Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LAYN (Layne Christensen Company) | NA | 78.60% | 20.95% | -5.67% | -10.89% | 4.42% | 1.29% | … | … |
Data as of 06/15/2018, Common starting date is 08/20/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LAYN (Layne Christensen Company) | 08/20/1992 | 06/15/2018 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.78 | 78.60 | 20.95 | -5.67 | -10.89 | 4.42 | 1.29 | … | … | 20.96 | 15.46 | 106.65 | -44.86 | -44.15 | -29.63 | 0.29 | -29.69 | 19.89 | 19.58 | -51.21 | 49.89 | 29.10 | 40.11 | 52.91 | 44.76 | 2.50 | 144.98 | -54.96 | -1.69 | -43.27 | -14.75 | 35.56 | 50.00 | 22.45 | -23.44 | 14.29 |
| Sharpe Ratio | NA | 2.42 | 0.42 | -0.11 | -0.20 | NA | NA | … | … | 1.44 | 0.39 | 2.46 | -0.60 | -0.80 | -0.92 | 0.01 | -0.69 | 0.50 | 0.29 | -0.53 | 1.20 | 0.67 | 0.92 | 1.67 | 1.46 | 0.04 | 2.79 | -0.69 | -0.07 | -0.84 | -1.60 | 0.58 | 0.76 | 0.43 | -0.42 | 0.72 |
| Standard Deviation(%) | NA | 32.09 | 49.20 | 51.17 | 55.07 | NA | NA | … | … | 35.10 | 37.99 | 42.99 | 74.79 | 55.24 | 32.33 | 29.26 | 42.81 | 39.85 | 67.89 | 97.40 | 39.10 | 38.41 | 41.39 | 31.04 | 30.13 | 39.16 | 52.38 | 85.23 | 72.42 | 55.33 | 43.57 | 54.38 | 60.48 | 45.66 | 59.98 | 58.39 |
| Draw Down(%) | NA | 16.36 | 59.57 | 82.09 | 93.49 | NA | NA | … | … | 14.69 | 35.59 | 26.46 | 62.72 | 66.42 | 41.64 | 32.25 | 39.43 | 22.88 | 40.44 | 79.13 | 22.12 | 22.37 | 23.59 | 18.68 | 18.88 | 37.30 | 15.85 | 57.76 | 44.02 | 62.23 | 48.16 | 16.19 | 16.67 | 26.32 | 39.39 | 21.13 |
| 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 06/15/2018, Common starting date is 08/20/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAYN (Layne Christensen Company) |
-42.46%
Sep 1997 – Sep 2000 |
-31.32%
Dec 2010 – Dec 2015 |
-16.67%
May 2007 – May 2017 |
-2.10%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAYN (Layne Christensen Company) |
57.99%
Mar 2003 – Mar 2006 |
50.76%
Dec 2000 – Dec 2005 |
26.56%
Dec 2000 – Dec 2010 |
16.75%
Aug 1993 – Aug 2008 |
Annualized Rolling Returns Comparison Chart