Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EQC-PD (Equity Commonwealth) | NA | 6.30% | 0.66% | 3.32% | 6.58% | NA | NA | … | … |
Data as of 12/02/2024, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EQC-PD (Equity Commonwealth) | 06/19/2012 | 12/02/2024 |
| 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 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 6.30 | 0.66 | 3.32 | 6.58 | NA | NA | … | … | 6.34 | 7.04 | -10.45 | 4.69 | 12.14 | 18.87 | 2.14 | 9.69 | 9.64 | 10.63 | 25.49 | -4.59 | 12.39 |
| Sharpe Ratio | NA | -0.07 | -0.26 | 0.06 | 0.39 | NA | NA | … | … | 0.00 | 0.25 | -0.67 | 0.25 | 0.66 | 1.55 | 0.10 | 0.91 | 0.72 | 1.28 | 1.94 | -0.39 | 2.15 |
| Standard Deviation(%) | NA | 5.57 | 12.77 | 15.10 | 12.91 | NA | NA | … | … | 4.93 | 11.22 | 17.69 | 18.63 | 17.96 | 11.28 | 8.16 | 10.02 | 13.12 | 8.26 | 13.11 | 11.76 | 11.51 |
| Draw Down(%) | NA | 2.53 | 15.32 | 21.29 | 21.29 | NA | NA | … | … | 2.53 | 5.58 | 14.04 | 11.05 | 15.29 | 5.05 | 3.34 | 3.17 | 7.93 | 4.04 | 8.51 | 14.98 | 5.05 |
| Yield(%) | 0.00 | 6.46 | 5.47 | 5.66 | 6.65 | 6.40 | 4.80 | … | … | 6.45 | 6.49 | 5.46 | 5.51 | 5.70 | 6.46 | 6.22 | 6.42 | 6.60 | 6.87 | 7.91 | 7.07 | 3.86 |
Data as of 12/02/2024, 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 |
|---|---|---|---|---|
| EQC-PD (Equity Commonwealth) |
-2.96%
May 2021 – May 2024 |
3.24%
Nov 2019 – Nov 2024 |
6.15%
Apr 2014 – Apr 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EQC-PD (Equity Commonwealth) |
17.21%
Aug 2013 – Aug 2016 |
12.10%
Jan 2016 – Jan 2021 |
8.63%
Aug 2013 – Aug 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart