Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BT (BT Group plc) | NA | -49.42% | -26.36% | -19.74% | -0.56% | -1.16% | -8.39% | … | … |
Data as of 11/15/2019, Common starting date is 12/03/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BT (BT Group plc) | 12/03/1984 | 11/15/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | -49.42 | -26.36 | -19.74 | -0.56 | -1.16 | -8.39 | … | … | -46.69 | -10.86 | -16.82 | -30.83 | 14.80 | 1.16 | 70.74 | 33.28 | 8.48 | 37.09 | 11.59 | -58.89 | -5.14 | 63.56 | 1.91 | 20.95 | 13.51 | -12.73 | -57.64 | -62.08 | 59.17 | 94.25 | 41.01 | 29.32 | -0.54 | -12.74 | 20.15 | 4.58 | 13.69 | 17.10 | 16.73 | 12.27 | 34.51 | 19.97 | 126.26 | 12.50 |
| Sharpe Ratio | NA | -1.16 | -0.80 | -0.63 | -0.02 | NA | NA | … | … | -1.13 | -0.44 | -0.59 | -0.89 | 0.64 | 0.06 | 2.83 | 1.34 | 0.25 | 1.08 | 0.24 | -1.05 | -0.32 | 2.61 | -0.01 | 1.08 | 0.42 | -0.28 | -1.00 | -1.15 | 1.42 | 2.80 | 1.57 | 1.08 | -0.24 | -0.79 | 0.95 | 0.11 | 0.42 | 0.49 | 0.47 | 0.43 | 0.91 | 0.45 | 3.13 | 10.25 |
| Standard Deviation(%) | NA | 43.97 | 34.18 | 32.30 | 30.27 | NA | NA | … | … | 46.41 | 27.93 | 29.85 | 34.65 | 22.94 | 19.40 | 25.01 | 25.02 | 33.74 | 34.25 | 47.46 | 57.08 | 25.61 | 23.21 | 18.21 | 18.44 | 30.68 | 49.03 | 60.78 | 57.53 | 39.40 | 32.42 | 23.72 | 23.73 | 18.32 | 19.91 | 18.91 | 20.44 | 23.42 | 23.85 | 23.51 | 17.75 | 33.43 | 35.35 | 38.64 | 36.20 |
| Draw Down(%) | NA | 52.82 | 64.35 | 75.48 | 75.48 | NA | NA | … | … | 49.90 | 28.13 | 31.79 | 36.93 | 14.65 | 15.16 | 7.92 | 15.91 | 20.63 | 32.54 | 54.01 | 66.82 | 19.19 | 9.65 | 14.12 | 12.82 | 31.17 | 41.46 | 68.04 | 63.94 | 20.04 | 20.41 | 18.48 | 13.55 | 19.27 | 23.78 | 9.48 | 19.54 | 19.42 | 21.82 | 22.82 | 19.49 | 34.03 | 31.14 | 16.67 | 5.15 |
| Yield(%) | 0.00 | 5.97 | 4.27 | 2.00 | 5.06 | 4.25 | 0.77 | … | … | 4.47 | 5.35 | 4.21 | 2.85 | 2.67 | 3.00 | 4.00 | 4.41 | 4.29 | 4.66 | 2.71 | 5.31 | 5.01 | 6.16 | 4.92 | 4.81 | 3.89 | 1.96 | 0.00 | 2.11 | 1.42 | 5.01 | 18.71 | 6.33 | 5.76 | 2.68 | 3.98 | 6.36 | 4.90 | 2.92 | 5.85 | 2.90 | 4.72 | 3.03 | 0.00 | 0.00 |
Data as of 11/15/2019, Common starting date is 12/03/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BT (BT Group plc) |
-48.05%
Dec 1999 – Dec 2002 |
-28.08%
Dec 1999 – Dec 2004 |
-20.34%
Mar 1999 – Mar 2009 |
-5.57%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BT (BT Group plc) |
63.37%
Dec 1996 – Dec 1999 |
46.86%
Mar 2009 – Mar 2014 |
23.78%
Nov 1989 – Nov 1999 |
25.23%
Jan 1985 – Jan 2000 |
Annualized Rolling Returns Comparison Chart