Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RPGLF (Endurance RP Limited) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/13/2022, Common starting date is 06/04/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RPGLF (Endurance RP Limited) | 06/04/1997 | 12/13/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | -50.00 | 100.00 | -75.00 | 0.00 | -23.08 | -48.00 | 100.00 | -50.00 | 383.33 | -20.00 | 25.00 | 200.00 | 0.00 | -93.10 | 457.69 | 160.00 | -50.00 | -25.00 | 51.16 | 300.00 | -75.00 | -91.67 | 242.86 | -75.00 | -17.65 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -0.12 | 0.41 | -0.84 | -0.01 | -0.24 | -0.08 | 0.15 | -0.28 | 1.17 | -0.18 | 0.05 | 0.32 | 0.00 | -0.18 | 1.44 | 0.28 | -0.18 | -0.13 | 0.20 | 0.62 | -0.19 | -0.57 | 0.70 | -0.33 | -0.33 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 422.45 | 244.19 | 90.66 | 124.70 | 98.60 | 605.94 | 658.31 | 178.16 | 326.98 | 115.10 | 427.40 | 735.88 | 313.95 | 535.14 | 316.35 | 577.81 | 295.24 | 196.60 | 257.50 | 485.53 | 407.88 | 168.31 | 253.20 | 260.29 | 97.81 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 95.00 | 80.00 | 75.00 | 50.00 | 70.00 | 99.00 | 99.50 | 58.33 | 75.00 | 66.67 | 71.43 | 50.00 | 60.00 | 96.55 | 46.81 | 75.00 | 87.50 | 70.00 | 71.43 | 92.86 | 95.16 | 95.00 | 28.57 | 83.72 | 34.88 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 65.00 | 6.90 | 38.89 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 650.00 | 0.00 | 50.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 16.67 | 2.70 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/13/2022, Common starting date is 06/04/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RPGLF (Endurance RP Limited) |
-81.18%
Feb 2013 – Feb 2016 |
-60.21%
Mar 2017 – Mar 2022 |
-32.51%
Mar 2012 – Mar 2022 |
-28.46%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RPGLF (Endurance RP Limited) |
242.00%
Feb 2016 – Feb 2019 |
118.67%
Feb 2016 – Feb 2021 |
47.67%
Feb 2003 – Feb 2013 |
16.48%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart