Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WFT (Weatherford International plc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
Data as of 06/28/2019, AR inception is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WFT (Weatherford International plc) | 03/26/1990 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -86.57 | -16.43 | -40.52 | -26.72 | -26.08 | 38.43 | -23.57 | -35.79 | 27.30 | 65.53 | -68.45 | 64.15 | 15.44 | 41.13 | 42.50 | -9.84 | 7.17 | -21.14 | 74.99 | 106.13 | -62.56 | 103.44 | 101.49 | 108.25 | -3.00 | 26.58 | -40.15 | -5.71 | 52.17 |
| Sharpe Ratio | NA | -0.45 | -0.58 | -0.61 | -0.52 | NA | NA | -0.05 | -0.30 | -1.15 | -0.69 | -0.91 | -0.79 | -1.14 | 0.75 | -0.93 | -1.08 | 0.23 | 0.71 | -0.92 | 1.14 | -0.18 | 0.74 | 0.88 | -0.97 | -0.27 | -0.81 | 0.88 | 1.58 | -0.83 | 1.91 | 2.94 | 3.05 | -0.15 | 0.49 | -0.54 | -0.15 | 0.98 |
| Standard Deviation(%) | NA | 221.78 | 137.40 | 113.40 | 85.33 | NA | NA | 81.52 | 336.68 | 94.23 | 52.09 | 81.82 | 57.62 | 39.24 | 26.70 | 45.64 | 50.35 | 38.53 | 65.70 | 95.03 | 37.23 | 38.93 | 27.06 | 26.06 | 30.01 | 46.60 | 53.09 | 58.57 | 65.27 | 79.06 | 51.90 | 33.01 | 34.27 | 38.96 | 50.06 | 78.72 | 63.12 | 68.50 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 94.46 | 52.48 | 56.02 | 47.75 | 57.11 | 15.83 | 50.05 | 56.06 | 37.81 | 35.57 | 82.50 | 17.05 | 34.43 | 20.62 | 14.50 | 32.38 | 36.02 | 60.18 | 32.87 | 27.15 | 73.65 | 42.11 | 17.14 | 21.28 | 30.77 | 36.49 | 49.24 | 41.41 | 39.80 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.73 | 5.58 | 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 | 51.65 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/28/2019, AR inception is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFT (Weatherford International plc) |
-78.34%
May 2016 - May 2019 |
-69.53%
May 2014 - May 2019 |
-44.54%
May 2009 - May 2019 |
-29.32%
May 2004 - May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFT (Weatherford International plc) |
109.73%
Sep 1994 - Sep 1997 |
59.99%
Dec 1992 - Dec 1997 |
31.66%
Mar 1992 - Mar 2002 |
28.11%
Dec 1992 - Dec 2007 |
Annualized Rolling Returns Comparison Chart