Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNHI (CNH Industrial N.V.) | NA | -14.27% | -10.48% | 7.68% | 2.75% | NA | NA | … | … |
Data as of 05/17/2024, Common starting date is 10/01/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNHI (CNH Industrial N.V.) | 10/01/2013 | 05/17/2024 |
| 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 (%) | -0.61 | -14.27 | -10.48 | 7.68 | 2.75 | NA | NA | … | … | -2.10 | -22.08 | -15.74 | 52.59 | 20.25 | 21.40 | -30.31 | 55.83 | 29.35 | -13.15 | -27.73 | -12.15 |
| Sharpe Ratio | NA | -0.59 | -0.36 | 0.15 | 0.05 | NA | NA | … | … | -0.31 | -0.81 | -0.40 | 1.67 | 0.33 | 0.69 | -0.99 | 2.63 | 0.76 | -0.42 | -0.99 | -1.52 |
| Standard Deviation(%) | NA | 30.77 | 35.45 | 40.86 | 36.12 | NA | NA | … | … | 28.92 | 32.56 | 43.16 | 31.53 | 59.74 | 28.79 | 32.08 | 21.05 | 38.14 | 31.74 | 27.92 | 26.54 |
| Draw Down(%) | NA | 37.54 | 47.71 | 55.85 | 65.89 | NA | NA | … | … | 13.71 | 43.75 | 43.49 | 16.87 | 54.56 | 23.23 | 44.46 | 8.74 | 19.39 | 33.82 | 36.62 | 20.82 |
| Yield(%) | 4.08 | 3.38 | 2.21 | 3.27 | 2.11 | 1.27 | 0.95 | … | … | 3.87 | 2.37 | 1.80 | 1.06 | 1.59 | 1.99 | 1.27 | 1.27 | 1.97 | 2.53 | 1.80 | 0.00 |
Data as of 05/17/2024, Common starting date is 10/01/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNHI (CNH Industrial N.V.) |
-16.41%
May 2017 – May 2020 |
-5.69%
Mar 2015 – Mar 2020 |
1.31%
Nov 2013 – Nov 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNHI (CNH Industrial N.V.) |
42.32%
Mar 2020 – Mar 2023 |
21.30%
May 2016 – May 2021 |
3.18%
Jan 2014 – Jan 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart