Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PSB (PS Business Parks Inc) | NA | 39.87% | 10.69% | 12.58% | 15.53% | 13.33% | 13.02% | 12.78% |
Data as of 08/03/2022, AR inception is 03/27/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSB (PS Business Parks Inc) | 03/27/1991 | 08/03/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 39.87 | 10.69 | 12.58 | 15.53 | 13.33 | 13.02 | 12.78 | 10.69 | 44.09 | -16.81 | 25.85 | 4.72 | 7.35 | 33.27 | 9.92 | 4.08 | 17.61 | 17.23 | -0.52 | 11.33 | 12.07 | -15.01 | -25.68 | 43.72 | 9.09 | 9.31 | 29.75 | 0.95 | 13.31 | 22.20 | -4.71 | 7.91 | 10.63 | 15.94 | 15.00 | -7.69 | 32.65 | 6.52 | 10.84 |
| Sharpe Ratio | NA | 1.65 | 0.25 | 0.39 | 0.63 | NA | NA | 0.42 | 0.79 | 2.22 | -0.33 | 0.15 | -0.84 | -0.81 | -0.05 | -0.45 | -0.96 | -0.05 | -0.08 | -0.62 | -0.29 | -0.13 | -0.57 | -1.84 | 1.18 | -0.73 | -0.51 | 0.70 | -1.01 | -0.38 | -2.20 | 0.71 | 1.32 | -2.94 | 1.25 | -3.02 | -0.32 | 1.35 | 0.28 | 0.41 |
| Standard Deviation(%) | NA | 21.49 | 33.73 | 28.61 | 23.47 | NA | NA | 26.15 | 23.18 | 19.83 | 50.71 | 17.61 | 20.05 | 14.74 | 18.73 | 19.27 | 15.09 | 17.54 | 16.09 | 30.91 | 25.20 | 50.94 | 60.39 | 26.07 | 18.23 | 16.33 | 20.37 | 14.97 | 18.72 | 21.19 | 21.07 | 28.54 | 31.22 | 12.23 | 14.31 | 15.56 | 18.64 | 24.15 | 23.30 | 35.51 |
| Draw Down(%) | NA | 16.13 | 39.78 | 39.78 | 39.78 | NA | NA | 58.85 | 16.13 | 9.28 | 35.89 | 12.29 | 13.42 | 10.90 | 8.56 | 20.00 | 13.40 | 23.01 | 10.50 | 25.92 | 16.43 | 35.60 | 41.09 | 34.30 | 9.96 | 13.86 | 22.36 | 7.21 | 19.44 | 10.47 | 12.09 | 20.00 | 32.24 | 5.38 | 6.79 | 7.46 | 14.39 | 14.77 | 22.76 | 18.60 |
| Yield(%) | 0.00 | 9.83 | 4.66 | 4.67 | 6.76 | 6.99 | 8.95 | 19.75 | 7.01 | 3.24 | 2.55 | 3.29 | 3.06 | 2.95 | 3.50 | 2.74 | 6.24 | 2.67 | 3.08 | 3.08 | 3.50 | 5.07 | 3.38 | 2.27 | 2.30 | 2.58 | 2.78 | 4.58 | 3.67 | 3.67 | 4.57 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/03/2022, AR inception is 03/27/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSB (PS Business Parks Inc) |
-11.13%
Feb 2006 - Feb 2009 |
-2.83%
Feb 2004 - Feb 2009 |
7.08%
Feb 1999 - Feb 2009 |
7.32%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSB (PS Business Parks Inc) |
27.19%
Mar 2003 - Mar 2006 |
23.55%
Feb 2009 - Feb 2014 |
19.60%
Feb 2009 - Feb 2019 |
14.96%
Jan 1992 - Jan 2007 |
Annualized Rolling Returns Comparison Chart