Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RY.TO (Royal Bank of Canada) | NA | 37.28% | 11.40% | 13.61% | 14.29% | 10.64% | 12.97% | … | … |
Data as of 08/23/2021, Common starting date is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RY.TO (Royal Bank of Canada) | 01/12/1995 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.43 | 37.28 | 11.40 | 13.61 | 14.29 | 10.64 | 12.97 | … | … | 28.42 | 6.52 | 12.13 | -5.63 | 17.14 | 27.77 | -3.80 | 16.65 | 24.05 | 20.10 | 3.29 | -3.83 | 63.79 | -25.80 | -5.56 | 25.99 | 45.87 | 7.39 | 12.30 | 18.20 | 7.94 | 79.07 | -14.80 | 3.60 | 61.19 | 59.21 | 23.55 |
| Sharpe Ratio | NA | 3.10 | 0.46 | 0.67 | 0.79 | NA | NA | … | … | 4.59 | 0.17 | 1.04 | -0.58 | 1.71 | 1.60 | -0.24 | 1.64 | 1.92 | 1.33 | 0.15 | -0.20 | 1.67 | -0.56 | -0.49 | 1.50 | 2.83 | 0.51 | 0.79 | 0.74 | 0.22 | 2.54 | -0.77 | 0.01 | 2.64 | 3.16 | 1.43 |
| Standard Deviation(%) | NA | 12.46 | 23.39 | 19.22 | 17.68 | NA | NA | … | … | 10.44 | 37.17 | 10.29 | 12.02 | 9.72 | 17.20 | 16.03 | 10.12 | 12.52 | 15.25 | 22.07 | 19.22 | 38.24 | 47.54 | 17.66 | 15.17 | 15.45 | 12.59 | 14.75 | 23.23 | 26.28 | 29.55 | 23.44 | 30.40 | 21.75 | 17.46 | 14.42 |
| Draw Down(%) | NA | 9.51 | 33.84 | 33.84 | 33.84 | NA | NA | … | … | 3.69 | 33.84 | 8.63 | 13.91 | 7.11 | 11.50 | 11.70 | 7.10 | 8.08 | 14.82 | 26.46 | 20.83 | 31.00 | 33.48 | 17.90 | 13.31 | 5.01 | 10.07 | 8.35 | 18.25 | 17.28 | 13.18 | 26.62 | 35.70 | 18.05 | 9.23 | 7.46 |
| Yield(%) | 0.00 | 3.27 | 2.74 | 4.02 | 6.03 | 5.26 | 5.27 | … | … | 2.06 | 4.14 | 2.21 | 3.59 | 3.80 | 4.44 | 3.82 | 3.97 | 4.18 | 4.32 | 3.99 | 3.53 | 5.41 | 3.98 | 3.28 | 1.92 | 3.68 | 3.25 | 5.11 | 5.89 | 5.75 | 11.85 | 2.42 | 2.32 | 3.16 | 3.40 | 4.50 |
Data as of 08/23/2021, Common starting date is 01/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RY.TO (Royal Bank of Canada) |
-9.96%
Feb 2006 – Feb 2009 |
1.55%
Nov 2006 – Nov 2011 |
7.27%
Apr 2010 – Apr 2020 |
9.44%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RY.TO (Royal Bank of Canada) |
47.47%
May 1995 – May 1998 |
32.32%
Dec 1995 – Dec 2000 |
25.40%
Mar 1996 – Mar 2006 |
20.12%
Mar 1995 – Mar 2010 |
Annualized Rolling Returns Comparison Chart