Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| C-PJ (Citigroup Inc) | NA | 8.28% | 3.81% | 5.36% | 6.42% | NA | NA | … | … |
Data as of 03/28/2024, Common starting date is 09/17/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| C-PJ (Citigroup Inc) | 09/17/2013 | 03/28/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.44 | 8.28 | 3.81 | 5.36 | 6.42 | NA | NA | … | … | 0.24 | 10.02 | -1.40 | 2.50 | 7.43 | 15.33 | -3.12 | 9.62 | 6.53 | 10.24 | 11.77 | 5.78 |
| Sharpe Ratio | NA | 0.88 | 0.24 | 0.29 | 0.52 | NA | NA | … | … | -0.43 | 1.12 | -0.37 | 0.35 | 0.27 | 2.22 | -0.75 | 1.56 | 0.72 | 1.59 | 2.30 | 3.71 |
| Standard Deviation(%) | NA | 5.11 | 6.21 | 13.16 | 10.41 | NA | NA | … | … | 6.20 | 5.21 | 7.62 | 7.10 | 26.29 | 6.28 | 5.89 | 5.77 | 8.75 | 6.42 | 5.12 | 5.77 |
| Draw Down(%) | NA | 3.19 | 7.46 | 27.30 | 27.30 | NA | NA | … | … | 3.19 | 2.19 | 5.91 | 3.96 | 27.30 | 2.14 | 8.08 | 3.25 | 9.41 | 4.28 | 3.57 | 1.53 |
| Yield(%) | 0.00 | 8.37 | 6.77 | 6.75 | 6.92 | 5.12 | 3.84 | … | … | 2.37 | 7.70 | 6.51 | 6.31 | 6.23 | 6.83 | 6.26 | 6.38 | 6.40 | 6.60 | 6.90 | 2.00 |
Data as of 03/28/2024, Common starting date is 09/17/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| C-PJ (Citigroup Inc) |
1.83%
Oct 2019 – Oct 2022 |
3.45%
Jun 2017 – Jun 2022 |
6.41%
Feb 2014 – Feb 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| C-PJ (Citigroup Inc) |
10.34%
Oct 2013 – Oct 2016 |
8.10%
Jan 2015 – Jan 2020 |
6.88%
Jan 2014 – Jan 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart