Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PNY (Piedmont Natural Gas Company Inc) | NA | 49.77% | 27.41% | 20.80% | 13.07% | 13.60% | 12.65% | 14.39% |
Data as of 10/03/2016, AR inception is 12/30/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PNY (Piedmont Natural Gas Company Inc) | 12/30/1987 | 10/03/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 49.77 | 27.41 | 20.80 | 13.07 | 13.60 | 12.65 | 14.39 | 7.07 | 49.42 | 23.11 | 9.91 | -4.34 | 26.21 | 8.79 | -11.85 | 25.53 | 1.58 | 15.05 | 8.00 | 11.23 | 28.24 | 3.36 | -1.89 | 33.10 | -12.67 | 4.18 | 60.71 | 4.35 | 29.66 | -1.37 | 9.23 | 21.14 | 20.50 | 10.95 | 22.69 | 34.22 | -0.64 |
| Sharpe Ratio | NA | 2.06 | 1.48 | 1.16 | 0.52 | NA | NA | 0.46 | 2.85 | 1.39 | 1.53 | 0.61 | -0.29 | 0.96 | 0.42 | -0.47 | 0.57 | -0.06 | 0.74 | 0.33 | 0.72 | 2.00 | 0.08 | -0.18 | 1.02 | -0.61 | 0.03 | 0.23 | 0.04 | 1.30 | -0.19 | 0.34 | 1.21 | 1.02 | 0.41 | 1.05 | 1.55 | NA |
| Standard Deviation(%) | NA | 24.79 | 18.45 | 17.93 | 23.93 | NA | NA | 22.31 | 3.26 | 35.50 | 15.07 | 16.15 | 15.48 | 27.31 | 20.56 | 25.27 | 42.85 | 26.31 | 15.91 | 17.66 | 14.37 | 13.76 | 27.65 | 24.26 | 28.37 | 26.07 | 26.23 | 23.98 | 22.96 | 19.84 | 23.21 | 20.81 | 15.33 | 16.36 | 13.93 | 16.11 | 19.03 | 0.00 |
| Draw Down(%) | NA | 2.76 | 14.36 | 14.36 | 36.53 | NA | NA | 36.53 | 0.81 | 14.36 | 9.65 | 9.26 | 13.84 | 17.91 | 12.78 | 32.90 | 21.22 | 14.40 | 5.95 | 13.00 | 10.26 | 8.72 | 24.41 | 18.92 | 21.16 | 19.79 | 19.95 | 10.56 | 12.04 | 7.06 | 17.90 | 22.94 | 7.55 | 14.07 | 8.78 | 8.44 | 10.56 | 0.64 |
| Yield(%) | 0.00 | 3.29 | 4.11 | 4.60 | 4.63 | 3.94 | 5.18 | 6.88 | 1.79 | 3.35 | 3.94 | 3.86 | 3.52 | 4.10 | 4.16 | 3.45 | 4.08 | 3.72 | 3.96 | 4.03 | 3.48 | 4.61 | 4.57 | 4.19 | 5.01 | 3.84 | 3.71 | 5.14 | 3.72 | 5.83 | 5.14 | 3.16 | 5.31 | 6.02 | 5.95 | 6.53 | 7.64 | 0.00 |
Data as of 10/03/2016, AR inception is 12/30/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PNY (Piedmont Natural Gas Company Inc) |
-1.55%
Nov 2006 - Nov 2009 |
3.68%
Nov 2008 - Nov 2013 |
7.34%
May 1999 - May 2009 |
8.09%
Dec 1997 - Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PNY (Piedmont Natural Gas Company Inc) |
32.05%
Aug 1990 - Aug 1993 |
24.26%
Aug 1988 - Aug 1993 |
18.12%
Mar 1988 - Mar 1998 |
14.61%
May 1988 - May 2003 |
Annualized Rolling Returns Comparison Chart