Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALPVN (Alabama Power Company) | NA | 5.60% | 3.63% | 2.12% | 1.84% | 1.85% | 2.47% | … | … |
Data as of 06/16/2022, Common starting date is 02/24/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALPVN (Alabama Power Company) | 02/24/1999 | 06/16/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.89 | 5.60 | 3.63 | 2.12 | 1.84 | 1.85 | 2.47 | … | … | 4.04 | -4.00 | 3.37 | 5.05 | 1.80 | -1.38 | -0.38 | 2.05 | 2.21 | -1.16 | 1.60 | 11.18 | 21.43 | -5.41 | -21.07 | 13.98 | -2.08 | 12.00 | -16.44 | 32.98 | 10.84 | -1.97 | -15.19 | -9.57 |
| Sharpe Ratio | NA | 0.31 | 0.20 | 0.10 | 0.09 | NA | NA | … | … | 0.41 | -0.42 | 0.17 | 0.43 | 0.07 | -0.15 | -0.06 | 0.19 | 0.12 | -0.09 | 0.13 | 0.19 | 0.96 | -0.13 | -0.74 | 0.41 | -0.16 | 0.30 | -0.25 | 1.19 | 0.41 | -0.19 | -0.76 | -0.74 |
| Standard Deviation(%) | NA | 17.33 | 16.35 | 13.52 | 13.37 | NA | NA | … | … | 20.99 | 14.47 | 18.01 | 8.52 | 7.44 | 13.39 | 9.53 | 10.39 | 17.98 | 13.21 | 11.99 | 59.34 | 22.26 | 41.21 | 29.61 | 26.70 | 33.99 | 32.30 | 70.55 | 27.18 | 23.55 | 23.48 | 25.27 | 19.36 |
| Draw Down(%) | NA | 8.45 | 14.95 | 14.95 | 14.95 | NA | NA | … | … | 8.14 | 7.62 | 14.95 | 2.98 | 4.30 | 4.90 | 3.53 | 5.03 | 6.31 | 9.00 | 4.90 | 34.78 | 8.54 | 14.75 | 26.40 | 13.68 | 14.67 | 14.61 | 34.05 | 11.18 | 13.67 | 12.56 | 16.72 | 14.37 |
| Yield(%) | 1.09 | 4.42 | 4.61 | 4.60 | 4.97 | 5.45 | 6.75 | … | … | 2.23 | 4.28 | 4.42 | 4.65 | 4.74 | 4.66 | 4.65 | 4.74 | 4.85 | 4.79 | 4.87 | 5.41 | 6.57 | 6.22 | 4.91 | 5.59 | 5.48 | 6.13 | 5.12 | 6.81 | 7.55 | 5.55 | 6.28 | 5.68 |
Data as of 06/16/2022, Common starting date is 02/24/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALPVN (Alabama Power Company) |
-10.28%
Sep 2006 – Sep 2009 |
-4.50%
Mar 2004 – Mar 2009 |
-2.06%
Jun 1999 – Jun 2009 |
0.39%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALPVN (Alabama Power Company) |
13.88%
Sep 2009 – Sep 2012 |
8.64%
Jul 2001 – Jul 2006 |
4.55%
Jan 2002 – Jan 2012 |
3.68%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart