Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWJ (Stanley Black & Decker Inc. JR SUB DEB 52) | NA | 8.08% | 5.27% | 3.35% | NA | NA | NA | … | … |
Data as of 12/12/2019, Common starting date is 07/27/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWJ (Stanley Black & Decker Inc. JR SUB DEB 52) | 07/27/2012 | 12/12/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 8.08 | 5.27 | 3.35 | NA | NA | NA | … | … | 9.96 | -5.99 | 3.66 | -6.10 | 2.57 | 18.15 | -17.61 | 0.97 |
| Sharpe Ratio | NA | 0.94 | 0.67 | 0.38 | NA | NA | NA | … | … | 1.36 | -1.16 | 0.50 | -0.75 | 0.34 | 2.32 | -1.55 | 0.32 |
| Standard Deviation(%) | NA | 7.05 | 6.20 | 6.87 | NA | NA | NA | … | … | 6.67 | 6.33 | 6.08 | 8.33 | 7.53 | 7.83 | 11.41 | 7.00 |
| Draw Down(%) | NA | 3.91 | 7.24 | 10.14 | NA | NA | NA | … | … | 3.91 | 9.89 | 3.17 | 10.14 | 5.99 | 3.97 | 22.91 | 4.55 |
| Yield(%) | 0.00 | 4.40 | 3.93 | 2.90 | 2.74 | 1.82 | 1.37 | … | … | 2.98 | 5.73 | 2.92 | 2.78 | 0.00 | 6.67 | 5.50 | 2.21 |
Data as of 12/12/2019, Common starting date is 07/27/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWJ (Stanley Black & Decker Inc. JR SUB DEB 52) |
0.81%
Dec 2015 – Dec 2018 |
2.47%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWJ (Stanley Black & Decker Inc. JR SUB DEB 52) |
9.08%
Sep 2013 – Sep 2016 |
6.24%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart