Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BECN (Beacon Roofing Supply, Inc.) | 22.24% | 25.42% | 27.12% | 42.82% | 15.05% | 12.19% | 13.55% | 15.38% |
Data as of 04/28/2025, AR inception is 09/23/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BECN (Beacon Roofing Supply, Inc.) | 09/23/2004 | 04/28/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.42 | 25.42 | 27.12 | 42.82 | 15.05 | 12.19 | 13.55 | 15.38 | 22.24 | 15.28 | 64.84 | -7.95 | 42.70 | 25.67 | 0.82 | -50.25 | 38.40 | 11.87 | 48.13 | -30.98 | 21.03 | 64.51 | 13.21 | 11.69 | 15.27 | 64.85 | -55.26 | 47.42 | 44.64 | 24.20 |
| Sharpe Ratio | NA | 0.55 | 0.70 | 1.12 | 0.33 | NA | NA | 0.32 | 3.61 | 0.25 | 2.02 | -0.27 | 1.34 | 0.30 | -0.01 | -1.27 | 1.56 | 0.41 | 1.67 | -1.19 | 0.84 | 1.95 | 0.33 | 0.35 | 0.32 | 0.90 | -1.16 | 0.80 | 1.09 | 4.00 |
| Standard Deviation(%) | NA | 34.37 | 32.40 | 36.00 | 40.78 | NA | NA | 42.26 | 23.63 | 35.07 | 30.27 | 34.24 | 31.82 | 83.22 | 39.47 | 40.75 | 24.29 | 28.29 | 28.79 | 26.05 | 24.89 | 33.39 | 40.51 | 33.54 | 48.16 | 70.83 | 50.16 | 55.55 | 39.09 | 29.84 |
| Draw Down(%) | NA | 22.07 | 26.77 | 26.77 | 81.98 | NA | NA | 81.98 | 7.80 | 22.07 | 20.96 | 26.77 | 20.92 | 67.19 | 30.00 | 61.70 | 23.12 | 20.35 | 16.72 | 40.92 | 19.37 | 15.98 | 35.93 | 39.68 | 29.49 | 45.15 | 66.90 | 26.58 | 20.80 | 10.68 |
| 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 |
Data as of 04/28/2025, AR inception is 09/23/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BECN (Beacon Roofing Supply, Inc.) |
-30.45%
Mar 2017 - Mar 2020 |
-11.98%
Mar 2015 - Mar 2020 |
-1.44%
Mar 2010 - Mar 2020 |
3.60%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BECN (Beacon Roofing Supply, Inc.) |
52.66%
Mar 2020 - Mar 2023 |
49.54%
Mar 2020 - Mar 2025 |
22.44%
Dec 2007 - Dec 2017 |
14.71%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart