Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BCRH (Blue Capital Reinsurance Holdings Ltd) | NA | -83.07% | -60.07% | -41.36% | NA | NA | NA | … | … |
Data as of 04/07/2020, Common starting date is 11/06/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BCRH (Blue Capital Reinsurance Holdings Ltd) | 11/06/2013 | 04/07/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 38.73 | -83.07 | -60.07 | -41.36 | NA | NA | NA | … | … | -82.51 | 24.73 | -54.36 | -34.69 | 7.58 | -3.38 | -3.38 | -2.80 |
| Sharpe Ratio | NA | -0.40 | -0.48 | -0.42 | NA | NA | NA | … | … | -0.25 | 0.49 | -1.18 | -1.06 | 0.38 | -0.21 | -0.15 | -0.69 |
| Standard Deviation(%) | NA | 210.68 | 127.40 | 99.22 | NA | NA | NA | … | … | 403.53 | 47.55 | 47.13 | 33.50 | 19.31 | 16.37 | 23.00 | 25.65 |
| Draw Down(%) | NA | 90.41 | 95.66 | 95.81 | NA | NA | NA | … | … | 87.99 | 25.50 | 59.24 | 41.89 | 11.44 | 12.00 | 15.91 | 6.16 |
| 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 |
Data as of 04/07/2020, Common starting date is 11/06/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCRH (Blue Capital Reinsurance Holdings Ltd) |
-64.48%
Mar 2017 – Mar 2020 |
-45.08%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCRH (Blue Capital Reinsurance Holdings Ltd) |
4.93%
Feb 2014 – Feb 2017 |
-14.64%
Jul 2014 – Jul 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart