Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ABX (Barrick Gold Corporation) | NA | 10.37% | -0.30% | -4.34% | -7.15% | -2.40% | 0.05% | 5.72% |
Data as of 03/29/2019, AR inception is 02/04/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABX (Barrick Gold Corporation) | 02/04/1985 | 03/29/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 10.37 | -0.30 | -4.34 | -7.15 | -2.40 | 0.05 | 5.72 | 1.26 | -5.98 | -8.80 | 117.63 | -30.39 | -38.28 | -48.52 | -21.12 | -14.03 | 36.35 | 8.20 | -11.52 | 38.18 | 10.95 | 16.09 | 7.67 | 49.05 | -2.22 | -1.28 | -6.16 | -8.30 | 5.65 | -34.70 | 9.51 | 19.09 | -21.24 | 83.67 | 12.32 | 28.86 | 38.29 | 94.31 | -20.78 | 175.14 | 124.07 | -69.45 |
| Sharpe Ratio | NA | 0.27 | -0.03 | -0.12 | -0.18 | NA | NA | 0.07 | 0.11 | -0.23 | -0.32 | 2.13 | -0.55 | -1.02 | -0.99 | -0.67 | -0.42 | 1.21 | 0.16 | -0.15 | 1.00 | 0.23 | 0.51 | 0.22 | 1.59 | -0.08 | -0.10 | -0.26 | -0.23 | 0.05 | -1.01 | 0.19 | 0.54 | -0.81 | 2.11 | 0.37 | 0.87 | 0.75 | 2.81 | -0.83 | 2.49 | 3.41 | -0.46 |
| Standard Deviation(%) | NA | 32.46 | 37.69 | 43.36 | 40.80 | NA | NA | 49.19 | 34.32 | 31.35 | 29.57 | 55.08 | 55.47 | 37.55 | 49.09 | 31.91 | 33.17 | 30.04 | 51.49 | 80.05 | 35.50 | 33.54 | 27.28 | 30.29 | 30.47 | 43.13 | 37.82 | 40.07 | 50.96 | 50.91 | 37.72 | 30.62 | 28.22 | 29.96 | 38.54 | 26.46 | 28.85 | 43.95 | 31.59 | 30.64 | 68.30 | 34.91 | 171.21 |
| Draw Down(%) | NA | 28.96 | 57.25 | 68.66 | 88.52 | NA | NA | 88.52 | 13.07 | 35.48 | 33.43 | 39.41 | 55.72 | 51.51 | 60.63 | 34.97 | 22.44 | 18.58 | 34.21 | 65.97 | 20.13 | 23.40 | 17.80 | 24.00 | 15.88 | 40.03 | 25.61 | 35.35 | 28.76 | 44.72 | 45.87 | 21.61 | 15.53 | 33.04 | 26.75 | 24.05 | 14.37 | 27.98 | 20.00 | 31.68 | 51.88 | 19.40 | 83.87 |
| Yield(%) | 0.00 | 0.24 | 0.57 | 0.62 | 0.99 | 1.31 | 1.66 | 4.78 | 0.00 | 0.39 | 0.73 | 1.03 | 1.28 | 1.09 | 1.41 | 1.58 | 0.97 | 1.09 | 1.11 | 0.87 | 1.01 | 0.76 | 0.93 | 0.96 | 1.40 | 1.36 | 1.29 | 1.24 | 1.03 | 0.95 | 0.57 | 0.51 | 0.56 | 0.33 | 0.26 | 0.94 | 0.58 | 0.63 | 0.90 | 0.38 | 0.33 | 0.00 | 0.00 |
Data as of 03/29/2019, AR inception is 02/04/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABX (Barrick Gold Corporation) |
-45.68%
Sep 2012 - Sep 2015 |
-31.72%
Sep 2010 - Sep 2015 |
-13.00%
Sep 2005 - Sep 2015 |
-4.49%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABX (Barrick Gold Corporation) |
87.31%
Feb 1986 - Feb 1989 |
67.35%
Dec 1985 - Dec 1990 |
43.96%
Feb 1986 - Feb 1996 |
22.67%
Feb 1986 - Feb 2001 |
Annualized Rolling Returns Comparison Chart