Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNR (Cornerstone Building Brands Inc) | NA | 47.58% | 91.40% | 28.09% | 23.38% | -4.86% | 1.25% | … | … |
Data as of 08/03/2022, Common starting date is 04/06/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNR (Cornerstone Building Brands Inc) | 04/06/1992 | 08/03/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 47.58 | 91.40 | 28.09 | 23.38 | -4.86 | 1.25 | … | … | 41.40 | 87.93 | 9.05 | 17.38 | -62.44 | 23.32 | 26.11 | -32.99 | 5.59 | 26.19 | 27.87 | -22.30 | 54.59 | -88.90 | -43.39 | -44.37 | 21.82 | 13.28 | 56.90 | 9.53 | 23.28 | -5.91 | 1.69 | -34.22 | 58.45 | 2.90 | 39.39 | 43.48 | 2.99 | 86.11 | 36.71 |
| Sharpe Ratio | NA | 1.01 | 0.86 | 0.10 | 0.16 | NA | NA | … | … | 1.82 | 1.66 | 0.10 | 0.26 | -1.49 | 0.60 | 0.63 | -0.87 | 0.16 | 0.71 | 0.78 | -0.35 | 0.93 | -0.62 | -0.61 | -1.21 | 0.63 | 0.38 | 1.44 | 0.26 | 0.50 | -0.13 | -0.06 | -0.81 | 1.02 | -0.02 | 0.76 | 0.96 | 0.00 | 1.54 | 1.15 |
| Standard Deviation(%) | NA | 46.82 | 69.26 | 61.51 | 50.34 | NA | NA | … | … | 44.15 | 52.95 | 91.52 | 60.41 | 42.91 | 37.97 | 41.13 | 38.08 | 34.27 | 36.59 | 35.87 | 63.74 | 58.48 | 142.98 | 72.71 | 39.10 | 29.54 | 28.92 | 38.93 | 34.18 | 44.18 | 64.98 | 41.85 | 45.98 | 53.86 | 39.65 | 46.84 | 41.44 | 50.22 | 54.44 | 43.71 |
| Draw Down(%) | NA | 23.96 | 67.68 | 87.00 | 87.00 | NA | NA | … | … | 23.96 | 29.95 | 67.68 | 53.48 | 69.65 | 27.00 | 26.11 | 46.33 | 22.61 | 33.65 | 28.22 | 54.07 | 46.54 | 90.37 | 69.35 | 59.37 | 30.57 | 23.71 | 17.31 | 34.74 | 38.34 | 59.03 | 36.31 | 48.00 | 52.13 | 31.58 | 39.47 | 17.42 | 20.50 | 25.93 | 16.46 |
| Yield(%) | 0.00 | 0.00 | 18.95 | 8.02 | 11.63 | 0.45 | 0.97 | … | … | 0.00 | 0.00 | 28.15 | 28.50 | 9.31 | 10.29 | 12.51 | 6.86 | 5.68 | 6.01 | 6.84 | 4.67 | 5.29 | 0.60 | 0.32 | 0.16 | 0.15 | 0.14 | 0.12 | 0.19 | 0.16 | 0.14 | 0.13 | 0.07 | 0.10 | 0.09 | 0.03 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/03/2022, Common starting date is 04/06/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNR (Cornerstone Building Brands Inc) |
-67.70%
Oct 2006 – Oct 2009 |
-50.43%
Sep 2006 – Sep 2011 |
-24.67%
Feb 2006 – Feb 2016 |
-16.19%
May 2004 – May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNR (Cornerstone Building Brands Inc) |
120.50%
May 2019 – May 2022 |
44.76%
Aug 1992 – Aug 1997 |
25.23%
May 2012 – May 2022 |
20.96%
May 1992 – May 2007 |
Annualized Rolling Returns Comparison Chart