Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BPL (Buckeye Partners L.P) | NA | 46.07% | -7.01% | -5.18% | 4.57% | 7.09% | 9.33% | … | … |
Data as of 11/27/2019, Common starting date is 12/17/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BPL (Buckeye Partners L.P) | 12/17/1986 | 11/27/2019 |
| 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 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 46.07 | -7.01 | -5.18 | 4.57 | 7.09 | 9.33 | … | … | 51.76 | -34.46 | -21.89 | 7.88 | -7.08 | 12.83 | 67.09 | -23.20 | 2.05 | 30.63 | 83.29 | -29.47 | 12.99 | 17.93 | 6.07 | -0.47 | 26.11 | 9.68 | 39.35 | 21.13 | -2.97 | 7.68 | 45.86 | 35.06 | 8.10 | -6.28 | 44.83 | 20.15 | 17.94 | -2.44 | 47.53 | 14.88 | -0.61 | 3.77 |
| Sharpe Ratio | NA | 1.39 | -0.32 | -0.23 | 0.17 | NA | NA | … | … | 1.92 | -1.12 | -1.18 | 0.24 | -0.22 | 0.58 | 3.25 | -1.20 | 0.11 | 1.30 | 2.83 | -0.60 | 0.54 | 1.33 | 0.25 | -0.08 | 1.56 | 0.35 | 1.30 | 0.88 | -0.31 | 0.18 | 2.61 | 2.39 | 0.21 | -0.46 | 2.32 | 1.08 | 0.78 | -0.41 | 2.37 | 0.53 | -0.17 | 14.85 |
| Standard Deviation(%) | NA | 32.01 | 27.16 | 29.40 | 25.37 | NA | NA | … | … | 29.42 | 31.98 | 19.20 | 31.23 | 32.29 | 22.09 | 20.63 | 19.48 | 19.10 | 23.46 | 29.40 | 50.49 | 18.57 | 11.07 | 15.39 | 18.09 | 16.29 | 24.38 | 28.92 | 19.42 | 20.08 | 24.58 | 16.14 | 13.08 | 20.14 | 20.22 | 18.38 | 16.30 | 18.07 | 18.67 | 17.61 | 19.11 | 26.64 | 12.00 |
| Draw Down(%) | NA | 15.68 | 58.40 | 58.42 | 58.42 | NA | NA | … | … | 8.73 | 49.11 | 35.96 | 23.71 | 30.89 | 19.14 | 13.06 | 26.05 | 13.24 | 14.28 | 21.00 | 47.26 | 13.33 | 7.72 | 13.88 | 18.96 | 12.83 | 22.81 | 20.29 | 8.33 | 11.82 | 12.15 | 7.03 | 5.06 | 10.72 | 18.86 | 10.55 | 10.60 | 8.32 | 12.56 | 7.94 | 10.05 | 28.16 | 0.62 |
| Yield(%) | 0.00 | 7.47 | 6.16 | 5.53 | 8.00 | 9.29 | 12.66 | … | … | 7.55 | 8.94 | 7.48 | 7.34 | 6.03 | 6.27 | 8.84 | 6.49 | 5.96 | 6.88 | 10.38 | 6.87 | 6.96 | 6.98 | 6.73 | 5.78 | 6.49 | 6.73 | 8.45 | 9.34 | 7.63 | 3.62 | 8.19 | 8.73 | 8.06 | 7.23 | 8.81 | 9.72 | 10.51 | 9.12 | 11.46 | 10.53 | 0.00 | 0.00 |
Data as of 11/27/2019, Common starting date is 12/17/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPL (Buckeye Partners L.P) |
-18.13%
Nov 2015 – Nov 2018 |
-10.35%
Dec 2013 – Dec 2018 |
4.16%
May 2008 – May 2018 |
4.00%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPL (Buckeye Partners L.P) |
34.69%
Dec 2008 – Dec 2011 |
25.68%
Dec 2008 – Dec 2013 |
21.28%
Nov 1987 – Nov 1997 |
19.45%
Dec 1988 – Dec 2003 |
Annualized Rolling Returns Comparison Chart