Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AEGN (Aegion Corporation) | NA | -65.24% | -38.79% | -22.61% | -10.62% | -10.28% | -6.44% | … | … |
Data as of 10/27/2021, Common starting date is 12/04/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AEGN (Aegion Corporation) | 12/04/1981 | 10/27/2021 |
| 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 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.78 | -65.24 | -38.79 | -22.61 | -10.62 | -10.28 | -6.44 | … | … | -72.63 | -15.11 | 37.07 | -35.82 | 7.30 | 22.73 | 3.76 | -14.98 | -1.35 | 44.65 | -42.14 | 16.68 | 15.39 | 33.04 | -42.77 | 33.51 | -14.56 | 37.39 | -3.35 | -33.35 | -35.85 | 41.15 | 94.83 | 87.10 | 5.08 | -36.56 | 0.00 | -5.10 | -51.96 | 28.30 | 448.28 | -55.38 | -7.14 | 70.73 | -63.06 | 33.73 | 315.00 | -28.57 | -31.71 | 215.38 | -13.33 |
| Sharpe Ratio | NA | -0.37 | -0.36 | -0.26 | -0.16 | NA | NA | … | … | -0.41 | -0.25 | 0.96 | -1.09 | 0.17 | 0.63 | 0.11 | -0.47 | -0.04 | 1.30 | -0.75 | 0.39 | 0.32 | 0.49 | -0.89 | 0.65 | -0.34 | 0.96 | -0.11 | -0.61 | -0.51 | 0.60 | 2.24 | 1.79 | -1.01 | -0.72 | -0.12 | -0.22 | -1.04 | 0.52 | 7.74 | -0.88 | -0.34 | 1.40 | -0.80 | 0.60 | 5.85 | -0.68 | -0.56 | 2.24 | -1.14 |
| Standard Deviation(%) | NA | 176.85 | 110.17 | 88.09 | 66.90 | NA | NA | … | … | 193.79 | 61.38 | 37.04 | 34.11 | 39.18 | 35.48 | 33.48 | 32.19 | 31.03 | 34.67 | 56.04 | 42.37 | 48.28 | 64.87 | 51.71 | 46.93 | 48.50 | 37.83 | 38.41 | 56.44 | 76.07 | 62.06 | 40.84 | 46.74 | 49.30 | 55.32 | 32.53 | 35.97 | 51.90 | 49.56 | 56.95 | 68.44 | 37.47 | 47.11 | 83.43 | 48.97 | 52.98 | 51.37 | 67.56 | 92.34 | 82.70 |
| Draw Down(%) | NA | 83.87 | 83.87 | 83.87 | 83.87 | NA | NA | … | … | 83.87 | 47.76 | 31.13 | 42.77 | 24.35 | 19.63 | 18.92 | 33.93 | 21.00 | 24.39 | 64.20 | 31.96 | 40.92 | 47.14 | 59.02 | 31.28 | 38.33 | 24.34 | 28.56 | 55.60 | 65.03 | 39.10 | 17.50 | 35.74 | 30.16 | 51.89 | 33.08 | 28.69 | 55.88 | 38.04 | 23.08 | 69.12 | 39.56 | 32.22 | 73.47 | 49.24 | 28.71 | 45.71 | 54.72 | 35.71 | 18.75 |
| Yield(%) | 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 | 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 | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/27/2021, Common starting date is 12/04/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEGN (Aegion Corporation) |
-41.06%
Sep 2018 – Sep 2021 |
-24.05%
Oct 1985 – Oct 1990 |
-14.23%
May 2011 – May 2021 |
-9.77%
Sep 2006 – Sep 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEGN (Aegion Corporation) |
83.93%
May 1982 – May 1985 |
70.06%
May 1982 – May 1987 |
32.31%
Apr 1982 – Apr 1992 |
17.55%
Dec 1984 – Dec 1999 |
Annualized Rolling Returns Comparison Chart