Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
WGL (WGL Holdings Inc) | NA | 8.91% | 20.98% | 19.36% | 14.34% | 12.56% | 10.37% | 10.25% |
Data as of 07/06/2018, AR inception is 03/17/1980
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
WGL (WGL Holdings Inc) | 03/17/1980 | 07/06/2018 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.01 | 8.91 | 20.98 | 19.36 | 14.34 | 12.56 | 10.37 | 10.25 | 4.63 | 15.35 | 24.71 | 20.07 | 42.25 | 6.35 | -7.87 | 29.95 | 11.28 | 7.42 | 4.29 | 4.84 | 13.29 | 1.70 | 16.08 | 21.94 | -13.61 | -0.02 | 16.07 | 1.85 | -12.73 | 36.74 | 10.37 | 22.39 | -18.79 | 6.80 | 11.96 | 16.95 | -6.35 | 27.27 | 10.61 | -13.11 | 15.08 | 21.77 | 18.55 | 22.17 | -20.70 | 47.13 | 15.23 |
Sharpe Ratio | NA | 1.16 | 1.21 | 1.07 | 0.64 | NA | NA | 0.32 | 0.99 | 1.67 | 1.09 | 0.89 | 2.41 | 0.32 | -0.57 | 1.22 | 0.62 | 0.34 | 0.08 | 0.08 | 0.69 | -0.03 | 0.96 | 1.22 | -0.53 | -0.12 | 0.45 | -0.05 | -0.67 | 1.42 | 0.28 | 0.70 | -1.22 | 0.31 | 0.72 | 0.95 | -0.66 | 1.44 | 0.37 | -0.54 | 0.46 | 0.74 | 0.67 | 0.93 | -0.97 | 0.73 | 0.51 |
Standard Deviation(%) | NA | 6.84 | 16.94 | 18.20 | 21.92 | NA | NA | 22.70 | 8.17 | 8.87 | 22.44 | 22.42 | 17.49 | 19.81 | 13.92 | 24.45 | 18.17 | 21.58 | 41.10 | 22.91 | 14.48 | 16.16 | 15.79 | 17.41 | 27.49 | 20.67 | 26.46 | 25.73 | 23.82 | 23.33 | 24.76 | 26.41 | 17.84 | 15.05 | 13.26 | 13.80 | 17.58 | 14.93 | 16.04 | 31.46 | 23.44 | 22.46 | 17.53 | 17.13 | 28.91 | 50.48 | 23.31 |
Draw Down(%) | NA | 5.49 | 18.19 | 21.72 | 28.44 | NA | NA | 42.51 | 5.49 | 3.09 | 18.19 | 12.45 | 10.48 | 17.55 | 13.54 | 12.23 | 12.31 | 17.27 | 29.45 | 14.68 | 11.87 | 13.11 | 10.60 | 10.36 | 28.42 | 12.89 | 16.76 | 19.91 | 24.24 | 8.60 | 13.33 | 12.27 | 22.69 | 18.68 | 9.42 | 6.75 | 16.80 | 6.86 | 9.48 | 30.40 | 16.67 | 16.85 | 8.17 | 7.94 | 25.00 | 33.96 | 26.92 |
Yield(%) | 0.00 | 2.47 | 3.61 | 4.57 | 5.20 | 5.91 | 5.40 | 16.10 | 1.19 | 2.66 | 3.11 | 4.15 | 4.39 | 4.14 | 3.58 | 5.30 | 4.44 | 4.45 | 4.32 | 4.16 | 4.40 | 4.35 | 4.62 | 5.29 | 4.34 | 4.30 | 4.70 | 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 07/06/2018, AR inception is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
WGL (WGL Holdings Inc) |
-8.70%
Feb 1981 - Feb 1984 |
-2.28%
Dec 1997 - Dec 2002 |
3.32%
Jul 1993 - Jul 2003 |
4.72%
Jun 1986 - Jun 2001 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
WGL (WGL Holdings Inc) |
34.38%
Jul 2014 - Jul 2017 |
21.18%
Dec 2012 - Dec 2017 |
15.64%
Jul 2007 - Jul 2017 |
13.73%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart