Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SP (SP Plus Corp) | NA | 51.70% | 17.24% | 10.35% | 9.39% | 9.29% | NA | … | … |
Data as of 05/15/2024, Common starting date is 06/03/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SP (SP Plus Corp) | 06/03/2004 | 05/15/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.77 | 51.70 | 17.24 | 10.35 | 9.39 | 9.29 | NA | … | … | 5.35 | 47.61 | 23.03 | -2.12 | -32.05 | 44.62 | -20.38 | 31.79 | 17.78 | -5.27 | -3.11 | 18.42 | 23.06 | -5.85 | 19.52 | -17.89 | -20.23 | 26.24 | 96.07 | 27.71 | 18.27 |
| Sharpe Ratio | NA | 1.19 | 0.42 | 0.19 | 0.22 | NA | NA | … | … | 1.26 | 1.00 | 0.68 | -0.06 | -0.42 | 1.78 | -0.84 | 1.23 | 0.64 | -0.19 | -0.12 | 0.83 | 0.79 | -0.14 | 0.73 | -0.39 | -0.38 | 0.58 | 2.70 | 0.96 | 0.76 |
| Standard Deviation(%) | NA | 40.38 | 35.21 | 45.94 | 37.70 | NA | NA | … | … | 9.00 | 43.97 | 31.87 | 34.71 | 77.14 | 24.54 | 25.80 | 25.41 | 27.23 | 28.60 | 26.70 | 22.05 | 29.36 | 40.67 | 26.51 | 45.82 | 55.51 | 40.49 | 34.57 | 26.52 | 42.59 |
| Draw Down(%) | NA | 16.59 | 25.79 | 66.01 | 66.01 | NA | NA | … | … | 4.00 | 17.49 | 16.10 | 29.40 | 66.01 | 17.08 | 33.69 | 20.39 | 16.90 | 19.94 | 31.48 | 18.19 | 14.93 | 23.56 | 16.28 | 31.56 | 37.76 | 21.11 | 17.68 | 14.37 | 11.52 |
| Yield(%) | 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 | 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 | 0.00 | 0.00 |
Data as of 05/15/2024, Common starting date is 06/03/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SP (SP Plus Corp) |
-20.66%
Oct 2017 – Oct 2020 |
-8.13%
Jul 2015 – Jul 2020 |
0.24%
Jul 2010 – Jul 2020 |
2.28%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SP (SP Plus Corp) |
49.30%
Oct 2004 – Oct 2007 |
22.25%
Oct 2004 – Oct 2009 |
12.97%
Oct 2004 – Oct 2014 |
13.60%
Oct 2004 – Oct 2019 |
Annualized Rolling Returns Comparison Chart