar 2010 – Mar 2020 |
4.50%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPRSX (PREFERRED SECURITIES FUND R-2) |
30.67%
Feb 2009 – Feb 2012 |
21.01%
Feb 2009 – Feb 2014 |
12.55%
Feb 2009 – Feb 2019 |
5.61%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart