Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PGN (Paragon Offshore plc) | NA | -75.19% | -61.13% | -38.68% | -19.99% | -10.14% | -5.95% | 1.18% |
Data as of 12/05/2014, AR inception is 10/02/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PGN (Paragon Offshore plc) | 10/02/1984 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -16.80 | -75.19 | -61.13 | -38.68 | -19.99 | -10.14 | -5.95 | 1.18 | 11.09 | 35.78 | 12.62 | 10.04 | -12.93 | 3.83 | 18.07 | 2.48 | 5.30 | 9.95 | 1.07 | -3.93 | 71.80 | -32.00 | 16.02 | 22.31 | 11.36 | 37.65 | -5.63 | 14.71 | 9.98 | 24.72 | 8.15 | 33.91 | 18.48 | -8.18 | 38.78 | 29.69 | 13.41 |
| Sharpe Ratio | NA | 1.89 | 1.67 | 0.51 | 0.30 | NA | NA | 0.44 | 2.04 | 2.12 | 0.90 | 0.48 | -0.40 | 0.04 | 1.21 | 0.02 | 0.32 | 0.48 | 0.00 | -0.28 | 2.41 | -1.80 | 0.70 | -2.10 | 0.55 | 2.48 | -0.43 | 0.72 | 0.77 | 1.66 | 0.17 | 2.58 | 1.08 | -0.53 | 1.82 | 1.51 | 2.39 |
| Standard Deviation(%) | NA | 16.58 | 14.59 | 22.04 | 21.15 | NA | NA | 19.07 | 11.42 | 16.88 | 13.87 | 20.70 | 34.87 | 19.29 | 12.23 | 14.03 | 13.72 | 19.12 | 33.45 | 22.74 | 28.08 | 19.61 | 18.13 | 15.61 | 14.19 | 13.65 | 20.12 | 17.52 | 9.75 | 12.55 | 17.41 | 10.92 | 12.73 | 22.86 | 18.98 | 16.16 | 25.48 |
| Draw Down(%) | NA | 10.50 | 10.61 | 32.35 | 33.77 | NA | NA | 37.28 | 7.22 | 10.61 | 7.59 | 21.53 | 23.88 | 16.43 | 8.55 | 8.80 | 14.22 | 15.66 | 34.24 | 18.48 | 15.53 | 34.71 | 12.71 | 11.72 | 9.65 | 7.41 | 21.86 | 17.47 | 8.55 | 8.27 | 14.67 | 4.76 | 8.28 | 24.80 | 13.28 | 12.71 | 7.69 |
| Yield(%) | 0.00 | 1.00 | 0.84 | 3.09 | 4.22 | 6.44 | 7.18 | 7.87 | 2.26 | 5.69 | 6.06 | 6.10 | 5.16 | 4.92 | 5.45 | 5.26 | 5.05 | 5.09 | 4.81 | 4.38 | 6.90 | 4.21 | 4.56 | 5.19 | 5.24 | 6.55 | 5.74 | 2.95 | 2.93 | 3.27 | 3.07 | 3.88 | 3.05 | 2.60 | 4.45 | 5.25 | 0.00 |
Data as of 12/05/2014, AR inception is 10/02/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGN (Paragon Offshore plc) |
-52.21%
Nov 2011 - Nov 2014 |
-37.05%
Nov 2009 - Nov 2014 |
-17.30%
Nov 2004 - Nov 2014 |
-9.71%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGN (Paragon Offshore plc) |
29.04%
Aug 1990 - Aug 1993 |
23.84%
Apr 1988 - Apr 1993 |
17.79%
Sep 1985 - Sep 1995 |
15.12%
Sep 1985 - Sep 2000 |
Annualized Rolling Returns Comparison Chart