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Performance Comparison
Comparison Box

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