Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DO (Diamond Offshore Drilling Inc) | NA | -91.25% | -59.78% | -49.99% | -36.35% | -22.71% | -17.14% | -10.07% |
Data as of 04/28/2020, AR inception is 10/11/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DO (Diamond Offshore Drilling Inc) | 10/11/1995 | 04/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 21.87 | -91.25 | -59.78 | -49.99 | -36.35 | -22.71 | -17.14 | -10.07 | -86.95 | -23.83 | -49.22 | 5.03 | -16.11 | -42.52 | -35.51 | -16.24 | 22.98 | -17.36 | -32.06 | 66.98 | -58.49 | 77.63 | 14.92 | 73.68 | 95.27 | -6.13 | -28.13 | -24.00 | 30.88 | 29.02 | -50.78 | 68.86 | 68.89 | 40.62 |
| Sharpe Ratio | NA | -0.77 | -0.85 | -0.91 | -0.94 | NA | NA | -0.52 | -0.49 | -0.68 | -1.44 | -0.32 | -0.92 | -1.24 | -1.47 | -1.77 | 0.20 | -1.04 | -1.48 | 1.14 | -1.11 | 1.66 | -0.19 | 1.42 | 2.47 | -0.89 | -1.18 | -1.09 | -0.66 | 0.95 | -0.28 | 0.47 | 2.25 | 9.20 |
| Standard Deviation(%) | NA | 149.29 | 95.29 | 80.27 | 61.13 | NA | NA | 52.48 | 238.77 | 68.89 | 49.21 | 44.26 | 54.72 | 49.04 | 36.67 | 19.66 | 22.25 | 34.67 | 34.15 | 42.45 | 70.39 | 33.71 | 39.56 | 36.96 | 30.64 | 28.52 | 40.48 | 42.16 | 57.40 | 56.58 | 63.20 | 46.36 | 31.27 | 29.08 |
| Draw Down(%) | NA | 93.62 | 96.56 | 97.90 | 99.15 | NA | NA | 99.51 | 90.58 | 59.79 | 57.68 | 47.56 | 43.32 | 54.85 | 48.40 | 27.58 | 22.44 | 33.99 | 46.45 | 21.01 | 61.94 | 19.29 | 33.54 | 22.99 | 19.08 | 27.39 | 48.47 | 47.98 | 35.94 | 32.15 | 62.13 | 36.14 | 19.14 | 5.48 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/28/2020, AR inception is 10/11/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DO (Diamond Offshore Drilling Inc) |
-52.16%
Mar 2017 - Mar 2020 |
-41.54%
Mar 2015 - Mar 2020 |
-32.17%
Mar 2010 - Mar 2020 |
-19.78%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DO (Diamond Offshore Drilling Inc) |
69.50%
Apr 2003 - Apr 2006 |
46.41%
Apr 2003 - Apr 2008 |
18.07%
Aug 1998 - Aug 2008 |
10.52%
Nov 1995 - Nov 2010 |
Annualized Rolling Returns Comparison Chart