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ESV: Valaris plc (STOCK)
Basic Info
| Asset Class: | ROOT |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 01/02/1991 |
| Last Dividend Date: | 06/01/2018 |
| 12-Mo. Yield | 0.00% |
| Expenses | - |
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Performance Analytics (As of 08/02/2019)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/1991 |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -30.9 | -32.1 | -15.0 | -36.0 | -16.4 | -9.7 | -5.4 | 0.8 | 41.0 | -39.5 | -38.8 | -36.6 | -47.0 | -43.9 | 0.2 | 29.9 | -9.8 | 37.1 | 41.1 | -52.3 | 19.3 | 13.1 | 40.1 | 17.2 | -7.4 | 18.9 | -26.7 | 49.4 | 115.4 | -67.9 | 38.2 | 110.9 | 85.9 | -8.3 | 200.0 | -18.2 | -47.6 |
| Sharpe Ratio | NA | -0.21 | -0.16 | -0.42 | -0.26 | NA | NA | -0.02 | 0.4 | -0.69 | -0.77 | -0.5 | -0.87 | -1.45 | 0.01 | 1.04 | -0.25 | 1.08 | 0.76 | -0.71 | 0.52 | 0.23 | 1.09 | 0.56 | -0.24 | 0.36 | -0.5 | 0.73 | 1.73 | -0.99 | 0.64 | 2.64 | 2.6 | -0.27 | 2.97 | -0.22 | -0.68 |
| Draw Down(%) | NA | 70.8 | 72.0 | 93.0 | 94.2 | NA | NA | 95.0 | 70.8 | 65.2 | 64.7 | 58.1 | 56.7 | 50.7 | 20.3 | 27.9 | 32.8 | 33.7 | 28.5 | 70.9 | 20.7 | 35.1 | 27.2 | 17.9 | 22.3 | 38.1 | 70.2 | 42.8 | 32.6 | 73.7 | 38.3 | 23.4 | 17.3 | 41.7 | 27.0 | 50.0 | 57.7 |
| Standard Deviation(%) | NA | 157.1 | 101.1 | 86.9 | 65.3 | NA | NA | 59.8 | 197.1 | 59.6 | 51.5 | 74.0 | 53.8 | 30.2 | 22.8 | 29.0 | 39.2 | 34.3 | 54.3 | 74.4 | 31.2 | 42.7 | 34.9 | 29.2 | 34.1 | 49.9 | 59.5 | 61.9 | 64.9 | 72.0 | 54.2 | 40.2 | 31.6 | 42.5 | 66.1 | 94.4 | 75.6 |
| Treynor Ratio | NA | -0.15 | -0.09 | -0.21 | -0.12 | NA | NA | -0.01 | 0.3 | -0.27 | -0.2 | -0.16 | -0.37 | -0.38 | 0.0 | 0.21 | -0.08 | 0.32 | 0.26 | -0.39 | 0.15 | 0.05 | 0.29 | 0.22 | -0.17 | 0.17 | -0.65 | 1.24 | 2.66 | -0.56 | 0.36 | 1.07 | 1.76 | -0.11 | -119.66 | 0.75 | 3.5 |
| Alpha | NA | 0.53 | 0.13 | -0.05 | -0.04 | NA | NA | 0.03 | 1.13 | -0.11 | -0.3 | -0.18 | -0.21 | -0.27 | -0.12 | 0.03 | -0.03 | 0.08 | 0.03 | 0.02 | 0.06 | -0.02 | 0.13 | 0.05 | -0.06 | 0.21 | -0.04 | 0.23 | 0.35 | -0.48 | 0.07 | 0.24 | 0.2 | -0.01 | 0.51 | 0.09 | -0.14 |
| Beta | NA | 2.17 | 1.88 | 1.72 | 1.45 | NA | NA | 1.1 | 2.6 | 1.53 | 1.98 | 2.22 | 1.27 | 1.16 | 1.18 | 1.45 | 1.22 | 1.17 | 1.55 | 1.37 | 1.13 | 2.04 | 1.3 | 0.73 | 0.48 | 1.06 | 0.45 | 0.37 | 0.42 | 1.28 | 0.96 | 0.99 | 0.47 | 1.02 | -0.02 | -0.27 | -0.15 |
| RSquared | NA | 0.01 | 0.02 | 0.03 | 0.04 | NA | NA | 0.06 | 0.01 | 0.19 | 0.07 | 0.15 | 0.13 | 0.19 | 0.33 | 0.41 | 0.53 | 0.38 | 0.61 | 0.58 | 0.33 | 0.23 | 0.15 | 0.08 | 0.06 | 0.3 | 0.03 | 0.02 | 0.01 | 0.13 | 0.1 | 0.08 | 0.01 | 0.06 | 0.0 | 0.0 | 0.0 |
| Yield(%) | N/A | 0.0 | 0.3 | 0.9 | 2.5 | 2.3 | 2.7 | N/A | 0.0 | 0.3 | 0.4 | 0.3 | 2.0 | 5.3 | 3.6 | 3.1 | 2.7 | 2.5 | 0.3 | 0.2 | 0.2 | 0.2 | 0.3 | 0.4 | 0.3 | 0.4 | 0.3 | 0.5 | 0.9 | 0.3 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | -100.0 | -98.4 | -71.7 | 897.5 | N/A | N/A | N/A | -100.0 | -50.0 | 0.0 | -93.3 | -80.0 | 33.3 | 50.0 | 7.1 | 30.2 | 975.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 300.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/1991
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