Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SONA | NA | 50.94% | -2.22% | 6.91% | 11.57% | NA | NA | … | … |
Data as of 05/26/2021, Common starting date is 11/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SONA | 11/01/2006 | 05/26/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.81 | 50.94 | -2.22 | 6.91 | 11.57 | NA | NA | … | … | 23.02 | -23.89 | 21.48 | -19.12 | -3.78 | 22.00 | 14.00 | 12.97 | 19.75 | 31.90 | -19.67 | 5.52 | 21.09 | -33.91 | -40.37 | 8.08 |
| Sharpe Ratio | NA | 1.07 | -0.07 | 0.16 | 0.32 | NA | NA | … | … | 2.09 | -0.33 | 1.00 | -1.05 | -0.22 | 1.13 | 0.69 | 0.52 | 0.60 | 0.38 | -0.24 | 0.07 | 0.14 | -0.23 | -0.49 | 0.83 |
| Standard Deviation(%) | NA | 47.35 | 46.39 | 38.08 | 34.62 | NA | NA | … | … | 32.83 | 73.21 | 20.13 | 19.48 | 20.40 | 19.17 | 20.28 | 25.14 | 32.67 | 84.09 | 81.05 | 82.74 | 151.75 | 148.61 | 88.92 | 71.86 |
| Draw Down(%) | NA | 29.67 | 54.84 | 54.84 | 54.84 | NA | NA | … | … | 11.90 | 51.51 | 15.16 | 28.36 | 17.35 | 13.10 | 11.99 | 12.38 | 13.94 | 18.93 | 35.16 | 28.08 | 53.58 | 55.20 | 44.42 | 14.66 |
| Yield(%) | 0.00 | 2.98 | 1.99 | 2.78 | 4.48 | 1.39 | 1.04 | … | … | 0.84 | 2.46 | 2.67 | 1.99 | 1.96 | 2.42 | 2.82 | 3.14 | 3.31 | 1.63 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/26/2021, Common starting date is 11/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SONA (SONA) |
-24.30%
Dec 2006 – Dec 2009 |
-18.14%
Dec 2006 – Dec 2011 |
1.52%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SONA (SONA) |
27.82%
Nov 2011 – Nov 2014 |
25.88%
Dec 2011 – Dec 2016 |
15.99%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart