Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LPI (Laredo Petroleum Holdings Inc) | NA | -36.36% | 39.78% | -22.57% | -18.08% | NA | NA | -16.68% |
Data as of 03/10/2023, AR inception is 12/15/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LPI (Laredo Petroleum Holdings Inc) | 12/15/2011 | 03/10/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -14.81 | -36.36 | 39.78 | -22.57 | -18.08 | NA | NA | -16.68 | -5.46 | -14.49 | 205.23 | -65.68 | -20.72 | -65.88 | -24.96 | 76.97 | -22.80 | -62.62 | 52.48 | -18.57 | 23.20 |
| Sharpe Ratio | NA | -0.51 | 0.37 | -0.24 | -0.22 | NA | NA | -0.21 | -0.54 | -0.20 | 2.38 | -0.38 | -0.70 | -1.40 | -1.00 | 0.55 | -0.54 | -1.25 | 0.91 | -1.01 | 436.24 |
| Standard Deviation(%) | NA | 76.48 | 106.51 | 100.95 | 84.19 | NA | NA | 80.41 | 60.44 | 79.93 | 86.17 | 170.87 | 63.11 | 62.52 | 44.20 | 78.07 | 76.03 | 64.76 | 37.42 | 37.15 | 43.83 |
| Draw Down(%) | NA | 59.84 | 72.13 | 96.91 | 98.99 | NA | NA | 98.99 | 18.08 | 57.40 | 60.46 | 88.67 | 50.36 | 73.61 | 37.61 | 51.88 | 55.38 | 76.15 | 24.52 | 35.04 | 2.93 |
| 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 |
Data as of 03/10/2023, AR inception is 12/15/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LPI (Laredo Petroleum Holdings Inc) |
-70.36%
Mar 2017 - Mar 2020 |
-50.69%
Mar 2015 - Mar 2020 |
-18.16%
Apr 2012 - Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LPI (Laredo Petroleum Holdings Inc) |
33.50%
Feb 2020 - Feb 2023 |
-8.55%
Apr 2013 - Apr 2018 |
-14.87%
May 2012 - May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart