Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLNY-PH (Colony Capital Inc) | NA | 23.27% | 14.24% | 10.42% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 04/10/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLNY-PH (Colony Capital Inc) | 04/10/2015 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 23.27 | 14.24 | 10.42 | NA | NA | NA | … | … | 12.60 | 18.65 | 40.67 | -21.73 | 15.26 | 14.72 | -6.53 |
| Sharpe Ratio | NA | 1.52 | 0.28 | 0.26 | NA | NA | NA | … | … | 2.66 | 0.23 | 2.57 | -1.37 | 1.63 | 0.85 | -0.61 |
| Standard Deviation(%) | NA | 14.80 | 47.91 | 37.87 | NA | NA | NA | … | … | 7.66 | 80.21 | 15.28 | 16.80 | 9.01 | 17.03 | 14.53 |
| Draw Down(%) | NA | 6.73 | 63.99 | 63.99 | NA | NA | NA | … | … | 3.02 | 63.99 | 9.31 | 28.04 | 3.92 | 17.16 | 16.76 |
| Yield(%) | 0.00 | 8.13 | 9.25 | 8.17 | 5.00 | 3.33 | 2.50 | … | … | 5.64 | 12.41 | 9.17 | 5.36 | 7.65 | 8.29 | 5.46 |
Data as of 08/23/2021, Common starting date is 04/10/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLNY-PH (Colony Capital Inc) |
-22.31%
Mar 2017 – Mar 2020 |
0.13%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLNY-PH (Colony Capital Inc) |
15.79%
Jun 2018 – Jun 2021 |
14.64%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart