Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLNY-PJ (Colony Capital Inc) | NA | 25.82% | 15.15% | NA | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 09/15/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLNY-PJ (Colony Capital Inc) | 09/15/2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 25.82 | 15.15 | NA | NA | NA | NA | … | … | 14.24 | 18.34 | 40.77 | -21.83 | 3.18 |
| Sharpe Ratio | NA | 1.77 | 0.30 | NA | NA | NA | NA | … | … | 3.05 | 0.23 | 2.40 | -1.27 | 2.03 |
| Standard Deviation(%) | NA | 13.72 | 47.55 | NA | NA | NA | NA | … | … | 7.60 | 79.14 | 16.40 | 18.24 | 5.24 |
| Draw Down(%) | NA | 7.13 | 65.36 | NA | NA | NA | NA | … | … | 2.64 | 65.36 | 10.14 | 27.78 | 1.67 |
| Yield(%) | 0.00 | 8.19 | 9.36 | 6.49 | 3.25 | 2.16 | 1.62 | … | … | 5.67 | 12.37 | 9.08 | 5.38 | 2.26 |
Data as of 08/23/2021, Common starting date is 09/15/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLNY-PJ (Colony Capital Inc) |
6.40%
Oct 2017 – Oct 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLNY-PJ (Colony Capital Inc) |
16.53%
Jun 2018 – Jun 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart