Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LORL (Loral Space & Communications Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 12/01/2021, Common starting date is 07/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LORL (Loral Space & Communications Inc) | 07/27/2005 | 12/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | -9.13 | -13.23 | -15.44 | 7.31 | 0.84 | -48.28 | -2.80 | 48.15 | -15.75 | -15.19 | 142.01 | 117.55 | -57.58 | -15.89 | 43.99 | 2.84 |
| Sharpe Ratio | NA | 1.52 | 0.17 | 0.16 | 0.16 | NA | NA | … | … | 2.01 | -0.13 | -1.50 | -1.65 | -0.58 | -1.08 | -2.77 | -1.03 | 1.71 | -0.65 | -0.98 | 2.91 | 1.19 | -0.84 | -1.06 | 0.71 | -0.59 |
| Standard Deviation(%) | NA | 55.84 | 55.02 | 44.63 | 35.87 | NA | NA | … | … | 56.05 | 74.52 | 24.30 | 22.43 | 20.54 | 30.68 | 24.09 | 20.73 | 17.34 | 52.90 | 34.44 | 42.38 | 82.83 | 92.01 | 35.84 | 30.74 | 30.36 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 60.46 | 27.89 | 25.18 | 15.71 | 26.11 | 51.61 | 18.02 | 8.19 | 36.96 | 39.12 | 24.17 | 41.57 | 82.36 | 38.63 | 16.67 | 24.22 |
| Yield(%) | 0.00 | 7.06 | 5.60 | 3.58 | 8.00 | 10.75 | 9.02 | … | … | 0.00 | 21.45 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 65.25 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/01/2021, Common starting date is 07/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LORL (Loral Space & Communications Inc) |
-33.95%
Nov 2005 – Nov 2008 |
-24.99%
Mar 2015 – Mar 2020 |
-3.33%
Nov 2010 – Nov 2020 |
3.34%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LORL (Loral Space & Communications Inc) |
94.47%
Nov 2008 – Nov 2011 |
76.95%
Nov 2008 – Nov 2013 |
25.04%
Nov 2008 – Nov 2018 |
10.48%
Oct 2006 – Oct 2021 |
Annualized Rolling Returns Comparison Chart