Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GXP (Great Plains Energy Incorporated) | NA | 14.34% | 11.51% | 10.88% | 6.26% | 5.21% | 5.65% | … | … |
Data as of 06/04/2018, Common starting date is 11/05/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GXP (Great Plains Energy Incorporated) | 11/05/1987 | 06/04/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.96 | 14.34 | 11.51 | 10.88 | 6.26 | 5.21 | 5.65 | … | … | 0.96 | 19.77 | 3.92 | -0.16 | 21.57 | 24.07 | -2.79 | 17.24 | 4.67 | 5.64 | -29.23 | -2.57 | 20.32 | -2.54 | 0.40 | 47.68 | -2.49 | -2.00 | 32.93 | -20.47 | 5.88 | 9.78 | 15.10 | 19.88 | 9.06 | 7.44 | -48.80 | 44.12 | 9.74 | 20.07 | 36.10 | -4.45 |
| Sharpe Ratio | NA | 0.86 | 0.63 | 0.62 | 0.27 | NA | NA | … | … | 0.06 | 1.59 | 0.20 | -0.01 | 1.37 | 1.63 | -0.19 | 0.74 | 0.26 | 0.15 | -0.89 | -0.35 | 1.46 | -0.35 | -0.04 | 2.44 | -0.12 | -0.19 | 0.82 | -1.23 | 0.18 | 0.53 | 0.64 | 1.04 | 0.30 | 0.36 | -0.73 | 3.66 | 0.25 | 1.15 | 2.23 | -1.61 |
| Standard Deviation(%) | NA | 15.41 | 17.48 | 17.03 | 22.21 | NA | NA | … | … | 19.62 | 12.08 | 18.63 | 20.27 | 15.75 | 14.73 | 14.79 | 23.16 | 17.77 | 36.45 | 33.99 | 16.65 | 11.63 | 13.57 | 16.11 | 19.27 | 30.08 | 24.10 | 35.16 | 19.41 | 13.54 | 11.35 | 17.69 | 15.29 | 19.75 | 14.57 | 69.85 | 10.93 | 17.03 | 12.31 | 13.93 | 18.82 |
| Draw Down(%) | NA | 15.62 | 17.54 | 18.14 | 55.77 | NA | NA | … | … | 9.18 | 7.98 | 17.54 | 18.14 | 9.99 | 11.79 | 12.71 | 22.18 | 13.11 | 44.27 | 38.80 | 17.55 | 4.86 | 15.31 | 17.91 | 12.04 | 36.42 | 14.08 | 21.09 | 24.07 | 9.23 | 7.10 | 11.58 | 8.90 | 15.32 | 14.13 | 53.09 | 5.59 | 12.02 | 7.71 | 6.35 | 8.50 |
| Yield(%) | 0.82 | 3.80 | 4.26 | 4.53 | 3.72 | 4.06 | 4.49 | … | … | 1.71 | 3.99 | 3.93 | 3.57 | 3.90 | 4.27 | 3.98 | 4.27 | 4.28 | 4.18 | 5.75 | 5.14 | 5.80 | 5.54 | 5.21 | 7.22 | 6.59 | 6.22 | 7.40 | 5.68 | 5.62 | 5.73 | 6.09 | 6.59 | 6.63 | 6.49 | 3.79 | 7.75 | 7.49 | 8.20 | 9.22 | 2.09 |
Data as of 06/04/2018, Common starting date is 11/05/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXP (Great Plains Energy Incorporated) |
-16.97%
Feb 2006 – Feb 2009 |
-12.14%
Feb 2004 – Feb 2009 |
-0.15%
Feb 1999 – Feb 2009 |
3.03%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXP (Great Plains Energy Incorporated) |
24.39%
Jul 2002 – Jul 2005 |
20.00%
Mar 2009 – Mar 2014 |
11.62%
Mar 1994 – Mar 2004 |
8.31%
Jun 1992 – Jun 2007 |
Annualized Rolling Returns Comparison Chart