Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AHL (Aspen Insurance Holdings Ltd) | NA | 7.50% | 1.54% | 12.87% | NA | NA | NA | … | … |
Data as of 08/20/2021, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AHL (Aspen Insurance Holdings Ltd) | 06/18/2012 | 08/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 7.50 | 1.54 | 12.87 | NA | NA | NA | … | … | 0.55 | 1.23 | 2.14 | 5.38 | 67.22 | 0.00 | -33.33 | 8.26 | 38.71 | 5.76 | -5.35 | 14.90 | 7.55 | -13.87 | 11.96 | 14.24 | -1.25 | -0.69 | 1.18 |
| Sharpe Ratio | NA | 0.33 | 0.06 | 0.47 | 0.35 | NA | NA | … | … | 0.05 | 0.05 | -4.83 | -2.67 | 0.94 | 0.00 | -1.01 | -0.67 | 0.91 | -0.66 | -0.21 | 0.67 | 0.18 | -0.24 | 0.39 | 0.62 | -0.12 | -0.08 | 0.91 |
| Standard Deviation(%) | NA | 22.82 | 14.64 | 25.81 | 23.24 | NA | NA | … | … | 18.71 | 20.20 | 4.37 | 6.06 | 51.35 | 20.41 | 51.37 | 15.38 | 22.17 | 9.42 | 26.15 | 22.01 | 42.00 | 60.61 | 22.73 | 17.69 | 28.62 | 19.28 | 20.27 |
| Draw Down(%) | NA | 14.37 | 15.34 | 15.34 | 100.00 | NA | NA | … | … | 10.98 | 15.34 | 1.68 | 1.58 | 1.64 | 0.00 | 43.75 | 13.79 | 13.24 | 4.12 | 26.72 | 16.68 | 25.72 | 50.91 | 20.64 | 14.05 | 25.90 | 18.59 | 4.45 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 4.18 | 6.11 | 4.07 | 3.05 | … | … | 0.00 | 0.00 | 0.00 | 4.78 | 10.44 | 9.67 | 6.15 | 6.26 | 7.90 | 4.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/20/2021, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AHL (Aspen Insurance Holdings Ltd) |
-12.49%
Oct 2013 – Oct 2016 |
0.40%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AHL (Aspen Insurance Holdings Ltd) |
22.04%
Feb 2017 – Feb 2020 |
15.02%
Mar 2013 – Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart