Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WYN (Wyndham Worldwide Corporation) | NA | -51.83% | -15.26% | -1.60% | 10.97% | NA | NA | 5.65% |
Data as of 06/01/2018, AR inception is 07/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WYN (Wyndham Worldwide Corporation) | 07/19/2006 | 06/01/2018 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -54.87 | -51.83 | -15.26 | -1.60 | 10.97 | NA | NA | 5.65 | -57.72 | 53.88 | 8.09 | -13.52 | 18.51 | 41.05 | 43.33 | 28.67 | 51.49 | 213.94 | -71.74 | -26.22 | -1.48 |
| Sharpe Ratio | NA | -0.64 | -0.30 | -0.04 | 0.19 | NA | NA | 0.09 | -0.70 | 2.89 | 0.29 | -0.59 | 0.95 | 1.95 | 1.89 | 0.70 | 1.39 | 2.31 | -0.75 | -0.91 | -0.20 |
| Standard Deviation(%) | NA | 82.90 | 51.92 | 42.22 | 54.64 | NA | NA | 52.17 | 126.78 | 18.51 | 27.02 | 22.83 | 19.45 | 21.07 | 23.12 | 40.63 | 36.86 | 92.38 | 97.12 | 32.36 | 33.49 |
| Draw Down(%) | NA | 61.53 | 61.53 | 61.53 | 86.35 | NA | NA | 92.23 | 61.53 | 8.70 | 20.49 | 24.29 | 12.82 | 15.55 | 11.17 | 28.31 | 26.69 | 66.09 | 87.98 | 38.94 | 24.24 |
| Yield(%) | 0.00 | 1.77 | 2.29 | 2.98 | 5.49 | 2.38 | 1.79 | 3.25 | 0.56 | 3.05 | 2.82 | 1.97 | 1.90 | 2.10 | 2.46 | 1.96 | 2.37 | 2.12 | 0.68 | 0.25 | 0.00 |
Data as of 06/01/2018, AR inception is 07/19/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WYN (Wyndham Worldwide Corporation) |
-18.73%
Aug 2006 - Aug 2009 |
1.85%
Sep 2006 - Sep 2011 |
10.26%
Oct 2006 - Oct 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WYN (Wyndham Worldwide Corporation) |
132.01%
Feb 2009 - Feb 2012 |
84.67%
Feb 2009 - Feb 2014 |
21.01%
Mar 2008 - Mar 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart