Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRP (Sierra Pacific Res) | NA | -7.69% | -29.26% | -22.16% | -7.54% | -5.73% | -3.82% | … | … |
Data as of 03/24/2015, Common starting date is 06/21/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRP (Sierra Pacific Res) | 06/21/1985 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.26 | -7.69 | -29.26 | -22.16 | -7.54 | -5.73 | -3.82 | … | … | 5.49 | -20.18 | -13.31 | -68.75 | 52.69 | -14.34 | 234.94 | -46.21 | 1.90 | 29.06 | 24.19 | 43.05 | 12.92 | -56.23 | -2.14 | -1.13 | -31.91 | 3.87 | 34.16 | 27.12 | 29.36 | -4.80 | 4.41 | -8.69 | 17.46 | -1.86 | 17.17 | 19.51 | -6.88 | 33.95 | 14.51 |
| Sharpe Ratio | NA | -0.26 | -0.51 | -0.41 | -0.15 | NA | NA | … | … | 0.72 | -0.64 | -0.23 | -0.99 | 0.76 | -0.56 | 1.98 | -1.21 | -0.05 | 1.30 | 0.81 | 1.48 | 0.21 | -0.71 | -0.11 | -0.14 | -1.63 | 0.03 | -1.34 | 1.53 | 2.05 | -0.37 | 0.16 | -0.38 | 0.96 | -0.45 | 0.84 | 1.04 | -0.39 | 1.65 | 1.42 |
| Standard Deviation(%) | NA | 29.58 | 57.68 | 54.56 | 57.79 | NA | NA | … | … | 37.65 | 31.62 | 58.73 | 69.50 | 69.37 | 25.98 | 118.76 | 42.36 | 21.90 | 19.95 | 27.31 | 28.51 | 59.62 | 80.30 | 42.18 | 38.11 | 21.57 | 17.51 | 15.71 | 15.27 | 12.46 | 20.87 | 14.47 | 28.73 | 14.24 | 15.89 | 13.68 | 14.18 | 28.14 | 17.92 | 17.33 |
| Draw Down(%) | NA | 34.96 | 75.53 | 85.86 | 85.86 | NA | NA | … | … | 13.51 | 33.33 | 55.00 | 83.80 | 39.98 | 33.77 | 37.77 | 56.48 | 24.16 | 12.16 | 18.33 | 22.98 | 59.27 | 70.83 | 31.58 | 31.19 | 35.99 | 14.26 | 7.77 | 6.66 | 7.10 | 14.14 | 10.55 | 22.65 | 7.21 | 20.65 | 9.24 | 8.39 | 28.19 | 12.87 | 7.89 |
| Yield(%) | 0.00 | 0.00 | 38.94 | 83.39 | 66.12 | 36.52 | 19.13 | … | … | 0.00 | 0.00 | 0.00 | 74.74 | 156.45 | 240.99 | 305.01 | 94.30 | 0.95 | 0.00 | 0.00 | 0.00 | 0.00 | 1.32 | 4.06 | 5.99 | 2.49 | 2.42 | 3.00 | 3.37 | 4.20 | 3.89 | 3.84 | 4.30 | 5.74 | 5.04 | 5.35 | 5.56 | 4.72 | 5.80 | 3.12 |
Data as of 03/24/2015, Common starting date is 06/21/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRP (Sierra Pacific Res) |
-42.04%
Nov 2011 – Nov 2014 |
-32.19%
Feb 1998 – Feb 2003 |
-15.91%
Mar 1999 – Mar 2009 |
-10.09%
Nov 1997 – Nov 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRP (Sierra Pacific Res) |
68.25%
Feb 2003 – Feb 2006 |
34.41%
Feb 2003 – Feb 2008 |
12.45%
Dec 1987 – Dec 1997 |
8.92%
Sep 1985 – Sep 2000 |
Annualized Rolling Returns Comparison Chart