Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| STZ-B (Constellation Brands Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
Data as of 11/21/2022, AR inception is 01/07/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STZ-B (Constellation Brands Inc) | 01/07/2000 | 11/21/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | 0.12 | 13.23 | 14.63 | -28.78 | 48.50 | 6.26 | 44.89 | 42.18 | 99.32 | 69.12 | -6.19 | 38.23 | 0.76 | -32.95 | -18.47 | 10.79 | 13.10 | 40.61 | 38.31 | 10.98 | 53.57 | -0.28 |
| Sharpe Ratio | NA | 1.30 | 0.44 | 0.20 | 0.69 | NA | NA | 0.46 | 0.95 | 0.01 | 0.23 | 0.41 | -1.12 | 1.80 | 0.18 | 1.79 | 1.65 | 1.92 | 1.63 | -0.19 | 1.23 | 0.02 | -0.74 | -0.63 | 0.28 | 0.34 | 1.13 | 1.24 | 0.21 | 1.07 | -0.08 |
| Standard Deviation(%) | NA | 30.60 | 39.25 | 34.98 | 35.12 | NA | NA | 37.14 | 31.34 | 28.83 | 56.75 | 32.13 | 26.99 | 26.68 | 33.24 | 25.13 | 25.74 | 51.74 | 42.87 | 32.66 | 30.65 | 41.65 | 45.47 | 34.12 | 26.79 | 32.21 | 35.07 | 30.30 | 45.32 | 49.48 | 54.77 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 12.34 | 47.19 | 18.97 | 32.53 | 5.70 | 15.41 | 7.46 | 10.66 | 21.22 | 24.66 | 26.05 | 18.46 | 34.41 | 54.51 | 34.80 | 11.95 | 28.84 | 14.82 | 12.91 | 28.73 | 14.09 | 23.36 |
| Yield(%) | NA | 28.44 | 13.02 | 7.07 | 22.08 | 22.73 | 33.20 | 50.60 | 26.71 | 1.24 | 1.44 | 1.65 | 1.09 | 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 11/21/2022, AR inception is 01/07/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STZ-B (Constellation Brands Inc) |
-22.43%
May 2006 - May 2009 |
-12.14%
Jun 2005 - Jun 2010 |
2.86%
May 2002 - May 2012 |
12.33%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STZ-B (Constellation Brands Inc) |
83.57%
May 2012 - May 2015 |
56.81%
May 2012 - May 2017 |
33.53%
Apr 2009 - Apr 2019 |
23.18%
Nov 2000 - Nov 2015 |
Annualized Rolling Returns Comparison Chart