Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAFM (Sanderson Farms Inc) | NA | 13.35% | 17.18% | 12.54% | 20.42% | 11.80% | 19.08% | … | … |
Data as of 07/22/2022, Common starting date is 05/19/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAFM (Sanderson Farms Inc) | 05/19/1987 | 07/22/2022 |
| 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 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.10 | 13.35 | 17.18 | 12.54 | 20.42 | 11.80 | 19.08 | … | … | 7.77 | 46.42 | -24.15 | 77.48 | -28.46 | 47.26 | 21.57 | -7.75 | 16.18 | 52.11 | -5.15 | 28.05 | -7.14 | 21.99 | 2.31 | 11.52 | -0.79 | -29.46 | 61.09 | 92.73 | -2.06 | 184.67 | -12.41 | -44.31 | 6.03 | -13.43 | 59.52 | -29.21 | 48.33 | -10.45 | 59.52 | 0.00 | -22.22 | 9.09 | 76.79 | -49.09 |
| Sharpe Ratio | NA | 0.95 | 0.51 | 0.37 | 0.65 | NA | NA | … | … | 0.95 | 1.88 | -0.53 | 1.68 | -1.55 | 1.01 | -0.41 | -0.85 | -0.08 | 1.47 | -0.94 | 0.30 | -0.86 | 0.08 | -0.27 | -0.28 | -0.60 | -1.69 | 0.85 | 2.52 | -0.50 | 3.99 | -1.32 | -0.40 | 0.80 | -1.60 | 1.46 | -1.96 | 1.39 | -0.25 | 1.62 | 0.00 | -0.49 | 0.21 | 1.97 | -2.34 |
| Standard Deviation(%) | NA | 14.50 | 33.80 | 33.09 | 30.47 | NA | NA | … | … | 14.76 | 24.66 | 46.04 | 32.36 | 32.38 | 27.83 | 30.60 | 30.92 | 30.04 | 22.88 | 25.51 | 32.14 | 29.84 | 40.68 | 64.10 | 37.74 | 38.70 | 29.79 | 48.81 | 29.18 | 43.25 | 42.11 | 61.22 | 48.12 | 49.37 | 37.41 | 41.68 | 46.47 | 35.95 | 41.44 | 36.38 | 42.73 | 44.84 | 43.96 | 38.82 | 28.23 |
| Draw Down(%) | NA | 8.77 | 39.39 | 43.90 | 43.90 | NA | NA | … | … | 7.23 | 11.13 | 39.39 | 16.07 | 30.96 | 19.69 | 18.86 | 24.11 | 24.08 | 19.25 | 33.65 | 20.46 | 33.99 | 28.80 | 56.70 | 36.59 | 33.80 | 36.95 | 42.89 | 14.27 | 42.44 | 24.51 | 33.33 | 50.00 | 31.17 | 38.31 | 20.91 | 31.74 | 15.49 | 40.82 | 17.54 | 33.87 | 40.63 | 49.45 | 14.29 | 51.79 |
| Yield(%) | 0.00 | 0.97 | 1.19 | 1.36 | 3.92 | 2.45 | 7.91 | … | … | 0.46 | 1.37 | 0.80 | 1.28 | 0.96 | 2.12 | 2.54 | 1.66 | 1.83 | 1.43 | 1.41 | 1.74 | 1.46 | 1.65 | 1.66 | 1.63 | 1.63 | 1.01 | 3.20 | 4.33 | 1.96 | 2.71 | 2.28 | 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 07/22/2022, Common starting date is 05/19/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAFM (Sanderson Farms Inc) |
-25.49%
Feb 1997 – Feb 2000 |
-17.39%
Dec 1994 – Dec 1999 |
-7.21%
Feb 1990 – Feb 2000 |
3.77%
Sep 1987 – Sep 2002 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAFM (Sanderson Farms Inc) |
116.45%
Jun 2001 – Jun 2004 |
76.25%
Jul 2000 – Jul 2005 |
36.32%
May 2000 – May 2010 |
26.93%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart
