Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWM (SCHWEITZER MAUDUIT INTERNATIONAL) | NA | -32.39% | -6.45% | -3.96% | 1.25% | 9.23% | 7.17% | … | … |
Data as of 09/06/2022, Common starting date is 11/09/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWM (SCHWEITZER MAUDUIT INTERNATIONAL) | 11/09/1995 | 09/06/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.65 | -32.39 | -6.45 | -3.96 | 1.25 | 9.23 | 7.17 | … | … | -17.87 | -21.21 | 1.04 | 67.62 | -44.78 | -0.37 | 8.43 | -0.73 | -17.82 | 31.87 | 17.45 | 5.63 | -10.56 | 251.40 | -22.73 | -0.54 | 5.13 | -27.01 | 14.00 | 21.55 | 3.16 | 24.02 | 42.51 | -12.96 | -58.56 | 17.79 | 36.76 | -8.87 |
| Sharpe Ratio | NA | -0.06 | -0.02 | -0.02 | 0.00 | NA | NA | … | … | -0.04 | -0.58 | 0.01 | 1.24 | -2.67 | -0.88 | -0.82 | -0.82 | -1.47 | 0.48 | -0.05 | -0.33 | -0.51 | 3.98 | -0.67 | -0.46 | -0.50 | -1.75 | -0.22 | 0.09 | -0.53 | 0.08 | -0.71 | 0.32 | -0.46 | -1.07 | 1.45 | -3.02 |
| Standard Deviation(%) | NA | 584.27 | 339.18 | 263.37 | 187.12 | NA | NA | … | … | 711.44 | 36.90 | 55.88 | 35.72 | 24.85 | 22.48 | 31.33 | 23.36 | 24.67 | 27.84 | 22.48 | 39.50 | 56.78 | 58.45 | 63.03 | 49.65 | 34.55 | 27.42 | 25.67 | 24.98 | 31.13 | 37.71 | 37.06 | 38.20 | 54.77 | 26.84 | 26.54 | 42.17 |
| Draw Down(%) | NA | 98.82 | 99.09 | 99.09 | 99.09 | NA | NA | … | … | 98.64 | 40.75 | 49.35 | 26.64 | 47.81 | 22.18 | 30.33 | 29.48 | 27.26 | 22.59 | 14.06 | 28.31 | 47.95 | 40.98 | 48.29 | 35.56 | 39.86 | 40.51 | 17.49 | 17.89 | 30.34 | 28.62 | 26.54 | 32.50 | 66.01 | 25.42 | 13.43 | 19.70 |
| Yield(%) | 0.00 | 4.61 | 5.54 | 4.87 | 5.13 | 11.36 | 8.71 | … | … | 4.14 | 4.46 | 4.27 | 8.55 | 3.76 | 4.59 | 3.95 | 3.67 | 2.90 | 3.15 | 1.34 | 0.92 | 0.84 | 2.93 | 2.30 | 2.31 | 2.46 | 1.81 | 1.96 | 2.45 | 2.51 | 3.14 | 4.66 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/06/2022, Common starting date is 11/09/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWM (SCHWEITZER MAUDUIT INTERNATIONAL) |
-75.23%
Jun 2019 – Jun 2022 |
-56.91%
Jun 2017 – Jun 2022 |
-32.54%
Jun 2012 – Jun 2022 |
-18.44%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWM (SCHWEITZER MAUDUIT INTERNATIONAL) |
68.42%
Feb 2009 – Feb 2012 |
51.82%
Oct 2008 – Oct 2013 |
21.37%
Jun 2008 – Jun 2018 |
17.60%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart