Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PKD (Parker Drilling Company) | NA | -61.63% | NA | NA | NA | NA | NA | … | … |
Data as of 04/07/2020, Common starting date is 04/03/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PKD (Parker Drilling Company) | 04/03/2019 | 04/07/2020 |
| 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 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -17.33 | -61.63 | NA | NA | NA | NA | NA | … | … | -68.84 | 45.16 | 546.50 | -61.54 | 42.86 | -40.72 | -62.24 | 76.74 | -35.84 | 56.89 | -7.68 | 70.69 | -61.59 | -7.59 | -24.56 | 175.57 | 54.12 | 14.86 | -39.84 | -27.11 | 58.82 | 0.00 | -73.85 | 26.62 | 57.14 | 28.95 | -13.64 | 15.79 | -17.39 | -16.36 | -31.25 | 122.22 | 56.52 | -11.29 | -28.57 | -24.15 | -29.28 | 2.60 |
| Sharpe Ratio | NA | -0.97 | 0.80 | 0.29 | 0.08 | NA | NA | … | … | -0.82 | 0.77 | 1.36 | -1.40 | 0.12 | -0.91 | -1.68 | 1.40 | -1.26 | 0.60 | -0.50 | 0.62 | -0.91 | -0.69 | -1.06 | 3.70 | 0.71 | -0.08 | -0.69 | -0.71 | 0.50 | -0.04 | -1.16 | 0.45 | 1.09 | 0.67 | -0.39 | 0.29 | -0.40 | -0.40 | -0.70 | 2.60 | 0.90 | -0.19 | -0.54 | -0.66 | -0.84 | -0.07 |
| Standard Deviation(%) | NA | 87.80 | 335.64 | 257.36 | 182.60 | NA | NA | … | … | 146.11 | 53.63 | 420.52 | 57.67 | 70.44 | 65.35 | 48.09 | 41.70 | 43.51 | 63.46 | 52.14 | 84.28 | 89.10 | 43.39 | 44.32 | 41.72 | 48.88 | 57.15 | 87.02 | 69.01 | 71.02 | 72.52 | 66.76 | 50.97 | 48.56 | 37.22 | 42.48 | 47.75 | 48.67 | 50.69 | 51.90 | 44.80 | 57.41 | 80.34 | 60.62 | 44.50 | 42.62 | 39.37 |
| Draw Down(%) | NA | 72.40 | 91.35 | 93.53 | 96.55 | NA | NA | … | … | 72.01 | 50.37 | 91.35 | 68.77 | 42.93 | 60.71 | 69.21 | 37.15 | 51.59 | 45.78 | 39.69 | 61.68 | 75.83 | 42.20 | 49.84 | 23.54 | 34.18 | 41.59 | 68.35 | 68.90 | 45.76 | 44.93 | 77.40 | 38.13 | 32.81 | 23.53 | 28.00 | 34.43 | 28.00 | 40.28 | 48.94 | 17.46 | 23.68 | 70.00 | 42.98 | 45.92 | 51.48 | 35.85 |
| 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 | 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/07/2020, Common starting date is 04/03/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PKD (Parker Drilling Company) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PKD (Parker Drilling Company) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart