Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLNY-PG (Colony Capital Inc) | NA | 22.15% | 12.72% | 9.79% | NA | NA | NA | … | … |
Data as of 08/13/2021, Common starting date is 06/16/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLNY-PG (Colony Capital Inc) | 06/16/2014 | 08/13/2021 |
| 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 (%) | -0.04 | 22.15 | 12.72 | 9.79 | NA | NA | NA | … | … | 10.78 | -4.38 | 25.50 | -20.48 | 1.90 | 0.90 | -5.84 | 4.22 |
| Sharpe Ratio | NA | 1.69 | 0.29 | 0.27 | NA | NA | NA | … | … | 3.09 | -0.07 | 1.69 | -1.22 | 0.10 | 0.03 | -0.40 | 0.81 |
| Standard Deviation(%) | NA | 13.06 | 41.30 | 33.37 | NA | NA | NA | … | … | 5.86 | 68.64 | 14.24 | 17.90 | 12.48 | 22.44 | 14.79 | 9.68 |
| Draw Down(%) | NA | 6.27 | 60.46 | 60.46 | NA | NA | NA | … | … | 2.05 | 61.08 | 9.29 | 26.73 | 7.20 | 19.67 | 15.94 | 4.01 |
| Yield(%) | 0.00 | 8.46 | 9.38 | 8.38 | 5.81 | 3.87 | 2.90 | … | … | 5.85 | 12.15 | 8.95 | 5.61 | 7.52 | 7.69 | 7.35 | 4.29 |
Data as of 08/13/2021, Common starting date is 06/16/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLNY-PG (Colony Capital Inc) |
-19.15%
Mar 2017 – Mar 2020 |
-10.08%
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-PG (Colony Capital Inc) |
14.77%
Apr 2018 – Apr 2021 |
12.75%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart