Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SOJA (The Southern Company JR SUB NT 2015A) | NA | 0.17% | 3.17% | 3.35% | NA | NA | NA | 3.71% |
Data as of 10/19/2020, AR inception is 10/12/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOJA (The Southern Company JR SUB NT 2015A) | 10/12/2015 | 10/19/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.50 | 0.17 | 3.17 | 3.35 | NA | NA | NA | 3.71 | -0.71 | 8.24 | -5.48 | 3.41 | -2.94 | 6.12 |
| Sharpe Ratio | NA | -0.01 | 0.24 | 0.29 | NA | NA | NA | 0.33 | -0.08 | 1.31 | -0.98 | 0.42 | -0.28 | 3.46 |
| Standard Deviation(%) | NA | 12.69 | 8.73 | 8.96 | NA | NA | NA | 8.95 | 14.05 | 5.26 | 6.92 | 6.68 | 11.01 | 8.82 |
| Draw Down(%) | NA | 12.05 | 12.05 | 12.34 | NA | NA | NA | 12.34 | 12.05 | 3.07 | 7.74 | 3.18 | 12.34 | 2.80 |
| Yield(%) | 0.00 | 4.49 | 5.34 | 3.97 | 2.02 | 1.35 | 1.01 | 4.04 | 4.43 | 6.06 | 5.87 | 1.50 | 1.57 | 0.00 |
Data as of 10/19/2020, AR inception is 10/12/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOJA (The Southern Company JR SUB NT 2015A) |
1.24%
Dec 2015 - Dec 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOJA (The Southern Company JR SUB NT 2015A) |
5.01%
Nov 2016 - Nov 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart