Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RAI (Reynolds American Inc) | NA | -4.63% | 20.76% | 24.26% | 23.94% | 24.94% | NA | … | … |
Data as of 06/29/2018, Common starting date is 06/15/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RAI (Reynolds American Inc) | 06/15/1999 | 06/29/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.63 | 20.76 | 24.26 | 23.94 | 24.94 | NA | … | … | -5.20 | 18.29 | 25.61 | 48.73 | 34.52 | 27.14 | 5.60 | 34.43 | 31.45 | 42.77 | -34.73 | 5.83 | 43.91 | 27.34 | 43.10 | 51.62 | -20.08 | 22.33 | 209.64 | -41.94 |
| Sharpe Ratio | NA | -0.32 | 1.03 | 1.26 | 1.11 | NA | NA | … | … | NA | 3.09 | 1.14 | 2.31 | 1.76 | 1.74 | 0.37 | 1.71 | 1.79 | 1.66 | -1.03 | 0.15 | 2.20 | 1.38 | 1.86 | 1.29 | -0.56 | 0.65 | 4.26 | -1.41 |
| Standard Deviation(%) | NA | 17.37 | 19.59 | 19.14 | 21.45 | NA | NA | … | … | 0.00 | 9.76 | 22.33 | 21.12 | 19.62 | 15.55 | 15.13 | 20.08 | 17.55 | 25.74 | 34.52 | 18.13 | 18.51 | 18.18 | 22.70 | 39.50 | 37.65 | 31.20 | 48.19 | 46.99 |
| Draw Down(%) | NA | 7.31 | 13.38 | 13.38 | 41.30 | NA | NA | … | … | 5.20 | 5.11 | 13.38 | 9.94 | 11.76 | 10.25 | 13.24 | 17.23 | 9.27 | 19.99 | 41.62 | 10.83 | 9.54 | 8.87 | 17.58 | 38.79 | 49.28 | 20.60 | 19.70 | 47.60 |
| Yield(%) | 0.00 | 0.00 | 1.55 | 3.60 | 4.89 | 7.46 | 8.52 | … | … | 0.00 | 1.82 | 3.89 | 3.23 | 5.44 | 5.78 | 5.65 | 6.57 | 5.99 | 8.54 | 5.18 | 4.90 | 4.15 | 5.35 | 6.60 | 8.97 | 6.46 | 6.47 | 17.40 | 4.79 |
Data as of 06/29/2018, Common starting date is 06/15/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RAI (Reynolds American Inc) |
-9.40%
Feb 2006 – Feb 2009 |
7.29%
Feb 2004 – Feb 2009 |
16.08%
Apr 2002 – Apr 2012 |
20.10%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RAI (Reynolds American Inc) |
67.42%
Apr 2003 – Apr 2006 |
47.12%
Jan 2000 – Jan 2005 |
28.61%
Apr 2003 – Apr 2013 |
28.63%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart