Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| High Yield Bond Surrogate | -0.47% | 5.09% | 3.56% | 3.24% | 3.50% | 4.87% | 5.02% | 6.18% |
Data as of 06/04/2025, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Yield Bond Surrogate | 06/21/1996 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.73 | 5.09 | 3.56 | 3.24 | 3.50 | 4.87 | 5.02 | 6.18 | -0.47 | 6.15 | 9.88 | -13.52 | 5.41 | 11.88 | 12.87 | -3.22 | 4.79 | 6.05 | 0.05 | 5.40 | 8.81 | 7.15 | 5.95 | 13.32 | 7.81 | -1.75 | 7.89 | 6.86 | 3.84 | 8.49 | 13.92 | 3.47 | 6.22 | 9.11 | 3.91 | 6.55 | 13.53 | 6.92 |
| Sharpe Ratio | NA | 0.19 | 0.02 | 0.13 | 0.27 | NA | NA | 0.64 | -0.17 | 0.30 | 0.70 | -1.18 | 0.71 | 1.08 | 2.55 | -0.85 | 1.30 | 1.32 | 0.00 | 1.27 | 1.73 | 1.67 | 0.80 | 1.94 | 0.94 | -0.31 | 0.96 | 0.62 | 0.30 | 1.21 | 2.49 | 0.41 | 0.55 | 0.52 | 0.09 | 0.51 | 1.89 | 0.81 |
| Standard Deviation(%) | NA | 9.41 | 10.03 | 9.42 | 7.87 | NA | NA | 6.89 | 10.55 | 8.55 | 8.83 | 12.63 | 7.60 | 10.72 | 4.47 | 5.42 | 3.17 | 4.41 | 4.41 | 4.25 | 5.06 | 4.25 | 7.40 | 6.81 | 8.22 | 8.85 | 4.94 | 5.52 | 5.24 | 6.19 | 5.29 | 5.75 | 6.80 | 9.38 | 6.09 | 6.05 | 5.21 | 6.21 |
| Draw Down(%) | NA | 12.15 | 12.15 | 19.21 | 19.21 | NA | NA | 19.21 | 10.15 | 4.76 | 9.61 | 17.22 | 4.43 | 13.66 | 1.72 | 8.49 | 1.72 | 2.49 | 3.72 | 2.63 | 4.11 | 2.41 | 5.31 | 4.30 | 8.00 | 12.17 | 2.33 | 4.14 | 3.59 | 6.29 | 3.63 | 5.51 | 4.75 | 8.84 | 4.84 | 7.00 | 4.49 | 3.82 |
| Yield(%) | NA | 3.17 | 2.01 | 2.30 | 1.99 | NA | NA | 3.96 | NA | 1.18 | 2.43 | 1.49 | 1.29 | 3.53 | 2.06 | 1.35 | 0.37 | 2.58 | 2.15 | 1.81 | 1.80 | 2.50 | 4.73 | 3.80 | 5.49 | 4.73 | 3.67 | 3.62 | 4.03 | 3.54 | 4.63 | 5.22 | 4.60 | 8.83 | 7.28 | 6.59 | 6.55 | 4.99 |
Data as of 06/04/2025, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Yield Bond Surrogate |
-1.92%
Apr 2021 - Apr 2024 |
1.62%
Sep 2017 - Sep 2022 |
2.53%
Oct 2013 - Oct 2023 |
4.38%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Yield Bond Surrogate |
12.57%
Feb 2009 - Feb 2012 |
10.56%
Feb 2009 - Feb 2014 |
8.02%
Mar 1997 - Mar 2007 |
7.64%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart