Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AEL (American Equity Investment Life Holding Co) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/13/2024, Common starting date is 12/04/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AEL (American Equity Investment Life Holding Co) | 12/04/2003 | 05/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 22.31 | 18.30 | 42.04 | -6.53 | 8.21 | -8.32 | 37.48 | -5.16 | -17.00 | 11.46 | 117.70 | 18.92 | -16.23 | 70.18 | 7.39 | -14.56 | -35.95 | 0.23 | 21.58 | 8.24 | 10.29 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.56 | 0.36 | 1.31 | -0.07 | 0.21 | -0.30 | 1.41 | -0.10 | -0.58 | 0.48 | 6.59 | 0.81 | -0.41 | 1.80 | 0.10 | -0.16 | -1.25 | -0.13 | 0.83 | 0.23 | 11.61 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 32.59 | 47.28 | 32.11 | 97.87 | 32.74 | 32.72 | 26.20 | 51.39 | 29.60 | 24.00 | 17.85 | 23.37 | 39.64 | 38.96 | 72.99 | 98.63 | 31.25 | 24.15 | 23.35 | 31.79 | 25.25 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 30.88 | 24.54 | 18.33 | 65.48 | 37.06 | 30.94 | 18.61 | 46.69 | 23.29 | 22.55 | 5.72 | 22.39 | 41.01 | 22.48 | 57.79 | 66.03 | 41.71 | 29.50 | 20.64 | 30.50 | 4.35 |
| Yield(%) | NA | 0.98 | 1.17 | 1.17 | 1.29 | 3.77 | 1.65 | … | … | 0.69 | 0.00 | 0.90 | 1.27 | 1.07 | 1.07 | 0.91 | 1.16 | 1.03 | 0.76 | 0.78 | 1.42 | 1.41 | 0.93 | 1.31 | 1.13 | 0.84 | 0.46 | 0.38 | 0.38 | 0.20 | 0.11 |
Data as of 05/13/2024, Common starting date is 12/04/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEL (American Equity Investment Life Holding Co) |
-33.56%
Feb 2006 – Feb 2009 |
-20.12%
Feb 2004 – Feb 2009 |
1.04%
Feb 2006 – Feb 2016 |
3.49%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEL (American Equity Investment Life Holding Co) |
48.08%
Feb 2009 – Feb 2012 |
43.04%
Feb 2009 – Feb 2014 |
24.64%
Feb 2009 – Feb 2019 |
20.57%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart