Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SLFYF (Sun Life Financial Inc) | NA | 14.63% | 12.05% | 7.37% | NA | NA | NA | … | … |
Data as of 09/30/2021, Common starting date is 02/06/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SLFYF (Sun Life Financial Inc) | 02/06/2015 | 09/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.63 | 12.05 | 7.37 | NA | NA | NA | … | … | 6.45 | 18.63 | 24.82 | -11.11 | 11.68 | 7.89 | -12.17 |
| Sharpe Ratio | NA | 1.42 | 0.45 | 0.33 | NA | NA | NA | … | … | 0.86 | 0.45 | 2.18 | -1.72 | 1.66 | 0.52 | -0.94 |
| Standard Deviation(%) | NA | 10.30 | 25.03 | 20.36 | NA | NA | NA | … | … | 10.11 | 40.41 | 10.74 | 7.23 | 6.67 | 14.78 | 14.30 |
| Draw Down(%) | NA | 6.14 | 37.46 | 37.46 | NA | NA | NA | … | … | 6.14 | 37.46 | 0.80 | 12.87 | 0.00 | 10.79 | 16.47 |
| Yield(%) | 0.00 | 6.58 | 7.00 | 6.00 | 3.69 | 2.46 | 1.84 | … | … | 4.65 | 6.90 | 8.01 | 6.64 | 5.29 | 6.72 | 4.47 |
Data as of 09/30/2021, Common starting date is 02/06/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLFYF (Sun Life Financial Inc) |
-6.19%
Mar 2017 – Mar 2020 |
-4.74%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLFYF (Sun Life Financial Inc) |
13.68%
May 2018 – May 2021 |
10.39%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart