Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STFC (State Auto Financial Corporation) | NA | 153.05% | 17.71% | 15.76% | 16.24% | 5.66% | 8.39% | … | … |
Data as of 03/10/2022, Common starting date is 07/01/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STFC (State Auto Financial Corporation) | 07/01/1991 | 03/10/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 153.05 | 17.71 | 15.76 | 16.24 | 5.66 | 8.39 | … | … | 0.62 | 196.71 | -41.54 | -9.97 | 15.42 | 6.98 | 27.96 | -8.92 | 2.70 | 39.14 | 5.79 | -25.21 | -9.22 | -40.59 | 11.80 | -25.44 | -5.98 | 94.35 | 11.44 | 51.61 | -3.68 | -8.44 | 97.98 | -26.26 | -23.26 | 79.17 | 3.85 | 82.46 | 7.55 | 17.78 | 50.00 | 11.11 |
| Sharpe Ratio | NA | 1.41 | 0.23 | 0.24 | 0.33 | NA | NA | … | … | 1.17 | 1.78 | -0.57 | -0.61 | 0.56 | 0.28 | 1.04 | -0.30 | 0.09 | 0.93 | 0.15 | -0.60 | -0.28 | -0.91 | 0.15 | -0.77 | -0.30 | 2.18 | 0.35 | 1.55 | -0.13 | -0.25 | 1.95 | -0.76 | -0.57 | 0.65 | 0.01 | 2.56 | 0.10 | 0.39 | 1.41 | 0.51 |
| Standard Deviation(%) | NA | 108.53 | 77.11 | 61.55 | 48.98 | NA | NA | … | … | 2.74 | 110.26 | 73.33 | 18.81 | 25.03 | 22.67 | 26.45 | 29.91 | 29.70 | 42.17 | 38.34 | 42.08 | 33.42 | 44.86 | 71.71 | 37.08 | 30.90 | 42.31 | 29.81 | 32.94 | 37.04 | 44.16 | 48.05 | 39.04 | 46.72 | 36.67 | 37.30 | 30.73 | 45.33 | 40.50 | 33.53 | 39.18 |
| Draw Down(%) | NA | 20.01 | 65.58 | 65.58 | 65.58 | NA | NA | … | … | 0.52 | 20.01 | 60.98 | 17.10 | 14.60 | 16.33 | 13.47 | 25.09 | 18.31 | 21.06 | 18.54 | 45.68 | 32.93 | 51.80 | 49.74 | 30.35 | 28.24 | 10.45 | 16.19 | 13.35 | 23.09 | 29.67 | 22.54 | 35.75 | 41.51 | 15.20 | 25.71 | 11.70 | 10.17 | 21.67 | 7.34 | 10.77 |
| Yield(%) | 0.00 | 1.91 | 1.19 | 1.48 | 2.99 | 1.46 | 2.66 | … | … | 0.00 | 2.28 | 1.32 | 1.18 | 1.39 | 1.50 | 2.03 | 1.82 | 1.91 | 2.50 | 3.92 | 3.40 | 3.21 | 2.02 | 2.33 | 1.44 | 1.02 | 1.02 | 0.74 | 0.90 | 0.84 | 0.73 | 1.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/10/2022, Common starting date is 07/01/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STFC (State Auto Financial Corporation) |
-21.23%
Apr 2006 – Apr 2009 |
-16.22%
Nov 2006 – Nov 2011 |
-3.06%
Dec 2005 – Dec 2015 |
-4.21%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STFC (State Auto Financial Corporation) |
52.69%
Mar 1995 – Mar 1998 |
33.87%
Dec 1992 – Dec 1997 |
21.97%
Aug 1991 – Aug 2001 |
20.09%
Aug 1991 – Aug 2006 |
Annualized Rolling Returns Comparison Chart