Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LBY (Libbey Inc) | NA | -98.25% | -81.28% | -71.60% | -41.89% | -30.81% | -26.73% | -18.05% |
Data as of 10/01/2020, AR inception is 06/18/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LBY (Libbey Inc) | 06/18/1993 | 10/01/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.38 | -98.25 | -81.28 | -71.60 | -41.89 | -30.81 | -26.73 | -18.05 | -95.85 | -62.63 | -48.40 | -61.36 | -8.72 | -32.19 | 49.71 | 8.53 | 51.88 | -17.65 | 102.22 | 512.00 | -92.11 | 28.36 | 20.74 | -53.98 | -22.02 | 9.54 | -20.37 | 7.49 | 5.65 | -0.65 | -22.70 | 34.30 | 23.89 | 28.57 | 5.26 | 27.88 |
| Sharpe Ratio | NA | -0.43 | -0.55 | -0.61 | -0.48 | NA | NA | -0.28 | -0.38 | -0.94 | -1.02 | -1.29 | -1.07 | -1.40 | 1.14 | -0.40 | 0.97 | -0.68 | 1.76 | 4.08 | -0.78 | 0.13 | -0.02 | -2.17 | -1.25 | -0.33 | -1.19 | -0.35 | -2.26 | 0.85 | 0.40 | -0.47 | 0.85 | -1.30 | 0.24 | 1.77 |
| Standard Deviation(%) | NA | 230.68 | 148.89 | 119.49 | 88.06 | NA | NA | 70.20 | 263.46 | 91.11 | 68.66 | 62.56 | 39.84 | 36.30 | 27.37 | 24.90 | 34.66 | 53.10 | 47.65 | 120.93 | 143.55 | 48.61 | 71.47 | 34.64 | 33.20 | 29.83 | 33.81 | 40.10 | 27.88 | 28.50 | 26.25 | 26.10 | 30.45 | 25.82 | 28.71 | 32.57 |
| Draw Down(%) | NA | 99.04 | 99.71 | 99.91 | 99.92 | NA | NA | 99.92 | 97.90 | 74.61 | 68.12 | 69.70 | 29.08 | 49.01 | 19.35 | 18.66 | 18.82 | 43.97 | 31.79 | 74.75 | 93.77 | 39.83 | 60.99 | 58.97 | 43.88 | 22.90 | 40.18 | 32.90 | 19.24 | 25.79 | 28.10 | 14.26 | 16.37 | 17.14 | 29.11 | 10.00 |
| 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 | 0.00 |
Data as of 10/01/2020, AR inception is 06/18/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LBY (Libbey Inc) |
-80.37%
Sep 2017 - Sep 2020 |
-71.88%
Aug 2015 - Aug 2020 |
-40.77%
Sep 2010 - Sep 2020 |
-31.38%
Aug 2005 - Aug 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LBY (Libbey Inc) |
141.39%
Mar 2009 - Mar 2012 |
95.09%
Mar 2009 - Mar 2014 |
15.01%
Jan 2009 - Jan 2019 |
2.55%
Mar 2000 - Mar 2015 |
Annualized Rolling Returns Comparison Chart