Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Jane Bryant Quinn Portfolio | 5.09% | 11.10% | 8.46% | 8.68% | 7.53% | 8.91% | NA | 7.18% |
Data as of 06/04/2025, AR inception is 07/26/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jane Bryant Quinn Portfolio | 07/26/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.21 | 11.10 | 8.46 | 8.68 | 7.53 | 8.91 | NA | 7.18 | 5.09 | 10.81 | 16.67 | -17.14 | 16.23 | 13.11 | 22.23 | -5.58 | 14.95 | 7.74 | 0.49 | 8.09 | 15.78 | 13.56 | 2.07 | 13.95 | 22.29 | -25.98 | 2.15 |
| Sharpe Ratio | NA | 0.63 | 0.41 | 0.54 | 0.49 | NA | NA | 0.41 | 0.24 | 0.81 | 1.30 | -1.09 | 1.82 | 0.54 | 2.79 | -0.70 | 3.17 | 0.77 | 0.05 | 1.12 | 1.86 | 1.47 | 0.12 | 0.99 | 1.00 | -0.91 | 0.07 |
| Standard Deviation(%) | NA | 12.46 | 12.55 | 12.30 | 12.51 | NA | NA | 14.49 | 16.14 | 8.84 | 10.03 | 17.08 | 8.92 | 23.71 | 7.44 | 9.99 | 4.51 | 9.71 | 10.09 | 7.19 | 8.48 | 9.21 | 17.03 | 14.04 | 22.22 | 29.59 | 13.95 |
| Draw Down(%) | NA | 11.20 | 14.77 | 23.32 | 25.80 | NA | NA | 43.94 | 11.20 | 4.65 | 9.50 | 23.30 | 4.05 | 25.80 | 3.29 | 12.67 | 1.56 | 7.43 | 8.89 | 5.25 | 7.41 | 7.07 | 14.09 | 10.06 | 22.11 | 39.29 | 5.91 |
| Yield(%) | NA | 2.66 | 2.65 | 2.56 | 2.56 | NA | NA | 0.00 | 0.13 | 2.75 | 2.83 | 2.32 | 2.52 | 2.11 | 2.86 | 2.58 | 2.64 | 2.68 | 2.29 | 2.67 | 2.58 | 2.92 | 2.99 | 2.83 | 3.40 | 3.15 | 1.82 |
Data as of 06/04/2025, AR inception is 07/26/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jane Bryant Quinn Portfolio |
-2.61%
Aug 2007 - Aug 2010 |
2.34%
Oct 2007 - Oct 2012 |
5.74%
Oct 2007 - Oct 2017 |
5.23%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jane Bryant Quinn Portfolio |
21.90%
Feb 2009 - Feb 2012 |
17.95%
Feb 2009 - Feb 2014 |
11.89%
Feb 2009 - Feb 2019 |
10.54%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart