Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RTK (Rentech Inc) | NA | -92.54% | -76.07% | -61.46% | -36.86% | -19.35% | NA | … | … |
Data as of 10/13/2017, Common starting date is 06/23/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTK (Rentech Inc) | 06/23/2000 | 10/13/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -49.37 | -92.54 | -76.07 | -61.46 | -36.86 | -19.35 | NA | … | … | -91.94 | -29.55 | -72.06 | -28.00 | -33.46 | 115.16 | 7.38 | -0.81 | 80.88 | -62.43 | -51.99 | -1.05 | 70.09 | 96.49 | 178.05 | -24.07 | -52.00 | -51.35 |
| Sharpe Ratio | NA | -0.82 | -1.01 | -1.01 | -0.63 | NA | NA | … | … | -0.79 | -0.78 | -1.20 | -1.00 | -1.08 | 2.30 | -0.16 | -0.33 | 0.44 | -0.61 | -1.01 | -0.36 | 0.61 | 1.20 | 1.80 | -0.54 | -0.75 | -0.84 |
| Standard Deviation(%) | NA | 135.64 | 99.17 | 81.87 | 90.85 | NA | NA | … | … | 144.28 | 80.92 | 75.60 | 46.31 | 47.95 | 42.54 | 70.24 | 58.01 | 141.48 | 133.69 | 73.69 | 64.80 | 79.83 | 64.15 | 87.96 | 81.32 | 98.32 | 115.43 |
| Draw Down(%) | NA | 93.50 | 98.86 | 99.39 | 99.39 | NA | NA | … | … | 93.18 | 61.64 | 82.43 | 56.70 | 49.52 | 27.59 | 45.65 | 48.15 | 49.58 | 81.07 | 55.70 | 37.03 | 52.59 | 37.69 | 35.94 | 51.19 | 66.67 | 61.36 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.51 | 0.89 | 2.35 | 0.41 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 14.50 | 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 10/13/2017, Common starting date is 06/23/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTK (Rentech Inc) |
-77.19%
Aug 2014 – Aug 2017 |
-58.07%
Aug 2012 – Aug 2017 |
-35.62%
Aug 2007 – Aug 2017 |
-17.81%
Aug 2002 – Aug 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTK (Rentech Inc) |
119.94%
Jan 2003 – Jan 2006 |
49.50%
Sep 2001 – Sep 2006 |
21.26%
Dec 2002 – Dec 2012 |
-3.99%
Jul 2000 – Jul 2015 |
Annualized Rolling Returns Comparison Chart