Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGO-PF (Assured Guaranty Municipal Holdings Inc. NT 5.60% 2103) | NA | 3.98% | 5.79% | 5.37% | 9.03% | 7.59% | NA | … | … |
Data as of 09/24/2021, Common starting date is 07/21/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGO-PF (Assured Guaranty Municipal Holdings Inc. NT 5.60% 2103) | 07/21/2003 | 09/24/2021 |
| 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | |
|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.98 | 5.79 | 5.37 | 9.03 | 7.59 | NA | … | … |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | … | … |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | … | … |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | … | … |
| Yield(%) | 5.46 | 5.56 | 5.45 | 7.37 | 5.79 | 4.82 | … | … |
Data as of 09/24/2021, Common starting date is 07/21/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGO-PF (Assured Guaranty Municipal Holdings Inc. NT 5.60% 2103) |
-35.53%
Sep 2005 – Sep 2008 |
-21.05%
Sep 2003 – Sep 2008 |
6.29%
Jan 2004 – Jan 2014 |
6.99%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGO-PF (Assured Guaranty Municipal Holdings Inc. NT 5.60% 2103) |
81.02%
Feb 2009 – Feb 2012 |
44.08%
Feb 2009 – Feb 2014 |
25.70%
Feb 2009 – Feb 2019 |
8.33%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison Chart