Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VIAB (Viacom Inc) | NA | -19.31% | -10.88% | -18.12% | 0.05% | NA | NA | -2.73% |
Data as of 12/04/2019, AR inception is 12/05/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VIAB (Viacom Inc) | 12/05/2005 | 12/04/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | -19.31 | -10.88 | -18.12 | 0.05 | NA | NA | -2.73 | -3.72 | -14.33 | -10.96 | -12.02 | -43.68 | -12.47 | 68.33 | 18.68 | 16.97 | 34.95 | 55.98 | -56.60 | 7.04 | -0.29 | -3.86 |
| Sharpe Ratio | NA | -0.72 | -0.37 | -0.53 | -0.01 | NA | NA | -0.10 | -0.19 | -0.47 | -0.34 | -0.27 | -1.29 | -0.64 | 3.42 | 0.91 | 0.48 | 1.35 | 1.24 | -0.94 | 0.17 | -0.16 | -1.71 |
| Standard Deviation(%) | NA | 28.80 | 32.59 | 35.43 | 30.67 | NA | NA | 34.12 | 28.83 | 33.21 | 34.53 | 45.18 | 33.83 | 19.39 | 19.95 | 20.58 | 35.62 | 25.74 | 45.12 | 61.06 | 24.01 | 22.29 | 26.38 |
| Draw Down(%) | NA | 32.58 | 51.76 | 68.94 | 72.60 | NA | NA | 73.37 | 32.58 | 24.59 | 49.94 | 31.86 | 48.86 | 22.50 | 6.70 | 15.27 | 29.51 | 15.60 | 34.88 | 72.77 | 17.52 | 24.08 | 11.02 |
| Yield(%) | 0.00 | 2.59 | 2.18 | 1.41 | 3.31 | 1.53 | 1.15 | 1.76 | 2.24 | 2.56 | 2.23 | 2.94 | 2.03 | 1.48 | 2.10 | 2.34 | 2.26 | 1.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/04/2019, AR inception is 12/05/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIAB (Viacom Inc) |
-29.16%
Oct 2014 - Oct 2017 |
-19.85%
Dec 2013 - Dec 2018 |
-3.79%
Oct 2007 - Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIAB (Viacom Inc) |
48.82%
Jan 2009 - Jan 2012 |
43.66%
Feb 2009 - Feb 2014 |
9.18%
Jan 2009 - Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart