Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AUDA (Audacy Inc.) | NA | 86.67% | -64.39% | -45.55% | -29.05% | -6.88% | -21.03% | … | … |
Data as of 03/11/2024, Common starting date is 01/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AUDA (Audacy Inc.) | 01/29/1999 | 03/11/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 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 (%) | -3.45 | 86.67 | -64.39 | -45.55 | -29.05 | -6.88 | -21.03 | … | … | 27.27 | -4.35 | -91.05 | 4.05 | -46.32 | -15.41 | -44.56 | -26.57 | 38.53 | -7.65 | 15.70 | 50.57 | 13.50 | -46.89 | 63.79 | 474.80 | -90.41 | -47.88 | 0.59 | -17.33 | -32.23 | 12.87 | -6.16 | 45.19 | -48.02 | 115.45 |
| Sharpe Ratio | NA | 0.15 | -0.24 | -0.21 | -0.19 | NA | NA | … | … | 0.42 | -0.02 | -1.09 | 0.06 | -0.38 | -0.27 | -0.91 | -0.82 | 1.04 | -0.20 | 0.51 | 1.29 | 0.30 | -0.65 | 1.06 | 4.56 | -0.76 | -1.43 | -0.11 | -0.89 | -1.49 | 0.49 | -0.17 | 0.75 | -0.74 | 2.89 |
| Standard Deviation(%) | NA | 468.59 | 277.34 | 223.91 | 160.67 | NA | NA | … | … | 594.46 | 394.32 | 85.25 | 66.56 | 123.29 | 63.69 | 50.53 | 33.21 | 36.70 | 38.68 | 30.75 | 39.07 | 45.09 | 72.71 | 59.94 | 103.99 | 120.24 | 35.76 | 25.05 | 22.06 | 22.25 | 25.06 | 42.83 | 58.18 | 70.77 | 43.58 |
| Draw Down(%) | NA | 97.86 | 99.20 | 99.25 | 99.65 | NA | NA | … | … | 82.98 | 92.73 | 93.83 | 61.18 | 83.55 | 58.27 | 50.36 | 40.74 | 18.79 | 26.56 | 28.37 | 27.34 | 41.85 | 64.70 | 67.62 | 53.69 | 95.71 | 52.05 | 25.01 | 22.62 | 43.49 | 16.30 | 37.12 | 42.23 | 61.50 | 17.98 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.78 | 1.25 | 8.88 | 0.55 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.43 | 3.70 | 3.30 | 2.83 | 2.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.39 | 5.36 | 5.08 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/11/2024, Common starting date is 01/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUDA (Audacy Inc.) |
-75.31%
Jan 2021 – Jan 2024 |
-60.55%
May 2018 – May 2023 |
-38.67%
May 2013 – May 2023 |
-27.88%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUDA (Audacy Inc.) |
113.93%
Oct 2008 – Oct 2011 |
67.26%
Oct 2008 – Oct 2013 |
26.63%
Oct 2008 – Oct 2018 |
-1.63%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison Chart