Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ESV (Valaris plc) | NA | -32.07% | -15.01% | -35.91% | -16.66% | -9.74% | -5.44% | 0.83% |
Data as of 08/02/2019, AR inception is 01/02/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESV (Valaris plc) | 01/02/1991 | 08/02/2019 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -30.95 | -32.07 | -15.01 | -35.91 | -16.66 | -9.74 | -5.44 | 0.83 | 41.01 | -39.54 | -38.80 | -36.57 | -47.01 | -43.94 | 0.25 | 29.91 | -9.76 | 37.12 | 41.11 | -52.28 | 19.31 | 13.12 | 40.08 | 17.23 | -7.41 | 18.95 | -26.75 | 49.39 | 115.45 | -67.88 | 38.24 | 110.87 | 85.86 | -8.33 | 200.00 | -18.18 | -47.62 |
| Sharpe Ratio | NA | -0.21 | -0.16 | -0.42 | -0.26 | NA | NA | -0.02 | 0.40 | -0.69 | -0.77 | -0.50 | -0.87 | -1.45 | 0.01 | 1.04 | -0.25 | 1.08 | 0.76 | -0.71 | 0.52 | 0.23 | 1.09 | 0.56 | -0.24 | 0.36 | -0.50 | 0.73 | 1.73 | -0.99 | 0.64 | 2.64 | 2.60 | -0.27 | 2.97 | -0.22 | -0.68 |
| Standard Deviation(%) | NA | 157.06 | 101.08 | 86.93 | 65.31 | NA | NA | 59.81 | 197.07 | 59.56 | 51.45 | 73.98 | 53.82 | 30.22 | 22.81 | 28.98 | 39.16 | 34.31 | 54.28 | 74.44 | 31.21 | 42.72 | 34.89 | 29.24 | 34.10 | 49.88 | 59.47 | 61.86 | 64.86 | 71.97 | 54.24 | 40.24 | 31.55 | 42.50 | 66.13 | 94.39 | 75.62 |
| Draw Down(%) | NA | 70.85 | 72.02 | 93.01 | 94.18 | NA | NA | 94.96 | 70.85 | 65.25 | 64.68 | 58.07 | 56.69 | 50.70 | 20.27 | 27.87 | 32.78 | 33.69 | 28.52 | 70.91 | 20.74 | 35.07 | 27.17 | 17.85 | 22.30 | 38.07 | 70.23 | 42.79 | 32.57 | 73.70 | 38.34 | 23.40 | 17.27 | 41.72 | 26.98 | 50.00 | 57.69 |
| Yield(%) | 0.00 | 0.00 | 0.32 | 0.87 | 2.54 | 2.34 | 2.74 | 15.17 | 0.00 | 0.32 | 0.39 | 0.25 | 1.99 | 5.30 | 3.64 | 3.06 | 2.65 | 2.54 | 0.33 | 0.16 | 0.21 | 0.21 | 0.33 | 0.37 | 0.33 | 0.43 | 0.29 | 0.47 | 0.95 | 0.30 | 0.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/02/2019, AR inception is 01/02/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESV (Valaris plc) |
-55.03%
Aug 2014 - Aug 2017 |
-41.29%
Dec 2013 - Dec 2018 |
-21.52%
Mar 2008 - Mar 2018 |
-11.22%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESV (Valaris plc) |
81.61%
Nov 1994 - Nov 1997 |
71.65%
Dec 1992 - Dec 1997 |
29.65%
Dec 1992 - Dec 2002 |
24.93%
Jul 1992 - Jul 2007 |
Annualized Rolling Returns Comparison Chart