Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RRD (R. R. Donnelley & Sons Company) | NA | 218.82% | 22.67% | -7.07% | 2.13% | -3.32% | -0.18% | 5.61% |
Data as of 02/25/2022, AR inception is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRD (R. R. Donnelley & Sons Company) | 03/17/1980 | 02/25/2022 |
| 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 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.28 | 218.82 | 22.67 | -7.07 | 2.13 | -3.32 | -0.18 | 5.61 | -3.73 | 398.23 | -42.22 | -0.25 | -57.42 | -43.01 | 10.87 | -12.43 | -17.11 | 125.58 | -37.70 | -17.40 | -21.55 | 63.99 | -64.02 | 6.19 | 3.89 | -3.06 | 17.05 | 38.49 | -26.68 | 9.96 | 8.82 | -43.37 | 17.62 | 18.73 | -20.32 | 33.47 | -5.22 | -4.96 | 31.00 | 25.79 | -22.44 | 48.01 | 6.13 | 6.10 | -3.34 | 29.85 | 27.27 | 29.41 | 57.62 | 6.71 | 38.05 |
| Sharpe Ratio | NA | 2.81 | 0.24 | -0.10 | 0.03 | NA | NA | 0.07 | -0.86 | 4.58 | -0.36 | -0.36 | -1.35 | -1.31 | -0.44 | -1.13 | -1.36 | 2.99 | -1.44 | -1.02 | -1.30 | 0.74 | -1.68 | -0.65 | -1.12 | -1.49 | -0.13 | 0.72 | -1.78 | -0.42 | -1.74 | -0.54 | 1.92 | -1.11 | -0.79 | -1.35 | -0.16 | -0.21 | 1.56 | 1.18 | -0.89 | 2.55 | 0.23 | 0.12 | -0.11 | 1.52 | 1.16 | 1.22 | 2.39 | 0.32 | 2.16 |
| Standard Deviation(%) | NA | 77.95 | 92.39 | 79.41 | 61.72 | NA | NA | 39.49 | 25.94 | 86.99 | 118.19 | 65.45 | 58.64 | 47.53 | 52.45 | 27.43 | 26.16 | 35.82 | 39.43 | 35.38 | 30.90 | 61.26 | 49.76 | 24.29 | 16.61 | 16.19 | 19.43 | 26.60 | 26.14 | 26.99 | 34.44 | 33.98 | 26.54 | 25.09 | 22.83 | 21.16 | 22.18 | 24.09 | 19.71 | 21.71 | 25.10 | 18.84 | 26.33 | 52.66 | 28.97 | 19.70 | 23.47 | 24.03 | 24.01 | 21.17 | 23.20 |
| Draw Down(%) | NA | 42.63 | 86.16 | 94.70 | 95.90 | NA | NA | 96.07 | 7.19 | 42.63 | 79.40 | 73.05 | 62.45 | 59.96 | 34.06 | 28.91 | 26.30 | 19.73 | 43.29 | 37.82 | 35.49 | 63.19 | 74.51 | 23.79 | 16.59 | 15.16 | 13.23 | 26.64 | 40.36 | 21.47 | 23.43 | 47.93 | 28.80 | 20.55 | 25.24 | 9.66 | 14.29 | 19.85 | 7.51 | 16.01 | 34.21 | 7.31 | 14.52 | 42.37 | 25.27 | 15.82 | 20.25 | 20.83 | 13.81 | 18.18 | 13.73 |
| Yield(%) | 0.00 | 0.00 | 0.65 | 1.01 | 4.13 | 1.91 | 2.83 | 13.94 | 0.00 | 0.00 | 0.74 | 2.81 | 3.53 | 3.30 | 6.37 | 6.24 | 5.26 | 11.69 | 6.89 | 5.90 | 4.58 | 7.20 | 2.81 | 2.87 | 3.06 | 2.99 | 3.47 | 4.53 | 3.32 | 3.46 | 3.70 | 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 02/25/2022, AR inception is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRD (R. R. Donnelley & Sons Company) |
-54.90%
Mar 2017 - Mar 2020 |
-42.13%
Mar 2015 - Mar 2020 |
-22.09%
Mar 2010 - Mar 2020 |
-16.31%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRD (R. R. Donnelley & Sons Company) |
45.98%
Apr 1980 - Apr 1983 |
35.07%
Feb 1981 - Feb 1986 |
21.25%
Apr 1980 - Apr 1990 |
17.33%
Apr 1980 - Apr 1995 |
Annualized Rolling Returns Comparison Chart