Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VGR (Vector Group Ltd) | NA | 44.80% | 24.09% | 13.28% | 9.35% | 15.40% | 15.42% | … | … |
Data as of 10/07/2024, Common starting date is 10/08/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VGR (Vector Group Ltd) | 10/08/1987 | 10/07/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 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 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.47 | 44.80 | 24.09 | 13.28 | 9.35 | 15.40 | 15.42 | … | … | 39.63 | 1.92 | 11.51 | 47.09 | -34.04 | 74.62 | -46.76 | 16.79 | 8.79 | 30.98 | 54.48 | 33.94 | 1.40 | 23.58 | 49.38 | 26.15 | -21.59 | 21.94 | 17.71 | 20.35 | 23.74 | 55.95 | -57.07 | 121.05 | 26.96 | -32.44 | 182.61 | 72.50 | -44.44 | 140.00 | 100.00 | -31.82 | -53.19 | -33.80 | -14.46 | -1.19 | 40.00 | -37.50 |
| Sharpe Ratio | NA | 1.42 | 0.62 | 0.28 | 0.24 | NA | NA | … | … | 1.53 | -0.06 | 0.27 | 1.25 | -0.57 | 1.85 | -2.16 | 0.89 | 0.44 | 1.68 | 2.25 | 2.12 | 0.09 | 1.13 | 2.70 | 1.09 | -0.72 | 0.80 | 0.75 | 0.80 | 1.13 | 1.45 | -1.11 | 2.50 | 0.43 | -0.81 | 1.86 | 0.92 | -0.73 | 1.63 | 0.90 | -0.21 | -0.89 | -0.85 | -0.40 | -0.23 | 0.74 | -0.61 |
| Standard Deviation(%) | NA | 31.52 | 34.68 | 41.26 | 33.88 | NA | NA | … | … | 33.29 | 31.04 | 37.00 | 37.66 | 59.90 | 39.57 | 22.35 | 18.24 | 19.46 | 18.38 | 24.17 | 16.00 | 15.60 | 20.92 | 18.24 | 23.91 | 31.14 | 23.44 | 19.14 | 22.55 | 20.12 | 38.04 | 52.38 | 48.49 | 52.43 | 44.01 | 96.18 | 74.79 | 65.63 | 83.36 | 108.02 | 164.60 | 62.03 | 44.00 | 50.11 | 30.79 | 47.40 | 150.56 |
| Draw Down(%) | NA | 18.94 | 31.27 | 54.94 | 57.59 | NA | NA | … | … | 18.94 | 25.87 | 31.27 | 19.07 | 54.72 | 25.46 | 49.41 | 12.78 | 13.65 | 10.15 | 11.40 | 4.75 | 14.22 | 11.74 | 12.22 | 23.95 | 31.08 | 13.18 | 15.35 | 10.64 | 12.91 | 21.33 | 66.03 | 30.02 | 37.41 | 42.24 | 72.18 | 43.02 | 58.02 | 41.76 | 48.78 | 76.09 | 60.00 | 48.05 | 44.44 | 24.21 | 23.23 | 45.36 |
| Yield(%) | 0.00 | 7.22 | 8.08 | 6.54 | 6.45 | 11.31 | 13.93 | … | … | 5.24 | 6.54 | 7.10 | 6.88 | 4.25 | 16.63 | 7.21 | 7.15 | 7.11 | 7.58 | 9.90 | 10.47 | 9.17 | 9.28 | 11.44 | 11.89 | 8.14 | 9.09 | 8.97 | 11.24 | 9.98 | 13.61 | 5.16 | 12.83 | 9.24 | 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 10/07/2024, Common starting date is 10/08/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGR (Vector Group Ltd) |
-47.50%
Jan 1990 – Jan 1993 |
-33.60%
Mar 1989 – Mar 1994 |
-7.14%
Sep 1988 – Sep 1998 |
5.15%
Mar 1988 – Mar 2003 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGR (Vector Group Ltd) |
126.97%
Aug 1998 – Aug 2001 |
74.47%
May 1994 – May 1999 |
36.21%
Mar 1994 – Mar 2004 |
28.77%
Jan 1993 – Jan 2008 |
Annualized Rolling Returns Comparison Chart