Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RTN (Raytheon Company) | NA | -35.80% | -6.88% | 3.30% | 10.01% | 10.17% | 12.41% | … | … |
Data as of 04/02/2020, Common starting date is 12/31/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTN (Raytheon Company) | 12/31/1981 | 04/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -24.64 | -35.80 | -6.88 | 3.30 | 10.01 | 10.17 | 12.41 | … | … | -46.55 | 45.53 | -16.51 | 32.88 | 17.18 | 18.01 | 21.50 | 62.52 | 23.34 | 9.19 | -7.98 | 3.79 | -14.22 | 17.02 | 34.18 | 5.76 | 32.20 | 0.33 | -3.01 | 7.27 | 20.96 | -49.21 | 6.96 | 7.03 | 3.46 | 50.99 | -1.01 | 31.02 | 26.91 | 22.23 | 4.65 | 6.91 | 4.35 | 0.88 | 29.03 | 38.42 | -4.43 | 0.04 | 24.40 | 0.00 |
| Sharpe Ratio | NA | -0.86 | -0.28 | 0.10 | 0.43 | NA | NA | … | … | -1.21 | 2.10 | -0.75 | 2.54 | 0.96 | 0.91 | 1.13 | 3.83 | 1.55 | 0.38 | -0.39 | 0.13 | -0.42 | 0.71 | 1.90 | 0.25 | 1.79 | -0.01 | -0.10 | 0.11 | 0.28 | -0.76 | 0.12 | 0.14 | 0.00 | 3.52 | -0.26 | 1.53 | 1.22 | 0.95 | -0.03 | 0.06 | -0.02 | -0.11 | 1.09 | 1.71 | -0.44 | -0.21 | 0.44 | NA |
| Standard Deviation(%) | NA | 42.82 | 29.60 | 25.59 | 22.76 | NA | NA | … | … | 75.92 | 20.97 | 23.70 | 12.74 | 17.55 | 19.81 | 19.07 | 16.32 | 15.15 | 24.15 | 20.51 | 28.98 | 36.25 | 19.79 | 16.30 | 14.62 | 17.44 | 24.61 | 40.85 | 46.98 | 60.58 | 69.43 | 31.24 | 25.69 | 24.25 | 13.39 | 15.22 | 18.84 | 19.95 | 19.45 | 20.10 | 18.64 | 18.65 | 27.91 | 22.71 | 19.37 | 25.20 | 28.56 | 37.81 | 0.00 |
| Draw Down(%) | NA | 51.53 | 51.53 | 51.53 | 51.53 | NA | NA | … | … | 51.53 | 8.82 | 35.15 | 5.08 | 6.52 | 13.86 | 11.29 | 10.74 | 9.21 | 24.78 | 27.43 | 36.26 | 34.39 | 9.42 | 9.14 | 8.23 | 9.27 | 23.26 | 39.35 | 31.13 | 36.47 | 69.68 | 31.46 | 17.77 | 17.22 | 5.26 | 10.52 | 7.58 | 10.16 | 13.93 | 16.74 | 23.38 | 12.25 | 31.02 | 11.47 | 9.43 | 26.59 | 25.24 | 21.52 | 0.00 |
| Yield(%) | 0.00 | 2.03 | 2.29 | 2.84 | 4.43 | 5.28 | 9.56 | … | … | 0.42 | 1.83 | 2.29 | 1.65 | 2.94 | 2.41 | 2.04 | 3.75 | 4.12 | 4.55 | 2.15 | 2.38 | 1.87 | 1.96 | 2.40 | 2.31 | 2.68 | 2.53 | 2.51 | 2.61 | 3.06 | 1.51 | 1.53 | 2.08 | 1.66 | 2.36 | 2.24 | 2.00 | 1.61 | 3.55 | 3.44 | 3.30 | 3.69 | 1.98 | 3.21 | 3.96 | 2.41 | 4.09 | 3.81 | 0.00 |
Data as of 04/02/2020, Common starting date is 12/31/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTN (Raytheon Company) |
-26.41%
Jun 1997 – Jun 2000 |
-12.44%
Oct 1998 – Oct 2003 |
-2.26%
Jun 1999 – Jun 2009 |
0.24%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTN (Raytheon Company) |
40.31%
Sep 2011 – Sep 2014 |
34.80%
Feb 2013 – Feb 2018 |
19.75%
Mar 2009 – Mar 2019 |
17.78%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart