Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RDC (Rowan Companies plc) | NA | -21.20% | -11.52% | -18.18% | -2.08% | -4.16% | -0.35% | … | … |
Data as of 04/10/2019, Common starting date is 04/06/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RDC (Rowan Companies plc) | 04/06/1983 | 04/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.91 | -21.20 | -11.52 | -18.18 | -2.08 | -4.16 | -0.35 | … | … | 30.27 | -46.42 | -17.10 | 11.45 | -25.87 | -33.32 | 13.08 | 3.10 | -13.12 | 54.20 | 42.39 | -59.16 | 20.16 | -6.11 | 38.57 | 11.78 | 2.07 | 18.29 | -28.26 | 24.50 | 119.62 | -67.62 | 34.81 | 135.06 | 54.00 | -30.56 | 14.29 | 36.96 | -48.89 | 0.00 | 95.65 | 9.52 | 31.25 | -48.66 | -10.71 | -22.03 | 5.00 |
| Sharpe Ratio | NA | -0.45 | -0.24 | -0.39 | -0.05 | NA | NA | … | … | 3.40 | -0.92 | -0.40 | 0.19 | -0.53 | -1.24 | 0.60 | 0.10 | -0.30 | 1.38 | 0.70 | -0.70 | 0.54 | -0.23 | 1.04 | 0.38 | 0.04 | 0.35 | -0.60 | 0.35 | 1.78 | -1.03 | -0.40 | 2.80 | 1.33 | -0.92 | 0.28 | 0.66 | -1.08 | -0.11 | 2.23 | 0.09 | 0.37 | -0.99 | -0.42 | -0.67 | 0.01 |
| Standard Deviation(%) | NA | 50.43 | 49.96 | 48.38 | 43.26 | NA | NA | … | … | 47.42 | 51.78 | 44.08 | 58.76 | 48.83 | 26.89 | 21.82 | 30.94 | 43.42 | 39.13 | 60.37 | 85.67 | 31.92 | 41.34 | 35.00 | 28.53 | 36.10 | 49.10 | 51.63 | 57.87 | 65.36 | 69.01 | 51.14 | 46.45 | 37.85 | 36.58 | 42.73 | 52.03 | 48.76 | 47.91 | 40.38 | 53.47 | 73.31 | 53.32 | 38.01 | 42.60 | 45.31 |
| Draw Down(%) | NA | 61.50 | 61.87 | 74.91 | 81.40 | NA | NA | … | … | 17.70 | 61.50 | 55.23 | 36.27 | 38.49 | 43.36 | 16.78 | 25.24 | 34.10 | 33.26 | 41.70 | 74.17 | 22.49 | 37.87 | 23.94 | 16.42 | 23.93 | 36.48 | 64.84 | 40.89 | 32.02 | 70.78 | 39.06 | 19.01 | 25.00 | 35.62 | 29.41 | 24.59 | 55.56 | 35.71 | 16.88 | 45.59 | 61.36 | 54.90 | 37.27 | 37.93 | 34.03 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.46 | 0.50 | 0.62 | 0.91 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 1.69 | 0.87 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.00 | 1.28 | 0.79 | 1.00 | 0.00 | 0.00 | 1.36 | 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 | 0.77 | 2.17 | 0.72 | 0.54 |
Data as of 04/10/2019, Common starting date is 04/06/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RDC (Rowan Companies plc) |
-34.49%
Mar 2006 – Mar 2009 |
-24.54%
Dec 2013 – Dec 2018 |
-12.52%
Jun 2007 – Jun 2017 |
-6.11%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RDC (Rowan Companies plc) |
72.49%
Nov 1994 – Nov 1997 |
36.26%
Jun 1992 – Jun 1997 |
22.08%
Nov 1987 – Nov 1997 |
13.89%
Jun 1992 – Jun 2007 |
Annualized Rolling Returns Comparison Chart