Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSWN | NA | -1.37% | -0.01% | -0.14% | NA | NA | NA | … | … |
Data as of 04/29/2019, Common starting date is 04/09/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSWN | 04/09/2014 | 04/29/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | -1.37 | -0.01 | -0.14 | NA | NA | NA | … | … | -1.26 | -0.94 | 1.55 | 3.54 | -2.02 | -1.94 |
| Sharpe Ratio | NA | -0.79 | -0.12 | -0.07 | NA | NA | NA | … | … | -1.38 | -0.60 | 0.11 | 0.25 | -0.18 | -0.35 |
| Standard Deviation(%) | NA | 3.63 | 7.60 | 9.44 | NA | NA | NA | … | … | 4.01 | 3.76 | 8.50 | 13.42 | 11.62 | 7.60 |
| Draw Down(%) | NA | 2.61 | 7.41 | 14.70 | NA | NA | NA | … | … | 2.00 | 2.11 | 5.31 | 7.41 | 14.63 | 5.53 |
| 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 |
Data as of 04/29/2019, Common starting date is 04/09/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSWN (SSWN) |
-0.17%
May 2014 – May 2017 |
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 |
|---|---|---|---|---|
| SSWN (SSWN) |
2.30%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart