Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BHGE (Baker Hughes a GE company) | NA | -17.47% | -11.38% | -7.44% | -2.08% | -1.06% | 1.18% | … | … |
Data as of 10/23/2019, Common starting date is 04/07/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BHGE (Baker Hughes a GE company) | 04/07/1987 | 10/23/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.14 | -17.47 | -11.38 | -7.44 | -2.08 | -1.06 | 1.18 | … | … | 10.01 | -30.95 | -27.25 | 42.29 | -17.22 | 1.47 | 35.28 | -16.02 | -14.92 | 41.23 | 26.22 | -60.46 | 8.63 | 22.84 | 42.44 | 32.68 | -0.09 | -11.74 | -12.25 | 97.33 | 19.50 | -59.60 | 26.45 | 41.54 | 33.56 | -8.75 | 1.91 | 1.95 | -24.88 | 0.49 | 82.14 | 2.75 | -24.31 |
| Sharpe Ratio | NA | -0.55 | -0.40 | -0.23 | -0.07 | NA | NA | … | … | 0.32 | -0.95 | -1.07 | 1.07 | -0.49 | 0.05 | 1.58 | -0.53 | -0.33 | 1.02 | 0.49 | -0.85 | 0.19 | 0.55 | 1.50 | 1.23 | -0.03 | -0.30 | -0.33 | 1.63 | 0.27 | -1.11 | -0.77 | 1.26 | 1.11 | -0.38 | 0.00 | -0.01 | -0.77 | -0.13 | 2.41 | -0.05 | -0.42 |
| Standard Deviation(%) | NA | 34.57 | 31.66 | 34.67 | 34.45 | NA | NA | … | … | 33.68 | 34.08 | 26.12 | 39.04 | 34.96 | 30.64 | 22.35 | 30.49 | 45.98 | 40.30 | 53.36 | 72.08 | 29.69 | 35.73 | 26.78 | 25.86 | 27.92 | 43.30 | 45.47 | 57.33 | 59.20 | 56.73 | 37.39 | 29.84 | 26.69 | 30.59 | 33.34 | 36.14 | 37.24 | 35.71 | 31.65 | 35.92 | 83.93 |
| Draw Down(%) | NA | 28.54 | 53.16 | 54.06 | 60.16 | NA | NA | … | … | 26.11 | 44.06 | 31.70 | 17.71 | 37.09 | 33.62 | 10.60 | 27.23 | 44.37 | 33.79 | 30.20 | 70.95 | 20.72 | 29.83 | 15.78 | 12.26 | 24.60 | 42.16 | 41.56 | 19.88 | 49.65 | 65.06 | 18.24 | 16.73 | 20.86 | 21.14 | 35.44 | 28.36 | 38.75 | 26.59 | 10.33 | 38.61 | 57.34 |
| Yield(%) | 0.00 | 2.49 | 12.54 | 7.50 | 4.48 | 3.13 | 3.49 | … | … | 2.57 | 2.23 | 27.97 | 1.08 | 0.61 | 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 10/23/2019, Common starting date is 04/07/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BHGE (Baker Hughes a GE company) |
-25.27%
Mar 2006 – Mar 2009 |
-13.68%
May 2014 – May 2019 |
-5.93%
May 2006 – May 2016 |
-1.12%
Sep 2004 – Sep 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BHGE (Baker Hughes a GE company) |
42.39%
Apr 2003 – Apr 2006 |
25.50%
Sep 2002 – Sep 2007 |
15.93%
Aug 1998 – Aug 2008 |
9.96%
Jun 1992 – Jun 2007 |
Annualized Rolling Returns Comparison Chart