Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVU (SUPERVALU INC) | NA | 106.94% | -13.53% | -8.68% | -10.45% | -9.02% | -15.44% | … | … |
Data as of 10/19/2018, Common starting date is 12/21/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVU (SUPERVALU INC) | 12/21/1992 | 10/19/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | 106.94 | -13.53 | -8.68 | -10.45 | -9.02 | -15.44 | … | … | 50.42 | -33.92 | -31.12 | -30.10 | 33.06 | 195.14 | -68.61 | -11.99 | -21.85 | -9.00 | -59.72 | 6.65 | 12.44 | -4.11 | 23.23 | -75.04 | -25.10 | 60.09 | -30.29 | -28.33 | -32.81 | 47.58 | -9.92 | 29.23 | -32.76 | 16.47 | -4.60 |
| Sharpe Ratio | NA | 1.61 | -0.25 | -0.19 | -0.19 | NA | NA | … | … | 0.92 | -0.70 | -0.56 | -0.81 | 1.03 | 3.99 | -0.68 | -0.23 | -0.57 | -0.19 | -1.05 | 0.13 | 0.42 | -0.32 | 1.14 | -0.39 | -0.64 | 1.57 | -0.70 | -0.92 | -0.30 | 1.92 | -0.92 | 1.63 | -1.69 | 0.59 | -4.82 |
| Standard Deviation(%) | NA | 65.59 | 57.46 | 49.64 | 57.12 | NA | NA | … | … | 70.36 | 49.84 | 55.73 | 37.24 | 32.03 | 48.91 | 101.56 | 52.90 | 38.71 | 48.44 | 57.53 | 27.86 | 21.34 | 19.63 | 19.59 | 196.20 | 41.23 | 37.36 | 49.06 | 34.61 | 120.77 | 22.74 | 14.70 | 15.48 | 21.16 | 24.15 | 17.47 |
| Draw Down(%) | NA | 37.59 | 72.80 | 83.52 | 89.95 | NA | NA | … | … | 37.59 | 57.03 | 40.44 | 47.82 | 24.28 | 26.31 | 78.89 | 42.61 | 51.10 | 36.96 | 75.51 | 28.76 | 22.80 | 16.23 | 19.34 | 86.32 | 50.41 | 16.87 | 47.60 | 40.45 | 59.39 | 16.46 | 16.15 | 6.67 | 44.86 | 14.95 | 4.60 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.05 | 1.32 | 0.22 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.07 | 3.64 | 2.70 | 4.67 | 1.98 | 1.88 | 2.00 | 1.87 | 2.11 | 0.49 | 0.37 | 0.59 | 0.40 | 0.28 | 0.53 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/19/2018, Common starting date is 12/21/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVU (SUPERVALU INC) |
-46.18%
Apr 2002 – Apr 2005 |
-41.56%
Aug 2007 – Aug 2012 |
-31.90%
Aug 2002 – Aug 2012 |
-25.85%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVU (SUPERVALU INC) |
55.12%
Jul 2012 – Jul 2015 |
8.14%
Feb 1993 – Feb 1998 |
-3.83%
Aug 1993 – Aug 2003 |
-8.78%
Sep 2003 – Sep 2018 |
Annualized Rolling Returns Comparison Chart