Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UN (Unilever PLC) | NA | 2.80% | 1.56% | 6.27% | 7.65% | 6.85% | 5.89% | … | … |
Data as of 11/27/2020, Common starting date is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UN (Unilever PLC) | 03/17/1980 | 11/27/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.61 | 2.80 | 1.56 | 6.27 | 7.65 | 6.85 | 5.89 | … | … | 5.29 | 6.80 | -4.47 | 37.17 | -5.22 | 10.96 | -2.96 | 5.04 | 11.43 | 9.46 | -2.88 | 31.69 | -32.67 | 33.80 | 19.08 | 2.91 | 2.79 | 5.17 | 7.12 | -8.46 | 15.61 | -34.36 | 32.83 | 42.51 | 24.51 | 20.82 | 0.87 | 10.79 | -1.88 | 17.40 | 6.78 | 45.49 | 2.19 | 19.81 | 61.54 | 67.33 | 7.32 | 11.95 | 23.11 | 2.37 | 10.71 |
| Sharpe Ratio | NA | 0.08 | 0.02 | 0.25 | 0.34 | NA | NA | … | … | 0.17 | -1.04 | -1.46 | 0.82 | -1.96 | -0.36 | -1.36 | -0.86 | -0.40 | -0.40 | -0.88 | 0.43 | -1.27 | 0.56 | -0.21 | -1.27 | -0.93 | -0.53 | -0.50 | -1.29 | -1.36 | -0.29 | 1.78 | -0.15 | 1.76 | -3.01 | 0.16 | 0.69 | -0.12 | 0.94 | 0.37 | 2.94 | 0.08 | 0.31 | 3.07 | 3.95 | 0.39 | 0.67 | 0.98 | 0.09 | 0.71 |
| Standard Deviation(%) | NA | 32.18 | 22.68 | 22.16 | 20.56 | NA | NA | … | … | 32.61 | 15.81 | 17.82 | 22.07 | 20.02 | 21.19 | 15.81 | 15.61 | 18.12 | 22.71 | 24.35 | 30.40 | 40.97 | 21.27 | 15.64 | 14.28 | 18.15 | 26.58 | 25.10 | 23.39 | 39.00 | 32.49 | 37.07 | 27.74 | 15.00 | 13.70 | 16.27 | 15.63 | 15.64 | 18.52 | 18.49 | 15.47 | 28.21 | 63.66 | 19.96 | 17.05 | 18.89 | 17.65 | 23.36 | 25.57 | 19.14 |
| Draw Down(%) | NA | 30.19 | 32.68 | 32.68 | 32.68 | NA | NA | … | … | 28.59 | 11.11 | 11.24 | 9.20 | 19.26 | 17.37 | 16.18 | 12.88 | 12.03 | 11.24 | 20.68 | 32.27 | 41.92 | 13.07 | 14.90 | 7.67 | 23.62 | 15.83 | 25.11 | 22.15 | 32.70 | 43.70 | 29.69 | 16.02 | 11.00 | 11.22 | 16.39 | 18.92 | 13.43 | 18.46 | 15.60 | 7.87 | 19.04 | 46.67 | 10.43 | 8.60 | 14.20 | 18.47 | 18.50 | 18.55 | 12.74 |
| 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 | 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 | 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 11/27/2020, Common starting date is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UN (Unilever PLC) |
-11.60%
Oct 1998 – Oct 2001 |
-7.31%
Jun 1998 – Jun 2003 |
-2.31%
Feb 1999 – Feb 2009 |
2.53%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UN (Unilever PLC) |
64.50%
Jul 1984 – Jul 1987 |
44.16%
Jun 1982 – Jun 1987 |
26.11%
Jun 1982 – Jun 1992 |
23.24%
May 1983 – May 1998 |
Annualized Rolling Returns Comparison Chart