Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TEN (Tsakos Energy Navigation Limited) | NA | 58.96% | 20.94% | -16.09% | -2.08% | -1.68% | 8.43% | 1.60% |
Data as of 11/16/2022, AR inception is 01/04/1982
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TEN (Tsakos Energy Navigation Limited) | 01/04/1982 | 11/16/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 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 | 1984 | 1983 | 1982 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.71 | 58.96 | 20.94 | -16.09 | -2.08 | -1.68 | 8.43 | 1.60 | 77.81 | 7.15 | -14.01 | -49.79 | -52.10 | -4.69 | 36.07 | -18.90 | 0.07 | 61.12 | 17.90 | -27.65 | 132.15 | 501.02 | -88.68 | 5.46 | 26.06 | 13.75 | 157.70 | 65.59 | 98.04 | -32.00 | -66.75 | -71.66 | -10.91 | -9.98 | -5.87 | 20.90 | -16.47 | 33.93 | 35.17 | -29.30 | -19.50 | 34.52 | 29.26 | 11.00 | 4.19 | 12.88 | -0.57 | 36.09 | 5.92 |
| Sharpe Ratio | NA | 0.76 | 0.22 | -0.21 | -0.04 | NA | NA | -0.02 | 1.14 | 0.12 | -0.12 | -0.63 | -1.47 | -0.20 | 0.92 | -0.63 | 0.00 | 2.21 | 0.39 | -0.46 | 2.46 | 3.66 | -0.71 | 0.07 | 0.63 | 0.34 | 3.01 | 0.87 | 1.21 | -0.36 | -1.26 | -0.94 | -0.49 | -0.56 | -0.41 | 0.92 | -0.82 | 1.23 | 1.14 | -0.94 | -0.82 | 1.71 | 1.01 | 0.17 | 0.00 | 0.43 | -0.33 | 1.30 | -0.06 |
| Standard Deviation(%) | NA | 76.41 | 88.98 | 79.08 | 59.98 | NA | NA | 55.91 | 80.00 | 57.23 | 120.15 | 80.81 | 36.37 | 26.87 | 38.80 | 30.25 | 28.24 | 27.59 | 46.58 | 59.84 | 53.65 | 136.95 | 125.44 | 36.98 | 36.41 | 33.85 | 52.08 | 74.39 | 80.09 | 95.43 | 56.43 | 79.99 | 29.25 | 24.03 | 22.96 | 18.56 | 23.57 | 25.81 | 28.47 | 34.99 | 30.13 | 16.80 | 24.22 | 41.11 | 20.75 | 17.79 | 22.31 | 22.89 | 27.56 |
| Draw Down(%) | NA | 27.50 | 83.90 | 96.15 | 96.31 | NA | NA | 98.58 | 27.50 | 54.42 | 83.26 | 77.63 | 58.39 | 24.09 | 22.48 | 31.35 | 30.13 | 12.46 | 37.83 | 48.69 | 27.15 | 80.66 | 94.20 | 33.80 | 25.39 | 30.39 | 32.83 | 50.48 | 56.62 | 75.23 | 75.08 | 80.34 | 34.40 | 25.58 | 22.58 | 15.05 | 33.81 | 10.13 | 25.30 | 43.14 | 41.14 | 10.06 | 15.11 | 36.94 | 13.31 | 15.38 | 25.38 | 8.20 | 27.40 |
| Yield(%) | 0.00 | 0.78 | 2.55 | 0.97 | 1.19 | 0.76 | 3.70 | 3.25 | 0.82 | 0.96 | 3.64 | 2.74 | 1.71 | 1.56 | 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 | 2.00 | 2.67 | 3.00 | 2.70 | 3.66 | 3.73 | 3.05 | 3.89 | 4.98 | 5.93 | 4.98 | 6.25 | 5.49 | 7.82 | 7.70 | 7.87 | 6.90 | 8.27 | 7.85 |
Data as of 11/16/2022, AR inception is 01/04/1982
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TEN (Tsakos Energy Navigation Limited) |
-63.95%
Nov 1998 - Nov 2001 |
-48.92%
Nov 1996 - Nov 2001 |
-26.17%
Feb 1999 - Feb 2009 |
-20.75%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TEN (Tsakos Energy Navigation Limited) |
204.77%
Feb 2009 - Feb 2012 |
113.44%
Feb 2009 - Feb 2014 |
38.78%
Feb 2009 - Feb 2019 |
27.40%
Nov 2001 - Nov 2016 |
Annualized Rolling Returns Comparison Chart