Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCHN (SCHNITZER STEEL INDUSTRIES CLASS A) | NA | -7.32% | 5.51% | 0.46% | 0.90% | 1.56% | -0.80% | … | … |
Data as of 11/02/2023, Common starting date is 11/16/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCHN (SCHNITZER STEEL INDUSTRIES CLASS A) | 11/16/1993 | 11/02/2023 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.17 | -7.32 | 5.51 | 0.46 | 0.90 | 1.56 | -0.80 | … | … | -18.62 | -38.41 | 66.17 | 53.43 | 0.60 | -35.67 | 30.35 | 78.84 | -36.30 | -30.95 | 7.72 | -28.26 | -36.32 | 39.18 | 26.69 | -45.54 | 74.13 | 29.78 | -9.84 | -15.88 | 504.40 | 46.67 | 5.00 | -31.58 | 32.17 | -48.78 | 9.51 | -15.98 | 40.23 | -29.27 | 61.84 |
| Sharpe Ratio | NA | -0.23 | 0.11 | 0.00 | 0.01 | NA | NA | … | … | -0.67 | -0.73 | 1.36 | 0.82 | -0.62 | -1.43 | 0.29 | 0.93 | -1.20 | -1.80 | -0.38 | -1.05 | -1.12 | 0.46 | 0.11 | -0.72 | 1.08 | 0.20 | -0.78 | -0.63 | 9.42 | 0.71 | -0.41 | -1.72 | 0.98 | -0.29 | -0.86 | -0.37 | -0.60 | -0.66 | 91.96 |
| Standard Deviation(%) | NA | 40.34 | 48.49 | 49.96 | 45.27 | NA | NA | … | … | 39.28 | 54.46 | 48.64 | 64.66 | 36.37 | 40.07 | 39.11 | 47.91 | 45.87 | 27.42 | 28.17 | 45.02 | 49.09 | 44.45 | 75.07 | 90.03 | 48.39 | 37.23 | 39.54 | 55.96 | 51.50 | 37.63 | 40.57 | 58.34 | 58.43 | 53.58 | 42.98 | 37.50 | 36.61 | 42.06 | 54.08 |
| Draw Down(%) | NA | 37.28 | 58.83 | 58.83 | 68.97 | NA | NA | … | … | 37.28 | 54.84 | 32.17 | 47.72 | 29.11 | 44.63 | 35.23 | 28.61 | 42.77 | 33.79 | 26.71 | 50.69 | 50.95 | 36.96 | 47.68 | 85.53 | 25.38 | 29.65 | 47.86 | 44.75 | 15.20 | 25.27 | 28.56 | 33.33 | 40.95 | 53.48 | 28.41 | 24.80 | 22.58 | 43.85 | 4.17 |
| Yield(%) | 0.00 | 2.86 | 3.21 | 2.80 | 2.51 | 2.18 | 1.70 | … | … | 1.82 | 1.47 | 2.33 | 3.47 | 3.44 | 2.15 | 2.88 | 5.32 | 3.42 | 2.32 | 2.40 | 1.30 | 0.10 | 0.14 | 0.17 | 0.10 | 0.18 | 0.22 | 0.21 | 0.17 | 0.96 | 1.50 | 1.54 | 1.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/02/2023, Common starting date is 11/16/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCHN (SCHNITZER STEEL INDUSTRIES CLASS A) |
-27.66%
Feb 2012 – Feb 2015 |
-26.69%
Jun 2008 – Jun 2013 |
-10.67%
Mar 2010 – Mar 2020 |
-6.39%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCHN (SCHNITZER STEEL INDUSTRIES CLASS A) |
112.56%
Dec 2000 – Dec 2003 |
54.45%
Dec 1998 – Dec 2003 |
26.71%
Dec 2000 – Dec 2010 |
12.76%
May 1994 – May 2009 |
Annualized Rolling Returns Comparison Chart