Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 09/30/2021.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| WPG (Washington Prime Group Inc) | -48.77% | NA | -86.15% | -73.83% | -58.02% | NA | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WPG (Washington Prime Group Inc) | 05/15/2014 | 09/30/2021 |
The return data shown below all have the same latest date: 09/30/2021.
AR inception is since 05/15/2014.
AR inception is since 05/15/2014.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -19.80 | -86.15 | -73.83 | -58.02 | NA | NA | NA | -48.77 | -87.56 | -79.06 | -18.96 | -31.74 | -31.60 | -1.89 | -38.39 | -17.49 |
| Sharpe Ratio | NA | -0.46 | -0.57 | -0.56 | NA | NA | NA | -0.54 | -0.45 | -0.61 | -0.46 | -0.79 | -0.96 | -0.06 | -1.46 | -1.25 |
| Standard Deviation(%) | NA | 188.30 | 131.54 | 104.26 | NA | NA | NA | 87.34 | 209.18 | 129.19 | 44.74 | 41.90 | 33.73 | 35.36 | 26.33 | 20.95 |
| Draw Down(%) | NA | 94.56 | 98.28 | 98.70 | NA | NA | NA | 99.09 | 94.56 | 84.27 | 39.91 | 43.82 | 38.43 | 32.39 | 45.49 | 23.80 |
| Yield(%) | 0.00 | 0.00 | 6.56 | 5.45 | 2.76 | 1.84 | 1.38 | 3.95 | 0.00 | 3.67 | 19.84 | 13.68 | 9.52 | 9.61 | 6.54 | 2.40 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WPG (Washington Prime Group Inc) |
-69.00%
Aug 2018 - Aug 2021 |
-53.39%
Aug 2016 - Aug 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WPG (Washington Prime Group Inc) |
-1.34%
Feb 2016 - Feb 2019 |
-13.69%
Nov 2014 - Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart