Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AKS (AK Steel Holding Corporation) | NA | -45.61% | -41.87% | -17.27% | -23.33% | -12.81% | -7.91% | … | … |
Data as of 03/13/2020, Common starting date is 03/30/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AKS (AK Steel Holding Corporation) | 03/30/1994 | 03/13/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -25.48 | -45.61 | -41.87 | -17.27 | -23.33 | -12.81 | -7.91 | … | … | -52.89 | 43.56 | -60.27 | -44.56 | 355.80 | -62.29 | -27.56 | 78.26 | -43.59 | -48.63 | -22.32 | 132.62 | -79.66 | 173.61 | 112.58 | -45.06 | 183.73 | -36.25 | -29.70 | 31.56 | -51.31 | -17.73 | 36.53 | -9.09 | 17.67 | 11.91 | 30.85 |
| Sharpe Ratio | NA | -0.76 | -0.74 | -0.28 | -0.39 | NA | NA | … | … | -1.60 | 0.71 | -1.13 | -0.78 | 4.82 | -0.89 | -0.47 | 1.66 | -0.74 | -0.72 | -0.44 | 1.49 | -0.70 | 3.47 | 1.92 | -0.78 | 2.83 | -0.51 | -0.63 | 0.54 | -0.92 | -0.46 | 0.79 | -2.65 | 0.62 | 0.23 | 1.02 |
| Standard Deviation(%) | NA | 61.31 | 57.92 | 63.65 | 60.79 | NA | NA | … | … | 61.76 | 59.84 | 54.59 | 58.45 | 73.21 | 70.30 | 59.14 | 47.01 | 59.22 | 68.01 | 51.28 | 88.69 | 114.18 | 49.47 | 57.10 | 60.65 | 64.52 | 72.90 | 48.69 | 54.89 | 60.00 | 45.77 | 41.84 | 24.16 | 22.77 | 34.52 | 39.06 |
| Draw Down(%) | NA | 55.97 | 81.46 | 86.05 | 93.54 | NA | NA | … | … | 52.89 | 46.42 | 67.54 | 62.74 | 39.40 | 65.83 | 53.53 | 42.45 | 63.98 | 66.94 | 55.05 | 57.84 | 92.79 | 26.02 | 29.02 | 64.88 | 39.97 | 77.34 | 55.24 | 46.21 | 59.95 | 48.86 | 35.75 | 31.05 | 18.18 | 32.81 | 21.97 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.20 | 0.46 | 0.77 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.17 | 1.20 | 0.88 | 1.96 | 0.45 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.44 | 2.81 | 2.11 | 2.81 | 1.86 | 1.88 | 0.49 | 0.00 |
Data as of 03/13/2020, Common starting date is 03/30/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AKS (AK Steel Holding Corporation) |
-46.76%
Mar 2010 – Mar 2013 |
-45.73%
Jun 2008 – Jun 2013 |
-23.66%
Jun 2008 – Jun 2018 |
-12.25%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AKS (AK Steel Holding Corporation) |
120.93%
Jun 2005 – Jun 2008 |
92.61%
Jul 2003 – Jul 2008 |
15.91%
Jul 1998 – Jul 2008 |
6.64%
Sep 2003 – Sep 2018 |
Annualized Rolling Returns Comparison Chart