Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ABB (ABB Ltd ADR) | NA | 49.53% | 21.59% | 17.49% | 10.11% | 6.59% | 18.18% | … | … |
Data as of 07/24/2023, Common starting date is 04/06/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABB (ABB Ltd ADR) | 04/06/2001 | 07/24/2023 |
| 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 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.47 | 49.53 | 21.59 | 17.49 | 10.11 | 6.59 | 18.18 | … | … | 40.11 | -15.91 | 40.45 | 21.24 | 26.72 | -29.12 | 27.29 | 18.84 | -16.17 | -20.37 | 27.75 | 10.41 | -16.12 | 17.54 | 27.25 | -47.88 | 60.18 | 84.98 | 71.73 | 11.42 | 77.00 | -69.50 | -44.08 |
| Sharpe Ratio | NA | 1.70 | 0.80 | 0.58 | 0.39 | NA | NA | … | … | 3.53 | -0.55 | 1.85 | 0.53 | 0.17 | -2.35 | 0.56 | -0.70 | -1.73 | -2.11 | 0.46 | -0.32 | -0.87 | -0.03 | 0.18 | -0.99 | 1.25 | 1.99 | 2.02 | -0.20 | 0.87 | -0.84 | -1.34 |
| Standard Deviation(%) | NA | 27.01 | 25.39 | 27.95 | 23.84 | NA | NA | … | … | 22.63 | 31.45 | 21.88 | 39.37 | 20.44 | 21.57 | 14.52 | 21.90 | 20.09 | 18.45 | 20.17 | 25.67 | 39.88 | 32.32 | 46.86 | 67.82 | 30.73 | 31.68 | 25.08 | 39.93 | 66.42 | 106.88 | 57.47 |
| Draw Down(%) | NA | 20.98 | 34.34 | 40.98 | 43.96 | NA | NA | … | … | 9.45 | 34.34 | 14.30 | 40.98 | 14.65 | 36.40 | 11.98 | 12.58 | 25.93 | 24.81 | 10.07 | 29.62 | 40.27 | 28.86 | 28.07 | 72.32 | 18.08 | 30.19 | 10.84 | 23.45 | 44.44 | 89.74 | 65.75 |
| Yield(%) | 0.00 | 3.22 | 3.48 | 3.79 | 3.55 | 2.78 | 20.81 | … | … | 2.99 | 2.31 | 3.09 | 3.18 | 4.19 | 3.06 | 3.55 | 4.35 | 3.67 | 3.02 | 3.48 | 3.57 | 2.82 | 2.44 | 2.89 | 1.64 | 1.11 | 0.92 | 0.00 | 0.00 | 39.94 | 0.00 | 0.00 |
Data as of 07/24/2023, Common starting date is 04/06/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABB (ABB Ltd ADR) |
-27.06%
May 2001 – May 2004 |
-7.38%
Oct 2007 – Oct 2012 |
-0.14%
May 2008 – May 2018 |
2.87%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABB (ABB Ltd ADR) |
92.16%
Oct 2002 – Oct 2005 |
94.71%
Oct 2002 – Oct 2007 |
34.29%
Oct 2002 – Oct 2012 |
26.21%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart