Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPGI (S&P Global Inc.) | -19.05% | -17.38% | 4.50% | 2.69% | 15.40% | 18.57% | 13.03% | … | … |
Data as of 06/04/2026, Common starting date is 07/02/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPGI (S&P Global Inc.) | 07/02/1985 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.05 | -17.38 | 4.50 | 2.69 | 15.40 | 18.57 | 13.03 | … | … | -19.05 | 5.71 | 13.94 | 32.79 | -28.38 | 44.68 | 21.40 | 62.27 | 1.37 | 59.32 | 10.55 | 12.25 | 15.46 | 45.90 | 30.10 | 26.59 | 11.99 | 49.16 | -45.58 | -34.65 | 33.44 | 13.96 | 31.93 | 16.73 | -0.09 | 4.85 | -4.02 | 20.98 | 37.67 | 60.43 | 5.88 | 30.28 | -1.11 | 10.18 | 6.97 | 9.03 | -7.27 | -8.84 | 29.02 | -11.67 | 13.80 | -2.78 |
| Sharpe Ratio | NA | -0.70 | 0.13 | 0.02 | 0.53 | NA | NA | … | … | -1.15 | 0.12 | 0.65 | 1.34 | -0.98 | 2.12 | 0.45 | 3.10 | 0.00 | 4.20 | 0.43 | 0.53 | 0.83 | 1.72 | 1.62 | 0.83 | 0.46 | 0.98 | -0.70 | -1.31 | 1.44 | 0.63 | 2.03 | 0.73 | -0.04 | 0.08 | -0.21 | 0.56 | 1.38 | 2.34 | 0.12 | 1.87 | -0.24 | 0.53 | 0.26 | 0.28 | -0.53 | -0.50 | 0.71 | -0.39 | 0.38 | -0.43 |
| Standard Deviation(%) | NA | 27.66 | 23.32 | 24.56 | 26.09 | NA | NA | … | … | 36.35 | 23.87 | 15.98 | 22.02 | 30.47 | 21.07 | 46.87 | 19.59 | 23.67 | 14.05 | 23.94 | 23.22 | 18.71 | 26.65 | 18.76 | 31.86 | 25.85 | 50.13 | 66.38 | 28.88 | 20.94 | 18.69 | 15.23 | 22.00 | 27.52 | 31.39 | 39.29 | 31.71 | 24.84 | 24.13 | 17.87 | 14.07 | 17.45 | 15.20 | 16.99 | 18.12 | 24.01 | 29.44 | 33.99 | 40.81 | 24.86 | 25.06 |
| Draw Down(%) | NA | 30.48 | 30.48 | 39.76 | 39.76 | NA | NA | … | … | 28.48 | 19.25 | 10.94 | 19.87 | 38.86 | 8.41 | 38.14 | 11.69 | 25.58 | 5.76 | 18.07 | 20.84 | 12.26 | 26.86 | 14.05 | 20.83 | 26.01 | 31.10 | 59.46 | 38.59 | 17.31 | 15.43 | 9.31 | 15.29 | 25.60 | 29.75 | 30.46 | 20.87 | 13.47 | 10.41 | 19.95 | 4.50 | 15.36 | 13.50 | 17.84 | 22.01 | 32.15 | 37.13 | 23.42 | 42.66 | 14.37 | 19.65 |
| Yield(%) | 0.23 | 0.75 | 0.99 | 0.93 | 2.61 | 6.03 | 4.03 | … | … | 0.38 | 0.77 | 0.83 | 1.07 | 0.72 | 0.92 | 0.96 | 1.34 | 1.19 | 1.51 | 1.52 | 1.49 | 1.54 | 2.01 | 7.71 | 2.73 | 2.80 | 3.66 | 2.06 | 1.22 | 1.40 | 1.10 | 0.86 | 0.87 | 0.86 | 0.86 | 0.80 | 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 06/04/2026, Common starting date is 07/02/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPGI (S&P Global Inc.) |
-26.61%
Feb 2006 – Feb 2009 |
-11.36%
Feb 2004 – Feb 2009 |
-2.08%
Feb 1999 – Feb 2009 |
6.34%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPGI (S&P Global Inc.) |
41.78%
Dec 2018 – Dec 2021 |
36.72%
Feb 2009 – Feb 2014 |
32.08%
Aug 2010 – Aug 2020 |
25.04%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart