Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBNA (Scorpio Tankers Inc. 6.75 SR NOTE20) | NA | -1.23% | 4.55% | 2.86% | NA | NA | NA | … | … |
Data as of 05/14/2020, Common starting date is 05/21/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBNA (Scorpio Tankers Inc. 6.75 SR NOTE20) | 05/21/2014 | 05/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.23 | 4.55 | 2.86 | NA | NA | NA | … | … | -1.54 | 5.03 | -1.61 | 10.77 | 2.01 | 1.52 | -12.80 |
| Sharpe Ratio | NA | -0.46 | 0.39 | 0.14 | NA | NA | NA | … | … | -1.06 | 0.46 | -0.27 | 0.87 | 0.07 | 0.05 | -1.08 |
| Standard Deviation(%) | NA | 4.85 | 9.40 | 14.96 | NA | NA | NA | … | … | 4.35 | 7.97 | 10.85 | 11.70 | 24.52 | 27.38 | 18.44 |
| Draw Down(%) | NA | 2.84 | 4.66 | 23.88 | NA | NA | NA | … | … | 2.38 | 3.26 | 5.76 | 4.21 | 17.04 | 15.49 | 23.44 |
| Yield(%) | 0.00 | 0.00 | 3.48 | 2.11 | 1.36 | 0.91 | 0.68 | … | … | 0.00 | 1.73 | 6.83 | 1.85 | 0.00 | 0.00 | 3.45 |
Data as of 05/14/2020, Common starting date is 05/21/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBNA (Scorpio Tankers Inc. 6.75 SR NOTE20) |
-0.53%
Jun 2014 – Jun 2017 |
2.38%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBNA (Scorpio Tankers Inc. 6.75 SR NOTE20) |
12.51%
Jan 2016 – Jan 2019 |
5.35%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart