Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AUDAD (Audacy Inc.) | NA | -99.88% | -93.34% | -85.53% | -62.52% | -46.32% | -43.50% | … | … |
Data as of 09/29/2023, Common starting date is 01/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AUDAD (Audacy Inc.) | 01/29/1999 | 09/29/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -35.82 | -99.88 | -93.34 | -85.53 | -62.52 | -46.32 | -43.50 | … | … | -99.79 | -91.24 | 4.05 | -46.77 | -18.74 | -47.13 | -29.41 | 36.24 | -7.65 | 15.70 | 50.57 | 13.50 | -46.89 | 63.79 | 474.80 | -91.02 | -51.42 | -5.02 | -17.33 | -32.23 | 12.87 | -6.16 | 45.19 | -48.02 | 115.45 |
| Sharpe Ratio | NA | -0.28 | -0.42 | -0.47 | -0.47 | NA | NA | … | … | -0.24 | -1.10 | 0.06 | -0.38 | -0.32 | -0.96 | -0.91 | 0.98 | -0.20 | 0.51 | 1.29 | 0.30 | -0.65 | 1.06 | 4.56 | -0.75 | -1.52 | -0.33 | -0.88 | -1.49 | 0.49 | -0.17 | 0.75 | -0.74 | 2.89 |
| Standard Deviation(%) | NA | 376.97 | 226.73 | 185.37 | 133.72 | NA | NA | … | … | 432.95 | 84.09 | 66.56 | 123.36 | 63.67 | 50.39 | 33.10 | 36.70 | 38.68 | 30.75 | 39.07 | 45.09 | 72.71 | 59.94 | 103.99 | 121.67 | 35.86 | 24.97 | 22.06 | 22.25 | 25.06 | 42.83 | 58.18 | 70.74 | 43.58 |
| Draw Down(%) | NA | 99.89 | 99.99 | 99.99 | 100.00 | NA | NA | … | … | 99.87 | 93.73 | 61.18 | 83.70 | 59.74 | 52.66 | 41.18 | 18.79 | 26.56 | 28.37 | 27.34 | 41.85 | 64.70 | 67.62 | 53.69 | 95.98 | 55.31 | 27.11 | 22.62 | 43.49 | 16.30 | 37.12 | 42.23 | 61.50 | 17.98 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.03 | 0.05 | 0.05 | 0.02 | … | … | 0.00 | 0.00 | 0.00 | 0.01 | 0.12 | 0.11 | 0.11 | 0.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.15 | 0.18 | 0.17 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/29/2023, Common starting date is 01/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUDAD (Audacy Inc.) |
-91.93%
Aug 2020 – Aug 2023 |
-84.13%
Aug 2018 – Aug 2023 |
-60.19%
Aug 2013 – Aug 2023 |
-44.93%
Aug 2008 – Aug 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUDAD (Audacy Inc.) |
113.93%
Oct 2008 – Oct 2011 |
67.26%
Oct 2008 – Oct 2013 |
25.53%
Oct 2008 – Oct 2018 |
-5.72%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart