Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RVEN (Pacific Oak Residential Trust Inc) | NA | 29.31% | -2.11% | -14.05% | NA | NA | NA | … | … |
Data as of 11/04/2019, Common starting date is 05/20/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RVEN (Pacific Oak Residential Trust Inc) | 05/20/2013 | 11/04/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 29.31 | -2.11 | -14.05 | NA | NA | NA | … | … | 55.96 | -28.62 | -14.19 | -20.47 | 13,480.00 | -99.40 | 20.00 |
| Sharpe Ratio | NA | 0.09 | -0.34 | -0.12 | NA | NA | NA | … | … | 0.60 | -0.78 | -0.52 | -0.98 | 23.19 | -0.08 | 0.07 |
| Standard Deviation(%) | NA | 84.00 | 68.84 | 332.34 | NA | NA | NA | … | … | 81.35 | 64.28 | 64.79 | 55.48 | 480.40 | 1,441.41 | 173.43 |
| Draw Down(%) | NA | 28.09 | 61.72 | 99.58 | NA | NA | NA | … | … | 22.97 | 46.80 | 54.90 | 37.41 | 37.50 | 99.67 | 5.00 |
| Yield(%) | 0.00 | 0.50 | 0.18 | 0.05 | 0.04 | 0.03 | 0.02 | … | … | 0.61 | 0.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/04/2019, Common starting date is 05/20/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RVEN (Pacific Oak Residential Trust Inc) |
-34.54%
Apr 2015 – Apr 2018 |
-17.99%
May 2014 – May 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RVEN (Pacific Oak Residential Trust Inc) |
352.55%
Dec 2014 – Dec 2017 |
-10.12%
Jul 2014 – Jul 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart