Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LVLT (Level 3 Communications Inc) | NA | -1.16% | 4.74% | 21.03% | 2.51% | -1.75% | NA | -11.08% |
Data as of 11/01/2017, AR inception is 04/02/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LVLT (Level 3 Communications Inc) | 04/02/1998 | 11/01/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.38 | -1.16 | 4.74 | 21.03 | 2.51 | -1.75 | NA | -11.08 | -4.84 | 3.68 | 10.09 | 48.87 | 43.53 | 36.02 | 21.36 | -35.95 | 118.57 | -76.97 | -45.71 | 95.12 | -15.34 | -40.53 | 16.33 | -2.00 | -84.76 | -59.92 | 89.86 | 23.43 |
| Sharpe Ratio | NA | -1.13 | -0.76 | -0.02 | -0.30 | NA | NA | -0.43 | -1.30 | -0.99 | -0.33 | 0.95 | 0.73 | 0.44 | 0.05 | -0.95 | 1.06 | -0.88 | -1.27 | 1.26 | -0.59 | -1.10 | -0.07 | -0.21 | -0.82 | -0.94 | 1.29 | 0.46 |
| Standard Deviation(%) | NA | 17.82 | 25.29 | 28.87 | 58.29 | NA | NA | 68.32 | 17.52 | 30.64 | 25.91 | 32.07 | 34.03 | 40.31 | 59.21 | 57.45 | 94.41 | 109.28 | 53.63 | 58.12 | 61.30 | 54.77 | 44.65 | 104.94 | 129.60 | 88.81 | 66.94 | 63.54 |
| Draw Down(%) | NA | 20.07 | 26.94 | 26.94 | 86.43 | NA | NA | 99.54 | 20.07 | 21.38 | 26.94 | 19.89 | 22.11 | 34.18 | 55.33 | 50.86 | 59.73 | 85.75 | 58.28 | 39.86 | 52.21 | 63.34 | 40.35 | 62.05 | 96.02 | 79.36 | 49.63 | 43.03 |
| 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 |
Data as of 11/01/2017, AR inception is 04/02/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVLT (Level 3 Communications Inc) |
-65.02%
Jan 2000 - Jan 2003 |
-54.51%
Mar 2000 - Mar 2005 |
-35.86%
Jan 2000 - Jan 2010 |
-20.93%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVLT (Level 3 Communications Inc) |
42.71%
Dec 2011 - Dec 2014 |
31.17%
Dec 2010 - Dec 2015 |
8.02%
Apr 2005 - Apr 2015 |
2.30%
Jun 2002 - Jun 2017 |
Annualized Rolling Returns Comparison Chart