Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WP (Worldpay Inc) | NA | 61.37% | 34.80% | 32.94% | 97.44% | 43.17% | 34.68% | … | … |
Data as of 08/05/2019, Common starting date is 08/09/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WP (Worldpay Inc) | 08/09/1996 | 08/05/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.07 | 61.37 | 34.80 | 32.94 | 97.44 | 43.17 | 34.68 | … | … | 76.63 | 3.92 | 23.36 | 25.73 | 39.80 | 4.02 | 59.70 | 13,513.33 | 0.00 | -40.00 | 400.00 | -66.67 | -80.00 | 200.00 | -54.55 | 10.00 | -37.50 | 6.67 | -25.00 | -4.76 | 50.00 | 75.00 | -43.66 | 9.23 |
| Sharpe Ratio | NA | 1.25 | 0.59 | 0.43 | 0.37 | NA | NA | … | … | 5.59 | -0.62 | 0.23 | -0.34 | 0.96 | -0.65 | 1.72 | 25.59 | -0.07 | -0.09 | 3.15 | -0.68 | -1.15 | 2.12 | -0.73 | -0.10 | -0.60 | -0.30 | -1.19 | -0.67 | 0.23 | 0.91 | -0.61 | 0.31 |
| Standard Deviation(%) | NA | 30.04 | 23.78 | 23.51 | 207.72 | NA | NA | … | … | 25.41 | 28.57 | 18.16 | 24.34 | 22.14 | 22.31 | 23.92 | 548.64 | 289.30 | 682.35 | 133.08 | 125.64 | 88.64 | 84.30 | 102.86 | 96.88 | 95.01 | 44.09 | 39.48 | 41.74 | 204.82 | 78.50 | 76.89 | 70.06 |
| Draw Down(%) | NA | 30.73 | 30.73 | 30.73 | 80.00 | NA | NA | … | … | 5.18 | 30.73 | 9.41 | 11.23 | 11.68 | 14.54 | 10.38 | 43.33 | 57.89 | 72.50 | 7.50 | 85.71 | 80.00 | 44.55 | 67.27 | 51.43 | 52.38 | 27.78 | 25.00 | 20.00 | 62.86 | 50.00 | 50.00 | 23.53 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/05/2019, Common starting date is 08/09/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WP (Worldpay Inc) |
-55.04%
Mar 2006 – Mar 2009 |
-41.01%
Feb 2004 – Feb 2009 |
-23.20%
Dec 1998 – Dec 2008 |
21.73%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WP (Worldpay Inc) |
657.81%
Feb 2010 – Feb 2013 |
274.82%
Feb 2010 – Feb 2015 |
107.78%
Jul 2009 – Jul 2019 |
44.32%
Jul 2004 – Jul 2019 |
Annualized Rolling Returns Comparison Chart