Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BSP (American Strategic Income Portfolio Inc Ii) | NA | 18.44% | 8.72% | 7.27% | 4.64% | 6.96% | 7.55% | … | … |
Data as of 09/05/2014, Common starting date is 07/24/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BSP (American Strategic Income Portfolio Inc Ii) | 07/24/1992 | 09/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.68 | 18.44 | 8.72 | 7.27 | 4.64 | 6.96 | 7.55 | … | … | 20.33 | -6.17 | 17.04 | -5.08 | 4.01 | 32.02 | -14.97 | 0.04 | 15.18 | -4.69 | -3.53 | 19.68 | 7.60 | 19.32 | 13.85 | 5.97 | 8.83 | 17.63 | 10.14 | 4.87 | -13.09 | 7.29 | 4.68 |
| Sharpe Ratio | NA | 2.53 | 0.89 | 0.69 | 0.20 | NA | NA | … | … | 5.49 | -0.62 | 1.93 | -0.42 | 0.30 | 1.50 | -0.38 | -0.22 | 1.51 | -0.64 | -0.39 | 1.71 | 0.50 | 1.43 | 0.77 | 0.24 | 0.62 | 1.33 | 0.45 | 0.06 | -0.78 | 0.44 | 0.70 |
| Standard Deviation(%) | NA | 7.29 | 9.16 | 10.69 | 17.60 | NA | NA | … | … | 5.71 | 9.93 | 8.89 | 12.07 | 13.00 | 21.31 | 41.34 | 14.21 | 7.82 | 10.90 | 11.56 | 11.07 | 12.95 | 11.99 | 12.50 | 11.05 | 8.59 | 10.43 | 14.46 | 15.81 | 20.62 | 11.46 | 12.47 |
| Draw Down(%) | NA | 5.97 | 13.61 | 16.81 | 39.45 | NA | NA | … | … | 1.70 | 13.61 | 5.37 | 14.36 | 15.79 | 20.59 | 39.12 | 15.44 | 7.52 | 10.32 | 14.94 | 10.18 | 11.26 | 5.54 | 6.79 | 5.76 | 2.90 | 4.72 | 8.34 | 11.54 | 23.91 | 4.96 | 4.03 |
| Yield(%) | 0.00 | 6.75 | 6.75 | 8.32 | 6.37 | 7.92 | 8.03 | … | … | 4.40 | 6.68 | 7.25 | 9.57 | 12.45 | 9.97 | 6.75 | 7.64 | 8.13 | 7.74 | 7.85 | 8.96 | 8.95 | 9.23 | 9.22 | 8.88 | 8.67 | 9.04 | 9.54 | 10.95 | 9.11 | 8.88 | 3.73 |
Data as of 09/05/2014, Common starting date is 07/24/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSP (American Strategic Income Portfolio Inc Ii) |
-4.04%
Nov 2005 – Nov 2008 |
-3.82%
Mar 2004 – Mar 2009 |
2.58%
Dec 2003 – Dec 2013 |
4.20%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSP (American Strategic Income Portfolio Inc Ii) |
17.56%
May 2000 – May 2003 |
13.14%
Dec 1998 – Dec 2003 |
11.55%
Sep 1994 – Sep 2004 |
9.11%
Apr 1995 – Apr 2010 |
Annualized Rolling Returns Comparison Chart