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LAYN: Layne Christensen Company (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/20/1992 |
Last Dividend Date: | 08/20/1992 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 09/11/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 08/20/1992 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 8.1 | 20.0 | -4.5 | 4.5 | 1.3 | 3.0 | 21.0 | 15.5 | 106.7 | -44.9 | -44.1 | -29.6 | 0.3 | -29.7 | 19.9 | 19.6 | -51.2 | 49.9 | 29.1 | 40.1 | 52.9 | 44.8 | 2.5 | 145.0 | -55.0 | -1.7 | -43.3 | -14.8 | 35.6 | 50.0 | 22.4 | -23.4 | 14.3 |
Sharpe Ratio | NA | 2.42 | 0.42 | -0.11 | -0.2 | NA | NA | 0.0 | 1.44 | 0.39 | 2.46 | -0.6 | -0.8 | -0.92 | 0.01 | -0.69 | 0.5 | 0.29 | -0.53 | 1.2 | 0.67 | 0.92 | 1.67 | 1.46 | 0.04 | 2.79 | -0.69 | -0.07 | -0.84 | -1.6 | 0.58 | 0.76 | 0.43 | -0.42 | 0.72 |
Draw Down(%) | NA | 16.4 | 59.6 | 82.1 | 93.5 | NA | NA | 93.6 | 14.7 | 35.6 | 26.5 | 62.7 | 66.4 | 41.6 | 32.2 | 39.4 | 22.9 | 40.4 | 79.1 | 22.1 | 22.4 | 23.6 | 18.7 | 18.9 | 37.3 | 15.9 | 57.8 | 44.0 | 62.2 | 48.2 | 16.2 | 16.7 | 26.3 | 39.4 | 21.1 |
Standard Deviation(%) | NA | 32.1 | 49.2 | 51.2 | 55.1 | NA | NA | 53.4 | 35.1 | 38.0 | 43.0 | 74.8 | 55.2 | 32.3 | 29.3 | 42.8 | 39.8 | 67.9 | 97.4 | 39.1 | 38.4 | 41.4 | 31.0 | 30.1 | 39.2 | 52.4 | 85.2 | 72.4 | 55.3 | 43.6 | 54.4 | 60.5 | 45.7 | 60.0 | 58.4 |
Treynor Ratio | NA | 0.74 | 0.15 | -0.04 | -0.07 | NA | NA | 0.0 | 0.5 | 0.07 | 0.67 | -0.35 | -0.51 | -0.25 | 0.0 | -0.22 | 0.13 | 0.11 | -0.33 | 0.44 | 0.13 | 0.3 | 0.79 | 2.06 | 0.07 | 30.37 | -6.56 | -0.59 | -1.12 | -2.28 | -5.45 | 1.0 | 1.11 | -0.44 | 4.3 |
Alpha | NA | 0.18 | 0.06 | -0.04 | -0.05 | NA | NA | 0.03 | 0.14 | -0.07 | 0.25 | -0.14 | -0.22 | -0.25 | -0.04 | -0.13 | 0.01 | -0.04 | 0.14 | 0.16 | 0.03 | 0.14 | 0.16 | 0.14 | 0.05 | 0.41 | -0.18 | 0.08 | -0.22 | -0.21 | 0.17 | 0.17 | 0.11 | -0.06 | 0.2 |
Beta | NA | 1.06 | 1.4 | 1.25 | 1.51 | NA | NA | 0.93 | 1.0 | 1.99 | 1.59 | 1.29 | 0.87 | 1.2 | 0.99 | 1.33 | 1.52 | 1.83 | 1.56 | 1.08 | 1.92 | 1.26 | 0.66 | 0.21 | 0.21 | 0.05 | 0.09 | 0.08 | 0.41 | 0.31 | -0.06 | 0.46 | 0.18 | 0.58 | 0.1 |
RSquared | NA | 0.16 | 0.14 | 0.09 | 0.31 | NA | NA | 0.1 | 0.22 | 0.12 | 0.23 | 0.07 | 0.03 | 0.17 | 0.18 | 0.52 | 0.47 | 0.54 | 0.44 | 0.19 | 0.25 | 0.1 | 0.05 | 0.01 | 0.02 | 0.0 | 0.0 | 0.0 | 0.02 | 0.02 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/20/1992
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