Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRQ (Dril-Quip Inc) | NA | -45.45% | -11.63% | NA | NA | NA | NA | … | … |
Data as of 09/09/2024, Common starting date is 09/03/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRQ (Dril-Quip Inc) | 09/03/2020 | 09/09/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.60 | -45.45 | -11.63 | NA | NA | NA | NA | … | … | -31.76 | -14.35 | 38.06 | -33.56 | -12.37 | 56.21 | -37.04 | -20.57 | 1.38 | -22.81 | -30.20 | 50.49 | 10.98 | -15.31 | 37.61 | 175.38 | -63.15 | 42.13 | 65.93 | 94.56 | 48.83 | -3.55 | -29.88 | -29.49 | -43.74 | 71.13 | -49.47 | -7.57 |
| Sharpe Ratio | NA | -1.20 | -0.31 | -0.81 | -0.67 | NA | NA | … | … | -1.09 | -0.45 | 0.68 | -0.70 | -0.59 | 0.72 | -1.60 | -1.25 | -1.01 | -1.17 | -1.62 | 1.36 | -0.27 | -0.73 | 0.44 | 2.92 | -1.11 | 0.52 | 0.87 | 1.63 | 0.77 | -0.69 | -0.88 | -0.92 | -0.78 | 1.20 | -0.74 | -0.58 |
| Standard Deviation(%) | NA | 41.52 | 46.37 | 43.82 | 38.94 | NA | NA | … | … | 42.68 | 41.67 | 54.59 | 47.95 | 56.78 | 45.93 | 36.74 | 31.97 | 32.44 | 35.24 | 30.06 | 23.45 | 28.44 | 46.44 | 42.81 | 53.69 | 74.00 | 38.66 | 50.62 | 45.18 | 38.22 | 33.14 | 56.11 | 55.75 | 86.21 | 56.52 | 71.37 | 66.36 |
| Draw Down(%) | NA | 53.29 | 64.62 | 62.74 | 78.78 | NA | NA | … | … | 42.75 | 42.07 | 52.41 | 53.95 | 32.04 | 26.26 | 53.91 | 46.05 | 27.65 | 31.28 | 39.56 | 12.02 | 23.35 | 39.31 | 41.47 | 31.14 | 77.73 | 24.25 | 28.21 | 31.97 | 26.09 | 32.76 | 42.28 | 60.00 | 65.73 | 37.58 | 67.01 | 23.52 |
| 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 | 0.00 |
Data as of 09/09/2024, Common starting date is 09/03/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRQ (Dril-Quip Inc) |
-18.08%
Jun 2021 – Jun 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRQ (Dril-Quip Inc) |
-5.79%
Oct 2020 – Oct 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart