Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WPPGY (WPP Plc) | NA | -15.32% | -3.30% | 8.15% | 6.73% | 7.92% | 8.96% | … | … |
Data as of 11/27/2017, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WPPGY (WPP Plc) | 03/26/1990 | 11/27/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | -15.32 | -3.30 | 8.15 | 6.73 | 7.92 | 8.96 | … | … | -19.28 | -0.72 | 13.37 | -6.75 | 61.67 | 44.23 | -13.34 | 30.46 | 69.43 | -52.60 | -3.60 | 27.36 | 0.26 | 11.65 | 31.61 | -29.10 | -13.87 | -24.12 | 170.05 | 37.28 | 5.46 | 69.76 | 51.07 | 32.32 | 78.26 | -23.33 | -31.82 | -86.59 |
| Sharpe Ratio | NA | -1.64 | -1.16 | -0.61 | -0.42 | NA | NA | … | … | -1.67 | -1.32 | -0.24 | -1.32 | 2.11 | 1.09 | -0.91 | 0.40 | 1.19 | -1.26 | -1.08 | 0.24 | -1.21 | -0.33 | 0.36 | -0.99 | -0.70 | -0.84 | 4.46 | 0.73 | 0.08 | 3.00 | 1.50 | 0.79 | 1.20 | -0.24 | -0.33 | -0.89 |
| Standard Deviation(%) | NA | 21.85 | 23.25 | 21.91 | 31.96 | NA | NA | … | … | 22.11 | 26.32 | 21.36 | 19.16 | 20.44 | 23.73 | 34.85 | 29.97 | 42.54 | 57.19 | 23.84 | 21.16 | 17.13 | 24.40 | 34.68 | 49.43 | 51.07 | 56.58 | 37.38 | 46.37 | 24.53 | 21.85 | 31.41 | 37.34 | 63.19 | 108.47 | 108.60 | 110.41 |
| Draw Down(%) | NA | 26.47 | 26.52 | 26.52 | 62.71 | NA | NA | … | … | 26.47 | 17.09 | 17.77 | 19.42 | 7.59 | 17.81 | 33.47 | 22.01 | 21.50 | 62.71 | 23.02 | 13.22 | 19.98 | 27.93 | 33.25 | 47.99 | 46.98 | 50.80 | 13.59 | 53.25 | 14.32 | 10.28 | 13.15 | 25.22 | 25.45 | 73.77 | 82.31 | 90.74 |
| Yield(%) | 0.00 | 3.54 | 3.28 | 4.60 | 3.81 | 4.52 | 3.09 | … | … | 3.33 | 2.96 | 3.13 | 2.59 | 3.05 | 3.86 | 2.50 | 2.51 | 3.81 | 2.22 | 1.76 | 1.60 | 1.42 | 0.67 | 1.25 | 0.72 | 0.33 | 0.35 | 0.48 | 0.39 | 0.36 | 0.43 | 0.59 | 0.60 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/27/2017, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WPPGY (WPP Plc) |
-51.55%
Jul 1990 – Jul 1993 |
-29.46%
Jun 1990 – Jun 1995 |
-6.13%
Feb 2000 – Feb 2010 |
-0.32%
Jul 1990 – Jul 2005 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WPPGY (WPP Plc) |
66.90%
Feb 1997 – Feb 2000 |
64.22%
Feb 1995 – Feb 2000 |
29.58%
Sep 1992 – Sep 2002 |
24.87%
Sep 1992 – Sep 2007 |
Annualized Rolling Returns Comparison Chart