Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Lowell Original | NA | 12.93% | 4.58% | 4.24% | 7.68% | 7.48% | NA | … | … |
Data as of 08/31/2023, Common starting date is 10/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lowell Original | 10/07/2003 | 11/03/2023 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.66 | 12.93 | 4.58 | 4.24 | 7.68 | 7.48 | NA | … | … | 8.43 | -17.42 | 16.59 | 7.23 | 23.97 | -9.88 | 21.31 | 12.97 | -1.45 | 5.03 | 28.17 | 18.32 | -4.89 | 17.46 | 34.37 | -38.75 | 10.14 | 19.14 | 10.93 | 15.88 | 9.59 |
| Sharpe Ratio | NA | 0.67 | 0.09 | 0.16 | 0.29 | NA | NA | … | … | 0.35 | -0.81 | 0.76 | 0.20 | 1.81 | -0.71 | 2.67 | 0.84 | -0.10 | 0.44 | 2.42 | 1.31 | -0.19 | 0.87 | 1.20 | -0.94 | 0.41 | 1.16 | 0.77 | 1.15 | 0.79 |
| Standard Deviation(%) | NA | 15.29 | 20.54 | 23.00 | 18.65 | NA | NA | … | … | 13.69 | 23.27 | 21.71 | 35.26 | 12.45 | 15.80 | 7.75 | 15.21 | 15.04 | 11.36 | 11.62 | 13.92 | 25.64 | 19.96 | 28.51 | 42.09 | 17.61 | 13.74 | 11.33 | 12.99 | 12.01 |
| Draw Down(%) | NA | 12.29 | 27.08 | 35.63 | 35.63 | NA | NA | … | … | 12.29 | 25.94 | 11.06 | 35.63 | 7.20 | 20.07 | 2.43 | 12.22 | 13.70 | 9.58 | 7.79 | 12.42 | 23.98 | 15.34 | 27.43 | 51.34 | 10.96 | 13.67 | 8.14 | 9.93 | 2.91 |
| Yield(%) | NA | 1.93 | 1.78 | 1.70 | 1.98 | NA | NA | … | … | 1.30 | 1.49 | 1.86 | 1.47 | 1.76 | 1.69 | 0.20 | 3.36 | 2.86 | 3.14 | 2.95 | 3.41 | 2.74 | 2.50 | 3.17 | 1.78 | 2.35 | 2.08 | 2.03 | 1.58 | 0.87 |
Data as of 08/31/2023, Common starting date is 10/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowell Original |
-14.52%
Feb 2006 – Feb 2009 |
-4.07%
Feb 2004 – Feb 2009 |
5.30%
Feb 2006 – Feb 2016 |
4.81%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowell Original |
26.76%
Feb 2009 – Feb 2012 |
22.88%
Feb 2009 – Feb 2014 |
14.82%
Feb 2009 – Feb 2019 |
9.20%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison Chart