Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TERP (TerraForm Power Inc) | NA | 31.74% | 32.06% | 1.97% | NA | NA | NA | 0.64% |
Data as of 07/31/2020, AR inception is 07/18/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TERP (TerraForm Power Inc) | 07/18/2014 | 07/31/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.40 | 31.74 | 32.06 | 1.97 | NA | NA | NA | 0.64 | 25.53 | 29.97 | -12.21 | -2.41 | 1.81 | -62.91 | -8.02 |
| Sharpe Ratio | NA | 0.32 | 0.19 | -0.22 | NA | NA | NA | -0.23 | 0.56 | 1.26 | -0.53 | -0.07 | 0.03 | -0.83 | -0.31 |
| Standard Deviation(%) | NA | 62.86 | 45.29 | 55.82 | NA | NA | NA | 53.54 | 79.72 | 22.67 | 25.61 | 40.92 | 60.97 | 75.82 | 53.60 |
| Draw Down(%) | NA | 45.81 | 45.81 | 78.78 | NA | NA | NA | 84.96 | 45.81 | 19.02 | 20.10 | 25.97 | 40.99 | 84.96 | 32.14 |
| Yield(%) | 0.00 | 5.22 | 11.68 | 3.66 | 2.03 | 1.35 | 1.01 | 3.38 | 2.62 | 7.20 | 6.44 | 18.08 | 0.00 | 4.99 | 1.44 |
Data as of 07/31/2020, AR inception is 07/18/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TERP (TerraForm Power Inc) |
-24.76%
May 2015 - May 2018 |
-5.81%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TERP (TerraForm Power Inc) |
36.50%
Feb 2017 - Feb 2020 |
1.60%
Sep 2014 - Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart