Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AHGP (Alliance Holdings GP L.P) | NA | 6.65% | -14.73% | -14.46% | NA | NA | NA | -5.62% |
Data as of 06/08/2018, AR inception is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AHGP (Alliance Holdings GP L.P) | 06/18/2012 | 06/08/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.65 | -14.73 | -14.46 | NA | NA | NA | -5.62 | 5.90 | -4.66 | 39.25 | -66.91 | 4.03 | 23.22 | 25.57 | 13.09 | 85.82 | 101.12 | -34.06 | 25.04 | -19.27 |
| Sharpe Ratio | NA | -0.38 | -0.86 | -0.95 | 0.18 | NA | NA | -0.72 | -0.34 | -0.64 | 0.09 | -2.10 | -0.63 | 0.20 | 1.55 | 0.46 | 3.07 | 2.32 | -0.48 | 0.66 | -1.11 |
| Standard Deviation(%) | NA | 34.40 | 44.96 | 38.03 | 40.08 | NA | NA | 36.11 | 26.06 | 37.35 | 55.41 | 40.62 | 22.92 | 22.99 | 23.21 | 28.56 | 27.89 | 43.51 | 72.52 | 33.69 | 28.56 |
| Draw Down(%) | NA | 24.12 | 72.79 | 83.04 | 79.70 | NA | NA | 83.04 | 24.12 | 27.72 | 39.83 | 73.56 | 22.25 | 19.11 | 15.21 | 25.43 | 20.23 | 25.62 | 62.31 | 37.09 | 24.57 |
| Yield(%) | 0.00 | 11.11 | 6.25 | 5.28 | 5.09 | 3.39 | 2.54 | 10.18 | 5.40 | 9.10 | 12.61 | 6.06 | 7.66 | 6.39 | 3.74 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/08/2018, AR inception is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AHGP (Alliance Holdings GP L.P) |
-36.61%
May 2013 - May 2016 |
-16.27%
Apr 2013 - Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AHGP (Alliance Holdings GP L.P) |
-7.47%
Jul 2012 - Jul 2015 |
-9.73%
Jul 2012 - Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart