Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZBK (Zions Bancorporation SUB NT FX/FLT 28) | NA | 17.93% | 8.75% | 7.28% | NA | NA | NA | … | … |
Data as of 12/31/2019, Common starting date is 09/20/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZBK (Zions Bancorporation SUB NT FX/FLT 28) | 09/20/2013 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.13 | 17.93 | 8.75 | 7.28 | NA | NA | NA | … | … | 14.44 | -8.33 | 8.14 | -3.06 | 5.00 | 2.13 | 7.28 |
| Sharpe Ratio | NA | 0.93 | 0.45 | 0.39 | NA | NA | NA | … | … | 0.93 | -0.52 | 0.47 | -0.19 | 0.61 | 0.26 | 3.33 |
| Standard Deviation(%) | NA | 14.05 | 16.26 | 15.19 | NA | NA | NA | … | … | 14.05 | 18.53 | 16.07 | 17.32 | 8.21 | 8.22 | 8.64 |
| Draw Down(%) | NA | 5.38 | 8.54 | 12.52 | NA | NA | NA | … | … | 5.38 | 9.02 | 7.42 | 14.97 | 3.05 | 4.47 | 1.84 |
| Yield(%) | 0.00 | 6.28 | 6.08 | 5.07 | 3.64 | 2.43 | 1.82 | … | … | 6.13 | 5.77 | 6.08 | 6.03 | 0.00 | 6.46 | 1.72 |
Data as of 12/31/2019, Common starting date is 09/20/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZBK (Zions Bancorporation SUB NT FX/FLT 28) |
3.62%
May 2016 – May 2019 |
5.58%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZBK (Zions Bancorporation SUB NT FX/FLT 28) |
9.18%
Oct 2013 – Oct 2016 |
7.57%
Mar 2014 – Mar 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart