Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PWX (Providence & Worcester Railroad Company) | NA | -20.39% | -15.43% | -6.94% | -4.12% | 4.10% | -0.90% | … | … |
Data as of 01/29/2018, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PWX (Providence & Worcester Railroad Company) | 08/18/1995 | 01/29/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.15 | -20.39 | -15.43 | -6.94 | -4.12 | 4.10 | -0.90 | … | … | -11.67 | -50.02 | 82.30 | -22.78 | -6.63 | 41.32 | 23.92 | -31.20 | 57.82 | -9.07 | -27.62 | -13.52 | 32.07 | 11.79 | 54.04 | 17.12 | 17.11 | -3.33 | -8.99 | -35.16 | -31.42 | 134.98 | 15.26 | -18.85 |
| Sharpe Ratio | NA | -0.26 | -0.63 | -0.59 | -0.46 | NA | NA | … | … | -2.90 | -0.21 | 1.28 | -1.31 | -0.79 | 0.71 | 0.15 | -1.05 | 0.94 | -0.33 | -0.86 | -1.01 | 0.29 | -0.34 | 1.42 | -0.11 | -0.07 | -0.85 | -0.78 | -1.30 | -1.02 | 3.37 | 0.16 | -0.87 |
| Standard Deviation(%) | NA | 287.37 | 62.58 | 48.76 | 52.34 | NA | NA | … | … | 18.48 | 347.59 | 54.55 | 31.60 | 31.80 | 31.90 | 36.91 | 47.27 | 41.87 | 82.93 | 54.92 | 35.31 | 34.05 | 26.89 | 24.29 | 20.66 | 37.40 | 29.31 | 41.11 | 29.60 | 34.20 | 38.80 | 71.31 | 54.52 |
| Draw Down(%) | NA | 55.85 | 55.85 | 55.85 | 60.62 | NA | NA | … | … | 11.67 | 50.02 | 11.69 | 30.54 | 15.72 | 13.55 | 24.08 | 41.89 | 13.47 | 44.93 | 56.03 | 31.14 | 18.01 | 18.96 | 14.57 | 17.11 | 47.24 | 37.43 | 34.90 | 43.71 | 44.65 | 18.00 | 23.53 | 21.80 |
| Yield(%) | 0.00 | 0.00 | 0.50 | 0.73 | 0.76 | 2.07 | 0.87 | … | … | 0.00 | 0.00 | 0.86 | 0.89 | 0.82 | 1.18 | 1.36 | 0.93 | 1.46 | 1.31 | 0.95 | 0.82 | 1.08 | 1.20 | 1.80 | 2.03 | 2.24 | 2.21 | 1.94 | 1.19 | 0.65 | 1.16 | 0.73 | 0.29 |
Data as of 01/29/2018, Common starting date is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWX (Providence & Worcester Railroad Company) |
-26.03%
Dec 1997 – Dec 2000 |
-15.41%
Apr 1998 – Apr 2003 |
-3.10%
Oct 2007 – Oct 2017 |
-0.45%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWX (Providence & Worcester Railroad Company) |
44.69%
Jun 2003 – Jun 2006 |
26.72%
Sep 2001 – Sep 2006 |
12.68%
Aug 1996 – Aug 2006 |
10.75%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison Chart