Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Y (Alleghany Corporation) | NA | 27.50% | 5.14% | 9.30% | 9.75% | 5.56% | 8.87% | … | … |
Data as of 10/28/2022, Common starting date is 01/02/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Y (Alleghany Corporation) | 01/02/1980 | 10/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 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 (%) | 0.00 | 27.50 | 5.14 | 9.30 | 9.75 | 5.56 | 8.87 | … | … | 26.99 | 10.58 | -22.94 | 28.28 | 4.57 | -1.98 | 27.24 | 3.11 | 15.89 | 19.24 | 17.57 | -5.02 | 13.22 | -0.17 | -28.45 | 12.77 | 30.59 | 1.55 | 30.77 | 27.86 | -5.92 | -4.48 | 13.00 | 0.71 | -34.02 | 37.00 | 9.21 | 32.87 | 8.04 | 9.44 | 22.91 | 33.00 | -5.11 | 31.45 | -0.11 | 9.56 | -22.09 | 16.13 | 21.53 | 28.72 | 2.32 | 46.97 | 23.36 |
| Sharpe Ratio | NA | 0.94 | 0.13 | 0.27 | 0.37 | NA | NA | … | … | 1.12 | 0.49 | -0.44 | 0.29 | -0.82 | -1.37 | -0.40 | -0.94 | -0.18 | 0.04 | -0.06 | -0.88 | -0.27 | -0.44 | -0.76 | -0.43 | 0.58 | -1.02 | 0.60 | 0.53 | -2.25 | -1.72 | -2.77 | 1.37 | -0.01 | -0.65 | 1.16 | -2.39 | 0.64 | 0.54 | 1.53 | 2.51 | -0.35 | 1.76 | -0.01 | 0.18 | -0.42 | 0.87 | 0.91 | 0.73 | 0.10 | 1.43 | 0.51 |
| Standard Deviation(%) | NA | 28.24 | 36.39 | 30.71 | 24.62 | NA | NA | … | … | 29.11 | 21.74 | 52.49 | 17.42 | 20.79 | 15.60 | 17.26 | 16.34 | 14.38 | 16.19 | 16.85 | 26.83 | 19.84 | 42.96 | 62.85 | 21.40 | 14.37 | 19.13 | 18.59 | 16.21 | 11.41 | 15.20 | 20.07 | 18.79 | 51.81 | 15.01 | 9.68 | 12.20 | 15.12 | 17.40 | 14.84 | 13.11 | 14.42 | 17.85 | 12.39 | 51.87 | 52.24 | 18.48 | 23.61 | 38.96 | 23.81 | 32.69 | 45.88 |
| Draw Down(%) | NA | 14.91 | 45.06 | 45.06 | 45.06 | NA | NA | … | … | 13.66 | 15.38 | 45.06 | 6.91 | 11.48 | 20.27 | 7.21 | 9.73 | 9.09 | 7.82 | 8.41 | 18.22 | 9.46 | 25.39 | 54.88 | 12.78 | 10.16 | 11.80 | 15.10 | 12.35 | 10.00 | 18.32 | 18.62 | 9.42 | 54.10 | 7.25 | 5.32 | 3.94 | 6.62 | 10.75 | 9.09 | 7.43 | 17.22 | 12.86 | 8.70 | 44.64 | 42.22 | 12.21 | 15.77 | 29.23 | 31.52 | 18.52 | 37.07 |
| Yield(%) | 0.00 | 0.00 | 0.67 | 0.89 | 0.72 | 0.44 | 0.82 | … | … | 0.00 | 0.00 | 1.85 | 0.00 | 1.72 | 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 | 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 10/28/2022, Common starting date is 01/02/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Y (Alleghany Corporation) |
-16.55%
Apr 1998 – Apr 2001 |
-12.91%
Mar 1998 – Mar 2003 |
1.18%
Apr 1998 – Apr 2008 |
1.70%
May 1998 – May 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Y (Alleghany Corporation) |
45.17%
Mar 1980 – Mar 1983 |
32.86%
Mar 1980 – Mar 1985 |
19.27%
Feb 1988 – Feb 1998 |
16.60%
Mar 1980 – Mar 1995 |
Annualized Rolling Returns Comparison Chart