Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEMG (SemGroup Corporation) | NA | 10.61% | -18.65% | -20.23% | NA | NA | NA | … | … |
Data as of 12/05/2019, Common starting date is 10/18/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEMG (SemGroup Corporation) | 10/18/2010 | 12/05/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.28 | 10.61 | -18.65 | -20.23 | NA | NA | NA | … | … | 26.66 | -50.23 | -22.76 | 59.05 | -56.54 | 6.34 | 69.83 | 49.96 | -4.09 | 16.76 |
| Sharpe Ratio | NA | -0.25 | -0.84 | -0.79 | NA | NA | NA | … | … | 0.16 | -1.75 | -1.16 | 0.34 | -1.62 | -0.44 | 2.39 | 1.56 | -0.51 | 3.78 |
| Standard Deviation(%) | NA | 62.44 | 47.40 | 53.69 | NA | NA | NA | … | … | 62.77 | 41.12 | 36.43 | 73.48 | 46.38 | 27.84 | 21.48 | 20.29 | 44.36 | 23.51 |
| Draw Down(%) | NA | 47.59 | 74.84 | 85.90 | NA | NA | NA | … | … | 47.59 | 53.12 | 45.55 | 47.12 | 71.30 | 30.78 | 10.71 | 11.56 | 46.65 | 4.98 |
| Yield(%) | 0.00 | 11.98 | 4.93 | 2.70 | 5.00 | 3.34 | 2.50 | … | … | 13.25 | 6.14 | 4.26 | 8.57 | 2.30 | 1.62 | 2.43 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2019, Common starting date is 10/18/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMG (SemGroup Corporation) |
-31.33%
Mar 2015 – Mar 2018 |
-31.55%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMG (SemGroup Corporation) |
62.46%
Sep 2011 – Sep 2014 |
15.35%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart