Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PENN (PENN Entertainment, Inc.) | -8.93% | -2.80% | -17.23% | -11.67% | 0.19% | 9.11% | 4.35% | 16.12% |
Data as of 07/18/2025, AR inception is 05/26/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PENN (PENN Entertainment, Inc.) | 05/26/1994 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.23 | -2.80 | -17.23 | -11.67 | 0.19 | 9.11 | 4.35 | 16.12 | -8.93 | -23.83 | -12.39 | -42.72 | -39.97 | 237.04 | 35.74 | -39.90 | 144.24 | -13.92 | 16.68 | -4.19 | 29.06 | 29.00 | 8.31 | 29.28 | 27.17 | -64.10 | 43.08 | 26.31 | 8.84 | 161.89 | 45.78 | 4.55 | 197.82 | 13.19 | 28.57 | -28.21 | -31.58 | 232.04 | 98.08 | -35.00 |
| Sharpe Ratio | NA | -0.11 | -0.40 | -0.24 | -0.02 | NA | NA | 0.27 | -0.33 | -0.65 | -0.35 | -0.77 | -0.63 | 1.75 | 0.98 | -1.01 | 4.96 | -0.47 | 0.57 | -0.12 | 1.37 | 0.88 | 0.23 | 0.81 | 0.50 | -0.89 | 1.48 | 0.65 | 0.19 | 4.15 | 1.10 | 0.06 | 2.67 | 0.14 | 0.48 | -0.48 | -0.61 | 3.19 | 1.83 | -1.19 |
| Standard Deviation(%) | NA | 52.22 | 51.96 | 57.94 | 61.32 | NA | NA | 53.88 | 56.92 | 53.54 | 48.22 | 57.58 | 63.65 | 134.76 | 35.11 | 40.63 | 29.11 | 30.30 | 29.43 | 34.77 | 21.19 | 33.15 | 35.80 | 36.01 | 53.79 | 73.12 | 27.22 | 35.75 | 34.74 | 38.75 | 41.05 | 56.00 | 75.14 | 66.01 | 52.36 | 65.34 | 56.92 | 70.77 | 51.44 | 45.91 |
| Draw Down(%) | NA | 39.51 | 63.62 | 89.92 | 89.92 | NA | NA | 89.92 | 39.51 | 43.77 | 48.65 | 49.60 | 67.28 | 88.22 | 35.06 | 51.68 | 10.91 | 30.83 | 23.95 | 28.96 | 17.19 | 18.96 | 26.55 | 29.30 | 28.46 | 78.58 | 12.32 | 28.86 | 31.87 | 13.38 | 33.90 | 39.31 | 48.92 | 49.30 | 35.99 | 58.00 | 56.52 | 33.03 | 35.44 | 37.35 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.65 | 1.58 | 0.75 | 21.23 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 8.79 | 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 07/18/2025, AR inception is 05/26/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PENN (PENN Entertainment, Inc.) |
-45.93%
Feb 2021 - Feb 2024 |
-14.68%
May 2020 - May 2025 |
-0.45%
May 2015 - May 2025 |
4.87%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PENN (PENN Entertainment, Inc.) |
92.16%
Sep 1994 - Sep 1997 |
74.46%
Feb 2000 - Feb 2005 |
49.53%
Dec 1994 - Dec 2004 |
29.83%
Dec 1994 - Dec 2009 |
Annualized Rolling Returns Comparison Chart