Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KSU (Kansas City Southern) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/27/2021, Common starting date is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KSU (Kansas City Southern) | 03/17/1980 | 12/27/2021 |
| 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 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 34.55 | 60.46 | -9.29 | 24.01 | 13.63 | -38.81 | -1.45 | 48.33 | 22.75 | 42.10 | 43.77 | 74.75 | -44.51 | 18.46 | 18.62 | 37.79 | 23.81 | 19.33 | -15.07 | 39.56 | -93.22 | 51.72 | 54.92 | 111.67 | -1.64 | 48.18 | -40.05 | 110.20 | 63.33 | 70.21 | -22.10 | 33.58 | -17.13 | -13.49 | -2.07 | 6.34 | -21.09 | 24.32 | 35.04 | 40.87 | 54.98 |
| Sharpe Ratio | NA | 1.82 | 1.27 | 0.93 | 0.60 | NA | NA | … | … | 1.57 | 0.70 | 1.55 | -1.27 | 0.25 | -0.73 | -1.85 | -0.68 | 1.24 | 0.15 | 0.58 | 0.69 | 0.93 | -0.97 | -0.11 | -0.12 | 0.51 | 0.17 | 0.00 | -0.75 | 0.32 | -0.47 | 1.63 | 1.46 | 1.93 | 0.02 | -0.69 | -1.10 | 4.03 | 2.73 | 3.14 | -0.79 | 0.99 | -0.44 | -0.28 | -0.08 | 0.30 | -0.68 | 0.78 | 0.92 | 1.23 | 2.03 |
| Standard Deviation(%) | NA | 29.92 | 35.98 | 31.12 | 29.83 | NA | NA | … | … | 30.48 | 48.90 | 24.00 | 24.38 | 19.55 | 28.14 | 30.98 | 29.34 | 23.95 | 28.91 | 40.97 | 36.25 | 60.23 | 65.57 | 31.86 | 32.23 | 32.79 | 25.04 | 34.73 | 46.54 | 57.86 | 344.98 | 47.06 | 60.50 | 33.38 | 19.58 | 20.14 | 35.01 | 27.17 | 22.99 | 22.27 | 27.71 | 33.85 | 38.78 | 48.81 | 25.42 | 21.32 | 30.99 | 30.90 | 37.89 | 33.04 | 36.23 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 43.11 | 10.54 | 24.22 | 9.14 | 18.46 | 42.63 | 26.42 | 11.51 | 20.19 | 26.07 | 22.50 | 45.15 | 69.84 | 29.36 | 16.25 | 14.45 | 17.03 | 19.17 | 30.84 | 36.12 | 96.67 | 42.03 | 56.03 | 19.18 | 22.36 | 11.31 | 42.24 | 13.68 | 16.03 | 14.74 | 27.88 | 20.47 | 42.48 | 54.19 | 27.66 | 18.45 | 37.39 | 26.55 | 27.80 | 20.12 | 15.75 |
| Yield(%) | NA | 1.02 | 1.77 | 1.83 | 1.91 | 2.96 | 4.35 | … | … | 0.81 | 1.06 | 1.54 | 1.34 | 1.71 | 1.79 | 1.10 | 0.93 | 1.00 | 1.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 64.40 | 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 12/27/2021, Common starting date is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KSU (Kansas City Southern) |
-22.03%
Sep 1987 – Sep 1990 |
-12.24%
Sep 1983 – Sep 1988 |
3.75%
Nov 1981 – Nov 1991 |
11.70%
Jul 1981 – Jul 1996 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KSU (Kansas City Southern) |
80.12%
Dec 1990 – Dec 1993 |
55.10%
Jul 1996 – Jul 2001 |
41.71%
Feb 1991 – Feb 2001 |
32.03%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart