Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AJRD (Aerojet Rocketdyne Holdings Inc) | NA | 34.42% | 20.47% | 18.05% | 13.93% | 14.90% | 10.33% | … | … |
Data as of 07/27/2023, Common starting date is 02/03/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AJRD (Aerojet Rocketdyne Holdings Inc) | 02/03/1981 | 07/27/2023 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.17 | 34.42 | 20.47 | 18.05 | 13.93 | 14.90 | 10.33 | … | … | 3.68 | 19.61 | -2.02 | 15.75 | 27.99 | 12.92 | 73.82 | 14.62 | -14.43 | 1.55 | 96.94 | 71.99 | 2.90 | -26.14 | 90.22 | -68.44 | -16.83 | -21.01 | -4.42 | 73.34 | 37.98 | -43.24 | 48.08 | -1.10 | -24.93 | -0.25 | 37.93 | 47.96 | 3.16 | -16.67 | 26.67 | 0.00 | 83.67 | -48.96 | -28.36 | -24.72 | -8.56 | 7.72 | 105.86 | -11.28 | 37.55 | 39.04 | 6.33 |
| Sharpe Ratio | NA | 1.55 | 0.63 | 0.45 | 0.38 | NA | NA | … | … | 0.34 | 0.51 | -0.12 | 0.27 | 0.87 | 0.29 | 2.13 | 0.41 | -0.40 | 0.07 | 3.41 | 2.04 | 0.06 | -0.46 | 0.91 | -0.93 | -0.68 | -1.20 | -0.34 | 2.06 | 1.04 | -0.74 | 0.93 | -0.09 | -0.57 | -0.08 | -0.50 | 1.47 | -0.02 | -0.62 | 0.85 | -0.06 | 1.78 | -1.29 | -1.11 | -0.86 | -0.34 | 0.15 | 3.21 | -0.72 | 1.00 | 1.00 | -0.11 |
| Standard Deviation(%) | NA | 19.91 | 30.10 | 36.92 | 34.53 | NA | NA | … | … | 6.35 | 36.13 | 16.56 | 56.91 | 30.83 | 40.08 | 34.61 | 35.25 | 36.02 | 22.48 | 28.38 | 35.71 | 44.52 | 57.37 | 98.51 | 74.55 | 29.38 | 20.41 | 19.32 | 35.16 | 35.71 | 59.57 | 50.00 | 60.30 | 49.43 | 43.17 | 34.51 | 29.91 | 28.36 | 31.53 | 28.71 | 37.70 | 44.78 | 41.77 | 30.79 | 34.13 | 37.21 | 23.41 | 31.32 | 24.99 | 31.42 | 31.33 | 27.71 |
| Draw Down(%) | NA | 12.68 | 26.38 | 42.07 | 42.15 | NA | NA | … | … | 5.07 | 21.75 | 17.06 | 42.07 | 21.04 | 22.61 | 21.72 | 17.04 | 37.91 | 22.96 | 15.60 | 20.02 | 43.98 | 49.10 | 52.08 | 83.68 | 29.30 | 40.68 | 16.33 | 19.02 | 26.36 | 57.51 | 22.72 | 34.66 | 36.96 | 46.08 | 27.82 | 19.20 | 27.43 | 38.46 | 23.19 | 40.98 | 25.74 | 58.82 | 41.45 | 28.02 | 49.52 | 20.34 | 12.50 | 22.30 | 19.40 | 16.60 | 26.75 |
| Yield(%) | 0.00 | 0.00 | 4.53 | 3.56 | 2.86 | 4.16 | 2.81 | … | … | 0.00 | 0.00 | 9.51 | 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 | 0.00 | 0.00 | 0.00 | 0.55 | 1.47 | 0.86 | 1.24 | 1.29 | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/27/2023, Common starting date is 02/03/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AJRD (Aerojet Rocketdyne Holdings Inc) |
-53.10%
Mar 2006 – Mar 2009 |
-32.26%
Jun 2004 – Jun 2009 |
-17.19%
Jun 1999 – Jun 2009 |
-7.64%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AJRD (Aerojet Rocketdyne Holdings Inc) |
60.59%
Aug 2011 – Aug 2014 |
58.49%
Jun 2009 – Jun 2014 |
37.09%
Jun 2009 – Jun 2019 |
15.34%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison Chart