Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| P High Yield Bond Alpha on PRHYX | NA | 9.19% | 1.72% | 4.54% | 5.21% | 8.49% | 8.54% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P High Yield Bond Alpha on PRHYX | 12/31/1990 | 11/09/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | 9.19 | 1.72 | 4.54 | 5.21 | 8.49 | 8.54 | … | … | 5.08 | -5.43 | 1.60 | 11.01 | 10.66 | -0.93 | 2.31 | 18.64 | 1.65 | 3.91 | 9.87 | 13.38 | 0.97 | 12.37 | 47.22 | 7.61 | 8.16 | 9.08 | 5.54 | 8.13 | 19.50 | 6.28 | 11.49 | 2.47 | 6.52 | 9.56 | 12.72 | 7.99 | 11.12 | -0.77 | 21.79 | 14.90 | 25.22 | 0.00 |
| Sharpe Ratio | NA | 0.67 | -0.15 | 0.76 | 1.20 | NA | NA | … | … | 0.31 | -1.26 | 0.68 | 2.30 | 3.59 | -1.40 | 0.98 | 5.22 | 0.97 | 1.93 | 4.38 | 4.25 | 0.31 | 3.42 | 8.55 | 2.58 | 2.43 | 2.67 | 1.57 | 2.58 | 6.41 | 2.21 | 3.23 | -0.77 | 1.36 | 2.61 | 3.27 | 1.47 | 2.65 | -1.48 | 6.20 | 4.09 | 5.81 | NA |
| Standard Deviation(%) | NA | 4.64 | 4.15 | 3.99 | 3.25 | NA | NA | … | … | 4.26 | 5.41 | 2.33 | 4.69 | 2.58 | 1.60 | 1.71 | 3.53 | 1.68 | 2.02 | 2.25 | 3.14 | 3.03 | 3.59 | 5.51 | 2.60 | 2.13 | 2.18 | 2.15 | 2.79 | 2.94 | 2.34 | 2.84 | 2.11 | 2.42 | 2.39 | 2.82 | 3.05 | 2.75 | 2.51 | 3.18 | 3.06 | 3.69 | NA |
| Draw Down(%) | NA | 3.31 | 12.04 | 12.04 | 12.04 | NA | NA | … | … | 3.31 | 10.93 | 2.54 | 4.45 | 1.18 | 2.28 | 1.42 | 1.85 | 1.46 | 1.69 | 1.63 | 2.20 | 4.44 | 3.27 | 3.21 | 0.60 | 1.23 | 0.72 | 0.89 | 3.68 | 1.31 | 1.27 | 1.03 | 1.68 | 1.20 | 1.41 | 1.69 | 1.78 | 1.12 | 3.78 | 0.76 | 0.72 | 1.16 | 0.00 |
| Yield(%) | NA | 5.79 | 3.98 | 4.05 | 3.73 | NA | NA | … | … | 4.40 | 2.62 | 3.80 | 4.14 | 4.93 | 2.25 | 1.10 | 6.28 | 2.47 | 4.11 | 4.43 | 6.16 | 3.15 | 5.61 | 9.82 | 3.47 | 5.32 | 6.11 | 4.71 | 6.30 | 7.00 | 3.69 | 5.43 | 5.89 | 7.09 | 5.30 | 7.23 | 7.05 | 5.87 | 3.08 | 9.61 | 9.32 | 10.77 | 0.00 |
Data as of 08/31/2023, Common starting date is 12/31/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P High Yield Bond Alpha on PRHYX |
1.46%
Jun 2019 – Jun 2022 |
2.03%
Jun 2017 – Jun 2022 |
4.70%
Oct 2013 – Oct 2023 |
8.17%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P High Yield Bond Alpha on PRHYX |
22.27%
Feb 2008 – Feb 2011 |
16.40%
May 2006 – May 2011 |
13.16%
Oct 2000 – Oct 2010 |
11.34%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart