Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| APRDM (Alabama Power Company) | NA | 1.99% | 5.80% | 6.32% | 4.97% | 4.60% | 4.25% | … | … |
Data as of 06/16/2022, Common starting date is 03/04/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| APRDM (Alabama Power Company) | 03/04/1999 | 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 (%) | 1.20 | 1.99 | 5.80 | 6.32 | 4.97 | 4.60 | 4.25 | … | … | -2.99 | -0.07 | 1.37 | 4.52 | 1.57 | 0.78 | -2.77 | 2.02 | 4.21 | -7.32 | 8.12 | 5.33 | 11.46 | 3.19 | -8.48 | -4.47 | 4.68 | 2.40 | 15.89 | 2.47 | 1.17 | -1.77 | -6.91 | -14.85 |
| Sharpe Ratio | NA | 0.11 | 0.29 | 0.33 | 0.29 | NA | NA | … | … | -0.38 | 0.00 | 0.08 | 0.28 | 0.02 | 0.01 | -0.29 | 0.16 | 0.22 | -0.41 | 0.69 | 0.22 | 0.33 | 0.09 | -0.49 | -0.37 | 0.09 | 0.01 | 0.29 | 0.05 | 0.00 | -0.22 | -0.54 | -1.29 |
| Standard Deviation(%) | NA | 15.75 | 19.06 | 16.88 | 15.87 | NA | NA | … | … | 18.05 | 30.73 | 13.74 | 11.04 | 12.26 | 13.40 | 10.33 | 12.76 | 18.76 | 17.90 | 11.85 | 24.14 | 33.99 | 36.46 | 18.94 | 20.19 | 16.54 | 24.81 | 51.26 | 38.12 | 19.49 | 18.86 | 20.27 | 16.08 |
| Draw Down(%) | NA | 8.95 | 9.69 | 9.69 | 12.14 | NA | NA | … | … | 8.95 | 9.69 | 6.65 | 5.63 | 6.28 | 7.50 | 5.58 | 5.37 | 9.75 | 14.15 | 4.90 | 6.67 | 18.48 | 23.46 | 13.95 | 8.72 | 6.70 | 15.58 | 25.46 | 22.53 | 11.82 | 12.68 | 17.43 | 16.48 |
| Yield(%) | 1.18 | 4.55 | 4.82 | 5.02 | 4.51 | 3.63 | 3.19 | … | … | 2.22 | 4.62 | 4.68 | 4.89 | 4.97 | 5.01 | 4.87 | 4.95 | 5.18 | 3.60 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/16/2022, Common starting date is 03/04/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| APRDM (Alabama Power Company) |
-11.02%
Mar 2006 – Mar 2009 |
-7.18%
Mar 2004 – Mar 2009 |
-2.68%
Jul 1999 – Jul 2009 |
0.85%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| APRDM (Alabama Power Company) |
16.59%
Mar 2009 – Mar 2012 |
8.90%
Mar 2009 – Mar 2014 |
8.08%
Mar 2009 – Mar 2019 |
5.14%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison Chart