Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEP (Spectra Energy Partners LP) | NA | 0.00% | 19.65% | 7.76% | NA | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEP (Spectra Energy Partners LP) | 06/18/2012 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 19.65 | 7.76 | NA | NA | NA | … | … | 120.34 | -10.47 | -13.74 | -3.90 | -16.27 | 25.62 | 45.21 | 4.38 | -2.71 | 11.09 | 49.49 | -17.45 | -17.21 |
| Sharpe Ratio | NA | -1.23 | 0.30 | 0.14 | -0.19 | NA | NA | … | … | NA | -1.11 | -1.94 | -1.36 | -1.27 | 0.29 | 1.16 | -0.52 | -1.08 | -0.40 | 1.35 | -0.83 | -2.69 |
| Standard Deviation(%) | NA | 0.00 | 62.43 | 47.77 | 35.14 | NA | NA | … | … | 0.00 | 30.03 | 17.07 | 27.91 | 27.46 | 24.51 | 23.08 | 17.38 | 19.63 | 18.94 | 22.97 | 44.51 | 22.53 |
| Draw Down(%) | NA | 0.00 | 34.96 | 45.83 | 36.73 | NA | NA | … | … | 0.00 | 31.23 | 17.52 | 19.99 | 33.51 | 17.32 | 13.55 | 16.82 | 26.27 | 11.11 | 13.25 | 42.54 | 18.50 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 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 01/24/2020, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEP (Spectra Energy Partners LP) |
-16.08%
May 2015 – May 2018 |
-5.09%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEP (Spectra Energy Partners LP) |
16.74%
Aug 2012 – Aug 2015 |
7.70%
Oct 2012 – Oct 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart