Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HOT (Starwood Hotels & Resorts Worldwide Inc) | NA | -6.09% | 12.48% | 5.07% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HOT (Starwood Hotels & Resorts Worldwide Inc) | 06/18/2012 | 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 | 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 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.63 | -6.09 | 12.48 | 5.07 | NA | NA | NA | … | … | 5.56 | -31.14 | 134.56 | 21.23 | -40.33 | 15.38 | -1.89 | 9.50 | -6.56 | -9.76 | -20.21 | 67.04 | 105.40 | -57.07 | -28.09 | 22.48 | 10.80 | 64.71 | 55.06 | -19.80 | -12.95 | 53.43 | 6.02 | -58.07 | 63.25 | 94.88 | 75.91 | 9.52 | 162.50 | 14.29 | -22.22 | -81.25 | -18.83 | -30.36 | -2.40 |
| Sharpe Ratio | NA | -0.19 | 0.19 | 0.07 | 0.10 | NA | NA | … | … | 0.13 | -0.56 | 1.98 | 0.00 | -1.33 | -0.27 | -0.37 | -0.22 | -0.55 | -0.82 | -0.91 | 1.24 | 1.20 | -1.02 | -1.68 | 0.01 | -0.45 | 2.18 | 1.18 | -0.89 | -0.67 | 0.63 | 0.07 | -1.31 | 2.02 | 4.71 | 1.94 | 0.08 | 1.43 | 0.07 | -0.20 | -0.86 | -0.65 | -1.23 | -0.36 |
| Standard Deviation(%) | NA | 67.38 | 60.77 | 61.91 | 806.81 | NA | NA | … | … | 67.46 | 55.95 | 56.25 | 81.23 | 44.77 | 68.92 | 54.78 | 40.70 | 45.77 | 42.61 | 42.75 | 39.01 | 72.51 | 75.02 | 29.93 | 24.11 | 22.50 | 20.65 | 30.39 | 44.22 | 51.84 | 47.67 | 41.82 | 46.75 | 29.39 | 19.20 | 37.23 | 78.03 | 111.25 | 165.87 | 126.37 | 100.31 | 37.83 | 28.49 | 51.96 |
| Draw Down(%) | NA | 49.30 | 52.36 | 66.20 | 100.00 | NA | NA | … | … | 41.11 | 52.36 | 27.17 | 66.20 | 45.09 | 40.00 | 34.20 | 28.57 | 26.67 | 34.67 | 43.31 | 27.48 | 58.77 | 79.42 | 41.14 | 20.11 | 14.88 | 11.92 | 12.09 | 50.59 | 56.22 | 26.34 | 46.35 | 64.77 | 24.59 | 13.06 | 12.50 | 38.10 | 35.00 | 65.38 | 72.73 | 82.23 | 36.67 | 43.23 | 20.90 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HOT (Starwood Hotels & Resorts Worldwide Inc) |
-21.38%
Feb 2015 – Feb 2018 |
-14.83%
Feb 2013 – Feb 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HOT (Starwood Hotels & Resorts Worldwide Inc) |
32.16%
Oct 2016 – Oct 2019 |
17.42%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart