Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRS (Bristow Group Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 06/28/2019, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRS (Bristow Group Inc) | 03/26/1990 | 06/28/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | -81.96 | -34.59 | -19.30 | -59.36 | -10.89 | 41.87 | 15.09 | 1.14 | 23.15 | 43.52 | -52.71 | 56.97 | 23.60 | -10.07 | 32.42 | 11.86 | 23.42 | -17.58 | 129.83 | -21.05 | -44.44 | 10.32 | 53.47 | -2.88 | -5.45 | 26.44 | 26.09 | 11.29 | -32.61 |
| Sharpe Ratio | NA | -0.52 | -0.64 | -0.70 | -0.55 | NA | NA | … | … | -0.34 | -1.11 | -0.43 | -0.22 | -1.23 | -0.41 | 1.92 | 0.65 | 0.03 | 0.69 | 0.73 | -0.72 | 1.70 | 0.61 | -0.36 | 0.94 | 0.36 | 0.58 | -0.39 | 2.49 | -0.47 | -0.69 | -0.89 | 1.29 | -0.24 | -0.28 | 0.62 | 0.54 | 0.16 | -0.71 |
| Standard Deviation(%) | NA | 194.21 | 129.73 | 106.41 | 78.45 | NA | NA | … | … | 296.53 | 75.10 | 82.59 | 90.39 | 48.18 | 26.73 | 21.84 | 23.51 | 37.22 | 33.28 | 59.75 | 74.07 | 31.92 | 33.51 | 34.20 | 33.47 | 31.07 | 38.62 | 51.38 | 50.52 | 51.33 | 69.47 | 50.18 | 38.46 | 28.58 | 30.40 | 39.24 | 43.45 | 47.61 | 63.72 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 88.84 | 69.51 | 62.87 | 64.30 | 26.69 | 11.74 | 22.60 | 27.29 | 27.00 | 41.28 | 70.57 | 21.13 | 24.19 | 21.16 | 16.39 | 24.87 | 31.31 | 37.39 | 23.20 | 39.05 | 63.27 | 35.64 | 19.67 | 26.05 | 26.77 | 35.76 | 23.29 | 29.76 | 52.14 |
| Yield(%) | NA | 0.00 | 0.80 | 0.60 | 1.71 | 1.26 | 2.37 | … | … | 0.00 | 0.00 | 0.66 | 1.06 | 2.05 | 1.63 | 1.74 | 1.54 | 0.93 | 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 06/28/2019, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRS (Bristow Group Inc) |
-81.80%
May 2016 – May 2019 |
-74.32%
May 2014 – May 2019 |
-44.43%
May 2009 – May 2019 |
-30.95%
May 2004 – May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRS (Bristow Group Inc) |
33.20%
Feb 2009 – Feb 2012 |
31.99%
Feb 2009 – Feb 2014 |
16.31%
Aug 1998 – Aug 2008 |
16.03%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart