Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| APRDN (Alabama Power Company) | NA | 17.15% | 8.68% | 6.99% | 5.92% | 4.57% | 5.41% | … | … |
Data as of 06/16/2022, Common starting date is 02/18/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| APRDN (Alabama Power Company) | 02/18/1999 | 06/16/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.20 | 17.15 | 8.68 | 6.99 | 5.92 | 4.57 | 5.41 | … | … | 9.55 | 5.88 | -4.72 | 12.77 | -1.83 | -2.30 | 5.72 | -3.94 | 7.22 | -3.02 | 9.18 | 11.84 | 19.69 | -0.39 | -20.31 | 4.58 | 1.59 | 7.57 | -12.50 | 31.15 | 3.39 | 2.61 | -5.74 | -16.58 |
| Sharpe Ratio | NA | 0.51 | 0.39 | 0.29 | 0.31 | NA | NA | … | … | 0.71 | 0.21 | -0.24 | 0.50 | -0.30 | -0.21 | 0.55 | -0.34 | 0.63 | -0.25 | 0.52 | 0.49 | 0.74 | -0.01 | -0.64 | 0.04 | -0.05 | 0.21 | -0.24 | 0.78 | 0.11 | 0.01 | -0.38 | -0.87 |
| Standard Deviation(%) | NA | 33.55 | 25.91 | 21.79 | 17.57 | NA | NA | … | … | 30.79 | 28.46 | 20.21 | 22.66 | 10.51 | 14.08 | 9.94 | 11.64 | 11.49 | 12.19 | 17.76 | 23.98 | 26.36 | 75.80 | 33.24 | 42.62 | 31.43 | 25.18 | 55.64 | 38.81 | 20.11 | 54.13 | 25.66 | 25.20 |
| Draw Down(%) | NA | 19.68 | 19.68 | 19.68 | 19.68 | NA | NA | … | … | 9.40 | 16.92 | 11.32 | 13.09 | 7.00 | 7.04 | 4.95 | 5.89 | 5.19 | 9.41 | 8.60 | 9.13 | 10.59 | 40.59 | 21.78 | 17.04 | 11.12 | 9.94 | 30.37 | 18.77 | 8.47 | 28.38 | 15.79 | 22.29 |
| Yield(%) | 1.00 | 4.33 | 4.64 | 4.51 | 4.29 | 3.15 | 3.47 | … | … | 2.11 | 4.16 | 3.96 | 5.59 | 4.39 | 4.29 | 4.53 | 4.35 | 4.67 | 3.39 | 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 06/16/2022, Common starting date is 02/18/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| APRDN (Alabama Power Company) |
-9.01%
Jul 1999 – Jul 2002 |
-4.44%
Dec 2003 – Dec 2008 |
-1.99%
Jun 1999 – Jun 2009 |
1.07%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| APRDN (Alabama Power Company) |
14.46%
Mar 2001 – Mar 2004 |
10.45%
Dec 2009 – Dec 2014 |
8.50%
Dec 2009 – Dec 2019 |
5.63%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart