Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/29/2018.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| TNH (Terra Nitrogen Company L.P) | -14.59% | NA | -12.71% | -16.99% | -17.29% | NA | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TNH (Terra Nitrogen Company L.P) | 06/18/2012 | 03/29/2018 |
The return data shown below all have the same latest date: 03/29/2018.
AR inception is since 06/18/2012.
AR inception is since 06/18/2012.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.07 | -12.71 | -16.99 | -17.29 | NA | NA | NA | -14.59 | 5.20 | -22.30 | 1.11 | -1.09 | -27.21 | -34.09 | 15.90 | 71.24 | 9.51 | 18.94 | -28.74 | 381.50 | 92.82 | -5.06 | 415.80 | -12.45 | 21.69 | -37.21 | 142.39 | -63.64 | -56.03 | -34.42 | 43.42 | 77.79 | 5.49 | 30.63 | -4.14 |
| Sharpe Ratio | NA | -1.50 | -1.42 | -1.30 | -0.41 | NA | NA | -1.12 | 0.16 | -1.79 | -0.99 | -0.56 | -1.51 | -1.79 | 0.45 | 1.13 | -0.27 | 0.01 | -0.67 | 5.12 | 1.88 | -0.51 | 5.18 | -0.62 | 0.04 | -1.25 | 1.47 | -1.11 | -1.36 | -1.12 | 1.45 | 3.99 | 0.11 | 1.46 | -0.39 |
| Standard Deviation(%) | NA | 21.38 | 28.76 | 30.16 | 38.10 | NA | NA | 30.31 | 18.37 | 23.30 | 33.07 | 35.15 | 30.25 | 29.47 | 32.83 | 46.59 | 33.88 | 36.90 | 72.15 | 70.75 | 37.71 | 51.24 | 76.50 | 51.01 | 51.33 | 47.48 | 81.32 | 60.25 | 43.73 | 33.78 | 27.28 | 18.54 | 22.37 | 19.50 | 18.72 |
| Draw Down(%) | NA | 22.59 | 49.23 | 66.66 | 62.37 | NA | NA | 70.06 | 8.84 | 33.75 | 19.34 | 35.98 | 46.81 | 46.85 | 15.23 | 33.34 | 39.23 | 33.74 | 53.28 | 45.50 | 27.23 | 47.21 | 39.32 | 42.75 | 48.59 | 44.79 | 51.30 | 74.35 | 67.17 | 39.60 | 20.73 | 7.19 | 18.88 | 11.93 | 13.48 |
| Yield(%) | 0.00 | 6.20 | 5.26 | 4.28 | 3.16 | 2.11 | 1.58 | 6.32 | 2.49 | 4.91 | 8.36 | 9.39 | 7.07 | 6.54 | 4.51 | 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 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNH (Terra Nitrogen Company L.P) |
-25.06%
Jan 2013 - Jan 2016 |
-19.77%
Jan 2013 - Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNH (Terra Nitrogen Company L.P) |
-8.06%
Dec 2014 - Dec 2017 |
-17.49%
Nov 2012 - Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart