Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PREX (Progress Energy Cvo-07) | NA | 121.74% | 20.70% | 23.85% | NA | NA | NA | … | … |
Data as of 04/27/2021, Common starting date is 02/23/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PREX (Progress Energy Cvo-07) | 02/23/2012 | 04/27/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 121.74 | 20.70 | 23.85 | NA | NA | NA | … | … | 85.45 | 27.91 | -2.27 | 10.00 | 11.11 | 2.86 | -10.26 | 18.18 | 32.00 | -52.83 |
| Sharpe Ratio | NA | 1.73 | 0.36 | 0.45 | NA | NA | NA | … | … | 5.76 | 0.69 | -0.10 | 0.13 | 0.23 | 0.11 | -0.16 | 0.35 | 1.08 | -0.71 |
| Standard Deviation(%) | NA | 70.43 | 54.79 | 51.77 | NA | NA | NA | … | … | 107.09 | 40.08 | 37.43 | 65.41 | 46.51 | 23.03 | 64.29 | 52.09 | 29.60 | 83.05 |
| Draw Down(%) | NA | 20.90 | 46.67 | 52.94 | NA | NA | NA | … | … | 15.15 | 19.40 | 31.91 | 41.18 | 12.20 | 5.41 | 17.07 | 28.89 | 14.29 | 71.70 |
| Yield(%) | 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 04/27/2021, Common starting date is 02/23/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PREX (Progress Energy Cvo-07) |
-0.53%
Feb 2018 – Feb 2021 |
0.98%
Feb 2015 – Feb 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PREX (Progress Energy Cvo-07) |
27.22%
Mar 2012 – Mar 2015 |
23.85%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart