Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DRYS (DryShips Inc) | NA | 6.50% | -99.95% | -99.87% | -80.80% | NA | NA | -71.27% |
Data as of 10/11/2019, AR inception is 02/03/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRYS (DryShips Inc) | 02/03/2005 | 10/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.19 | 6.50 | -99.95 | -99.87 | -80.80 | NA | NA | -71.27 | -7.26 | 62.05 | -100.00 | -100.00 | -83.59 | -77.45 | 24,181,484,786.57 | -20.00 | -63.57 | -5.67 | -45.40 | -85.94 | 340.34 | 57.77 | -38.08 |
| Sharpe Ratio | NA | 0.08 | -0.11 | -0.14 | -0.11 | NA | NA | -0.11 | -0.18 | 0.96 | -0.18 | -0.07 | -0.73 | -1.07 | 13,278,834.42 | -0.33 | -0.96 | -0.11 | -0.36 | -0.63 | 4.60 | 1.28 | -1.15 |
| Standard Deviation(%) | NA | 62.07 | 901.39 | 722.90 | 771.65 | NA | NA | 639.13 | 60.27 | 63.07 | 553.59 | 1,509.30 | 114.73 | 72.40 | 1,821.05 | 60.90 | 66.05 | 51.71 | 127.85 | 137.76 | 73.92 | 42.63 | 37.42 |
| Draw Down(%) | NA | 53.19 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 53.19 | 34.30 | 100.00 | 100.00 | 92.50 | 83.40 | 30.81 | 57.75 | 64.18 | 49.48 | 83.17 | 96.76 | 46.80 | 34.84 | 46.26 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.62 | 1.06 | 0.80 | 1.14 | 0.00 | 1.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.02 | 4.49 | 6.55 | 1.98 |
Data as of 10/11/2019, AR inception is 02/03/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRYS (DryShips Inc) |
-100.00%
Jun 2014 - Jun 2017 |
-99.90%
May 2014 - May 2019 |
-86.75%
Jul 2007 - Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRYS (DryShips Inc) |
45,012.09%
Aug 2011 - Aug 2014 |
3,774.40%
Feb 2009 - Feb 2014 |
359.77%
Apr 2005 - Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart