Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PACD (Pacific Drilling S.A.) | NA | -99.05% | -98.03% | -94.59% | NA | NA | NA | -84.65% |
Data as of 12/31/2020, AR inception is 11/11/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PACD (Pacific Drilling S.A.) | 11/11/2011 | 12/31/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 36.43 | -99.05 | -98.03 | -94.59 | NA | NA | NA | -84.65 | -99.05 | -69.44 | -99.74 | -87.44 | -51.67 | -81.90 | -59.51 | 21.40 | 1.51 | 12.73 |
| Sharpe Ratio | NA | -0.46 | -0.35 | -0.40 | NA | NA | NA | -0.48 | -0.46 | -1.09 | -0.28 | -0.76 | -0.64 | -1.28 | -2.19 | 0.12 | -0.56 | 3.42 |
| Standard Deviation(%) | NA | 216.96 | 282.61 | 235.62 | NA | NA | NA | 177.36 | 216.96 | 84.82 | 431.34 | 141.03 | 133.55 | 78.45 | 35.60 | 23.11 | 30.49 | 32.57 |
| Draw Down(%) | NA | 99.59 | 100.00 | 100.00 | NA | NA | NA | 100.00 | 99.59 | 84.14 | 99.89 | 95.70 | 67.78 | 82.72 | 61.52 | 14.47 | 28.47 | 7.20 |
| 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 |
Data as of 12/31/2020, AR inception is 11/11/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PACD (Pacific Drilling S.A.) |
-98.30%
Nov 2017 - Nov 2020 |
-95.18%
Nov 2015 - Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PACD (Pacific Drilling S.A.) |
-20.69%
Dec 2011 - Dec 2014 |
-46.54%
Dec 2011 - Dec 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart