Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DMRRP (Dayton & Michigan Railroad Co. PFD 8%) | NA | 6.95% | -7.72% | -0.10% | 6.11% | NA | NA | … | … |
Data as of 07/10/2023, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DMRRP (Dayton & Michigan Railroad Co. PFD 8%) | 06/19/2012 | 07/10/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.95 | -7.72 | -0.10 | 6.11 | NA | NA | … | … | 3.42 | 6.95 | -42.40 | 42.32 | 3.88 | 8.22 | -3.06 | 42.56 | 6.69 | 22.53 | 34.10 | 4.71 |
| Sharpe Ratio | NA | 1.04 | -0.29 | -0.05 | 0.24 | NA | NA | … | … | 0.67 | 1.67 | -0.90 | 1.50 | 0.27 | 0.74 | -0.21 | 1.28 | 2.10 | 1.43 | 1.24 | 2.03 |
| Standard Deviation(%) | NA | 3.35 | 31.07 | 25.30 | 22.29 | NA | NA | … | … | 3.31 | 3.35 | 47.16 | 27.92 | 9.03 | 9.43 | 17.79 | 32.98 | 3.18 | 15.77 | 27.41 | 4.46 |
| Draw Down(%) | NA | 0.00 | 44.40 | 44.40 | 44.40 | NA | NA | … | … | 0.00 | 0.00 | 44.40 | 13.76 | 7.00 | 4.76 | 14.62 | 11.18 | 0.00 | 9.09 | 10.28 | 0.00 |
| Yield(%) | 0.00 | 6.67 | 4.44 | 5.08 | 6.88 | 6.65 | 4.99 | … | … | 3.33 | 6.67 | 3.67 | 5.00 | 4.94 | 4.93 | 4.68 | 6.34 | 6.35 | 7.27 | 9.09 | 4.55 |
Data as of 07/10/2023, Common starting date is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMRRP (Dayton & Michigan Railroad Co. PFD 8%) |
-5.22%
Dec 2018 – Dec 2021 |
-2.33%
Nov 2016 – Nov 2021 |
5.57%
May 2013 – May 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMRRP (Dayton & Michigan Railroad Co. PFD 8%) |
28.32%
Jan 2013 – Jan 2016 |
19.85%
Jul 2012 – Jul 2017 |
9.23%
Jul 2012 – Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart