Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RBS (The Royal Bank of Scotland Group plc) | NA | NA | NA | NA | NA | NA | NA | 41.08% |
Data as of 01/22/2021, AR inception is 08/04/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBS (The Royal Bank of Scotland Group plc) | 08/04/2020 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.56 | NA | NA | NA | NA | NA | NA | 41.08 | -7.30 | 52.19 | 29.61 | -26.03 | 37.79 | -37.51 | -26.74 | 6.81 | 5.01 | 69.07 | -48.17 | 31.16 | -38.11 | -99.56 | -20.44 |
| Sharpe Ratio | NA | -1.01 | -1.09 | -1.04 | -0.84 | NA | NA | 2.06 | -1.80 | 3.27 | 0.20 | -1.69 | 0.80 | -1.28 | -1.57 | -0.39 | -0.37 | 1.15 | -1.08 | 0.24 | -0.36 | -0.37 | -1.77 |
| Standard Deviation(%) | NA | 59.51 | 40.44 | 41.77 | 42.18 | NA | NA | 52.75 | 41.28 | 54.05 | 31.90 | 28.15 | 23.27 | 55.95 | 28.86 | 29.78 | 36.54 | 44.48 | 61.86 | 53.04 | 156.31 | 322.80 | 50.23 |
| Draw Down(%) | NA | 64.51 | 67.72 | 72.53 | 82.27 | NA | NA | 24.44 | 7.30 | 24.44 | 33.10 | 41.80 | 10.81 | 54.35 | 30.81 | 20.45 | 31.16 | 34.30 | 66.08 | 33.77 | 80.01 | 99.65 | 25.40 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/22/2021, AR inception is 08/04/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBS (The Royal Bank of Scotland Group plc) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBS (The Royal Bank of Scotland Group plc) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart