Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PGSVY (PGS ASA) | NA | 54.84% | -47.74% | -30.62% | -27.10% | -22.19% | NA | … | … |
Data as of 11/04/2021, Common starting date is 12/17/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PGSVY (PGS ASA) | 12/17/2004 | 11/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.88 | 54.84 | -47.74 | -30.62 | -27.10 | -22.19 | NA | … | … | -31.46 | -67.38 | 39.55 | -33.00 | -39.39 | -17.50 | -28.06 | -52.60 | -32.62 | 60.46 | -30.67 | 36.68 | 182.72 | -85.96 | 23.13 | 126.82 | 49.81 | 2.24 |
| Sharpe Ratio | NA | 0.46 | -0.43 | -0.32 | -0.35 | NA | NA | … | … | -0.31 | -0.47 | 0.22 | -0.81 | -0.93 | -0.61 | -0.78 | -1.66 | -1.58 | 0.95 | -0.78 | 0.33 | 2.05 | -1.03 | 0.03 | 2.06 | 0.78 | 6.11 |
| Standard Deviation(%) | NA | 120.40 | 113.09 | 96.52 | 78.69 | NA | NA | … | … | 116.97 | 142.32 | 74.52 | 67.25 | 63.52 | 83.96 | 59.98 | 42.87 | 32.30 | 44.46 | 62.74 | 55.62 | 80.16 | 102.49 | 44.42 | 51.10 | 36.75 | 13.82 |
| Draw Down(%) | NA | 63.56 | 92.18 | 95.58 | 98.66 | NA | NA | … | … | 63.56 | 90.17 | 57.47 | 75.58 | 60.67 | 54.93 | 49.66 | 61.56 | 41.86 | 30.71 | 46.64 | 48.09 | 36.99 | 90.70 | 29.92 | 38.28 | 24.12 | 1.13 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.88 | 0.84 | 1.92 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.56 | 3.40 | 1.60 | 1.64 | 0.00 | 0.00 | 0.00 | 0.00 | 7.03 | 0.00 | 0.00 | 0.00 |
Data as of 11/04/2021, Common starting date is 12/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGSVY (PGS ASA) |
-54.09%
Jul 2018 – Jul 2021 |
-44.22%
Mar 2015 – Mar 2020 |
-31.63%
Mar 2010 – Mar 2020 |
-21.35%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGSVY (PGS ASA) |
67.72%
Feb 2009 – Feb 2012 |
28.31%
Feb 2009 – Feb 2014 |
0.82%
Apr 2005 – Apr 2015 |
-7.81%
Jan 2005 – Jan 2020 |
Annualized Rolling Returns Comparison Chart