Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RZA (Reinsurance Group of America Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 01/19/2023, Common starting date is 08/27/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RZA (Reinsurance Group of America Inc) | 08/27/2012 | 01/19/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | -100.00 | -3.44 | -3.10 | -0.83 | 15.16 | -9.08 | 2.00 | -7.09 | 4.61 | 14.38 | -10.48 | 4.27 |
| Sharpe Ratio | NA | -0.08 | -0.11 | -0.11 | -0.09 | NA | NA | … | … | 16.78 | 0.00 | -0.39 | -0.03 | 1.57 | -1.09 | 0.13 | -0.52 | 0.44 | 1.60 | -0.77 | 1.48 |
| Standard Deviation(%) | NA | 1,303.52 | 750.14 | 581.57 | 411.16 | NA | NA | … | … | 128.08 | 1,203.58 | 8.10 | 42.03 | 8.83 | 9.53 | 10.68 | 14.01 | 10.51 | 8.99 | 13.60 | 8.90 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 99.34 | 5.71 | 43.41 | 3.76 | 13.41 | 8.33 | 15.97 | 9.04 | 5.46 | 18.70 | 3.80 |
| Yield(%) | 0.00 | 6.01 | 5.60 | 5.67 | 4.58 | 3.31 | 2.48 | … | … | 0.00 | 6.02 | 5.74 | 5.55 | 6.12 | 5.68 | 1.41 | 2.65 | 1.38 | 6.37 | 5.70 | 1.89 |
Data as of 01/19/2023, Common starting date is 08/27/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RZA (Reinsurance Group of America Inc) |
-80.57%
Dec 2019 – Dec 2022 |
-61.65%
Dec 2017 – Dec 2022 |
-36.91%
Dec 2012 – Dec 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RZA (Reinsurance Group of America Inc) |
12.55%
Aug 2013 – Aug 2016 |
5.95%
Aug 2013 – Aug 2018 |
4.32%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart