Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KSU-P (Kansas City Southern) | NA | 22.19% | 13.86% | 6.40% | NA | NA | NA | … | … |
Data as of 12/14/2021, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KSU-P (Kansas City Southern) | 06/19/2012 | 12/14/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.19 | 13.86 | 6.40 | NA | NA | NA | … | … | 9.07 | 9.65 | 28.70 | -8.95 | -4.75 | 10.25 | -4.88 | 9.16 | -3.06 | 3.08 |
| Sharpe Ratio | NA | 0.61 | 0.39 | 0.18 | NA | NA | NA | … | … | 0.27 | 0.24 | 1.03 | -0.31 | -0.25 | 0.41 | -0.24 | 0.60 | -0.15 | 0.52 |
| Standard Deviation(%) | NA | 36.40 | 33.97 | 31.73 | NA | NA | NA | … | … | 35.58 | 38.84 | 26.59 | 33.06 | 21.87 | 24.40 | 20.47 | 15.28 | 20.40 | 11.34 |
| Draw Down(%) | NA | 14.00 | 22.59 | 27.09 | NA | NA | NA | … | … | 14.00 | 22.08 | 12.28 | 25.91 | 8.83 | 10.69 | 12.48 | 7.38 | 13.17 | 3.94 |
| Yield(%) | 0.00 | 3.20 | 3.87 | 3.57 | 3.70 | 2.47 | 1.85 | … | … | 2.08 | 3.17 | 3.95 | 3.67 | 3.55 | 3.91 | 3.67 | 4.12 | 3.88 | 2.00 |
Data as of 12/14/2021, 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 |
|---|---|---|---|---|
| KSU-P (Kansas City Southern) |
-3.44%
Jun 2015 – Jun 2018 |
-1.04%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KSU-P (Kansas City Southern) |
13.56%
Jun 2018 – Jun 2021 |
8.41%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart