Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WBC (WABCO Holdings Inc) | NA | 4.57% | 3.38% | 1.14% | 16.18% | NA | NA | … | … |
Data as of 05/29/2020, Common starting date is 08/01/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WBC (WABCO Holdings Inc) | 08/01/2007 | 05/29/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.07 | 4.57 | 3.38 | 1.14 | 16.18 | NA | NA | … | … | 0.71 | 26.02 | -26.67 | 35.19 | 3.80 | -2.41 | 12.17 | 43.29 | 50.21 | -28.77 | 136.25 | 64.58 | -68.18 | 4.52 |
| Sharpe Ratio | NA | 0.37 | 0.12 | 0.02 | 0.53 | NA | NA | … | … | 0.08 | 1.32 | -1.08 | 1.98 | 0.12 | -0.09 | 0.56 | 2.05 | 1.56 | -0.55 | 3.56 | 1.13 | -1.21 | 0.32 |
| Standard Deviation(%) | NA | 9.81 | 20.71 | 23.58 | 29.29 | NA | NA | … | … | 15.08 | 18.83 | 25.98 | 17.50 | 30.52 | 26.89 | 21.84 | 21.11 | 32.51 | 52.57 | 38.23 | 56.94 | 56.83 | 27.04 |
| Draw Down(%) | NA | 9.94 | 38.85 | 38.85 | 52.26 | NA | NA | … | … | 9.94 | 10.79 | 38.85 | 9.49 | 23.62 | 27.48 | 22.65 | 9.64 | 23.70 | 52.26 | 19.83 | 55.15 | 78.54 | 10.35 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.07 | 0.05 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.40 | 0.57 | 0.29 |
Data as of 05/29/2020, Common starting date is 08/01/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WBC (WABCO Holdings Inc) |
-2.96%
Sep 2007 – Sep 2010 |
1.14%
Apr 2015 – Apr 2020 |
8.69%
May 2008 – May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WBC (WABCO Holdings Inc) |
80.94%
Feb 2009 – Feb 2012 |
59.12%
Feb 2009 – Feb 2014 |
29.65%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart