Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLNY (Colony Capital Inc) | NA | 138.06% | 10.56% | 0.04% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 06/27/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLNY (Colony Capital Inc) | 06/27/2014 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.15 | 138.06 | 10.56 | 0.04 | NA | NA | NA | … | … | 43.04 | 6.54 | 10.47 | -55.58 | 1.27 | 48.68 | -38.94 | 25.62 |
| Sharpe Ratio | NA | 3.28 | 0.15 | -0.01 | NA | NA | NA | … | … | 1.83 | 0.06 | 0.29 | -1.48 | 0.03 | 1.25 | -1.08 | 1.70 |
| Standard Deviation(%) | NA | 43.30 | 66.81 | 55.12 | NA | NA | NA | … | … | 41.00 | 104.58 | 31.24 | 38.34 | 20.68 | 38.64 | 36.10 | 33.08 |
| Draw Down(%) | NA | 21.65 | 76.03 | 88.18 | NA | NA | NA | … | … | 21.65 | 72.41 | 25.99 | 57.36 | 19.17 | 23.25 | 53.30 | 15.96 |
| Yield(%) | 0.00 | 0.00 | 4.22 | 7.56 | 4.73 | 3.16 | 2.37 | … | … | 0.00 | 2.35 | 9.21 | 3.87 | 15.60 | 18.54 | 9.53 | 4.94 |
Data as of 08/23/2021, Common starting date is 06/27/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLNY (Colony Capital Inc) |
-44.59%
Jul 2017 – Jul 2020 |
-30.23%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLNY (Colony Capital Inc) |
14.78%
Jun 2018 – Jun 2021 |
6.68%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart