Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCU (Sculptor Capital Management Inc) | NA | 54.26% | 5.40% | 8.61% | -18.92% | -6.37% | NA | … | … |
Data as of 11/16/2023, Common starting date is 11/14/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCU (Sculptor Capital Management Inc) | 11/14/2007 | 11/16/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.39 | 54.26 | 5.40 | 8.61 | -18.92 | -6.37 | NA | … | … | 51.37 | -58.43 | 62.07 | -29.77 | 140.22 | -63.20 | -24.47 | -46.87 | -46.66 | -21.08 | 55.79 | 12.96 | -46.02 | 13.39 | 166.80 | -80.40 | -14.26 |
| Sharpe Ratio | NA | 1.09 | 0.07 | 0.12 | -0.38 | NA | NA | … | … | 1.39 | -0.95 | 1.51 | -0.38 | 2.68 | -1.11 | -0.57 | -0.78 | -1.29 | -0.63 | 1.95 | 0.40 | -1.10 | 0.32 | 2.63 | -1.09 | -1.28 |
| Standard Deviation(%) | NA | 44.35 | 49.52 | 59.81 | 52.50 | NA | NA | … | … | 40.21 | 62.90 | 41.04 | 79.17 | 51.87 | 58.26 | 44.52 | 60.14 | 36.09 | 33.59 | 28.59 | 32.56 | 41.89 | 41.30 | 63.38 | 74.57 | 57.35 |
| Draw Down(%) | NA | 21.77 | 70.41 | 70.41 | 94.22 | NA | NA | … | … | 19.69 | 61.79 | 36.08 | 65.34 | 38.29 | 67.94 | 40.50 | 55.97 | 60.38 | 34.57 | 17.63 | 36.47 | 57.27 | 33.88 | 26.14 | 84.86 | 25.45 |
| Yield(%) | 0.00 | 4.65 | 10.22 | 8.75 | 0.36 | 0.72 | 0.08 | … | … | 4.59 | 1.14 | 22.68 | 2.48 | 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 11/16/2023, Common starting date is 11/14/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCU (Sculptor Capital Management Inc) |
-47.14%
Dec 2015 – Dec 2018 |
-42.63%
Dec 2013 – Dec 2018 |
-22.83%
Oct 2010 – Oct 2020 |
-19.34%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCU (Sculptor Capital Management Inc) |
39.83%
Dec 2018 – Dec 2021 |
23.51%
Dec 2008 – Dec 2013 |
-9.83%
Sep 2011 – Sep 2021 |
-6.89%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison Chart