Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDR (McDermott International Inc) | NA | -99.21% | -79.48% | -49.65% | -40.32% | -22.48% | -14.71% | … | … |
Data as of 01/29/2020, Common starting date is 07/01/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDR (McDermott International Inc) | 07/01/1985 | 01/29/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -90.06 | -99.21 | -79.48 | -49.65 | -40.32 | -22.48 | -14.71 | … | … | -89.76 | -89.60 | -0.61 | -10.96 | 120.60 | 15.12 | -68.23 | -16.88 | -4.26 | -44.37 | 67.52 | 143.02 | -83.26 | 132.13 | 71.02 | 142.97 | 53.64 | 172.83 | -64.30 | 14.14 | 19.84 | -62.83 | -32.13 | 118.59 | -20.18 | -7.22 | -2.70 | 18.68 | 41.39 | -26.98 | 10.48 | 64.28 | 9.50 | -26.86 | 30.54 | -26.29 |
| Sharpe Ratio | NA | -0.44 | -0.56 | -0.50 | -0.56 | NA | NA | … | … | -0.12 | -0.65 | -0.17 | -0.79 | 1.60 | -0.04 | -1.91 | -0.79 | -0.51 | -0.87 | 1.21 | 1.86 | -1.02 | 2.74 | 1.25 | 2.54 | 0.67 | 1.78 | -0.65 | -0.11 | -0.05 | -0.96 | -0.76 | 2.88 | -0.75 | -0.40 | -0.17 | 0.56 | 1.12 | -0.85 | 0.13 | 2.03 | 0.14 | -0.65 | 0.68 | -1.79 |
| Standard Deviation(%) | NA | 280.76 | 180.71 | 146.07 | 109.46 | NA | NA | … | … | 850.38 | 173.25 | 132.11 | 38.46 | 53.78 | 77.06 | 45.33 | 44.84 | 44.86 | 72.60 | 40.31 | 66.81 | 100.90 | 40.38 | 39.04 | 47.95 | 50.62 | 86.02 | 129.09 | 63.85 | 68.44 | 68.98 | 46.69 | 39.79 | 31.15 | 27.89 | 33.73 | 29.76 | 34.46 | 35.89 | 39.26 | 28.92 | 35.10 | 47.50 | 38.82 | 28.35 |
| Draw Down(%) | NA | 99.35 | 99.69 | 99.69 | 99.73 | NA | NA | … | … | 92.52 | 94.81 | 72.59 | 32.13 | 31.64 | 44.61 | 75.49 | 50.04 | 37.82 | 61.76 | 28.84 | 30.74 | 90.77 | 24.07 | 23.24 | 19.65 | 44.36 | 52.42 | 85.70 | 54.93 | 44.55 | 75.15 | 53.82 | 24.72 | 27.05 | 44.25 | 28.13 | 22.31 | 29.64 | 41.82 | 34.58 | 24.69 | 29.86 | 57.05 | 24.32 | 33.62 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.05 | … | … | 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 | 1.14 | 0.82 | 0.56 | 1.20 | 3.72 | 4.00 | 3.70 | 4.32 | 5.67 | 4.02 | 4.12 | 6.84 | 10.71 | 8.18 | 9.86 | 3.46 |
Data as of 01/29/2020, Common starting date is 07/01/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDR (McDermott International Inc) |
-54.85%
Dec 2016 – Dec 2019 |
-40.88%
Mar 1998 – Mar 2003 |
-25.17%
Dec 2009 – Dec 2019 |
-9.71%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDR (McDermott International Inc) |
165.79%
Mar 2003 – Mar 2006 |
124.25%
Mar 2003 – Mar 2008 |
36.28%
Mar 2003 – Mar 2013 |
22.99%
Aug 2003 – Aug 2018 |
Annualized Rolling Returns Comparison Chart