Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BW (Babcock & Wilcox Enterprises, Inc.) | NA | -70.00% | -82.73% | -84.77% | -60.93% | -45.82% | -35.92% | … | … |
Data as of 12/05/2014, Common starting date is 09/07/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BW (Babcock & Wilcox Enterprises, Inc.) | 09/07/1984 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -25.00 | -70.00 | -82.73 | -84.77 | -60.93 | -45.82 | -35.92 | … | … | -66.67 | -76.57 | -92.97 | -99.27 | 108.41 | 45.75 | -65.64 | 9.62 | 112.39 | -14.05 | 20.84 | 178.36 | -61.38 | -28.10 | 23.46 | 2.44 | -24.99 | 56.22 | -0.32 | 3.53 | 26.28 | -4.13 | 19.19 | 3.27 | -27.13 | -16.34 | 14.43 | -4.20 | -17.99 | -1.46 | -8.61 |
| Sharpe Ratio | NA | -0.57 | -0.44 | -0.31 | -0.32 | NA | NA | … | … | -0.54 | -0.48 | -0.38 | -0.15 | 2.01 | 0.63 | -0.74 | 0.10 | 2.14 | -0.41 | 0.41 | 3.63 | -1.15 | -0.67 | 0.39 | -0.02 | -0.64 | 2.00 | -0.15 | -0.02 | 0.82 | -0.23 | 0.58 | -0.02 | -0.92 | -0.95 | 0.36 | -0.18 | -0.78 | -0.26 | -1.17 |
| Standard Deviation(%) | NA | 123.06 | 189.16 | 271.62 | 194.08 | NA | NA | … | … | 127.18 | 160.34 | 246.46 | 678.15 | 53.97 | 72.49 | 90.21 | 65.77 | 51.22 | 40.04 | 48.52 | 48.96 | 54.32 | 46.09 | 49.19 | 37.39 | 44.40 | 26.12 | 25.66 | 28.98 | 28.26 | 27.62 | 28.51 | 32.26 | 35.25 | 23.48 | 26.36 | 45.98 | 28.55 | 26.44 | 27.02 |
| Draw Down(%) | NA | 70.00 | 99.48 | 100.00 | 100.00 | NA | NA | … | … | 66.67 | 76.57 | 96.49 | 99.71 | 37.17 | 36.64 | 79.50 | 40.40 | 31.70 | 36.97 | 31.22 | 22.65 | 68.40 | 60.41 | 25.37 | 28.64 | 58.67 | 14.00 | 19.80 | 31.18 | 23.33 | 35.22 | 17.28 | 44.97 | 50.71 | 28.37 | 20.77 | 55.33 | 32.76 | 26.18 | 19.09 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.35 | 1.11 | … | … | 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 | 1.80 | 2.21 | 2.74 | 2.11 | 3.08 | 2.71 | 2.44 | 2.05 | 1.55 | 2.27 | 4.97 | 4.30 | 3.29 | 3.41 | 3.02 | 2.23 | 0.00 | 0.00 |
Data as of 12/05/2014, Common starting date is 09/07/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BW (Babcock & Wilcox Enterprises, Inc.) |
-96.35%
Apr 2011 – Apr 2014 |
-84.69%
Oct 2009 – Oct 2014 |
-60.21%
Oct 2004 – Oct 2014 |
-45.14%
Jul 1999 – Jul 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BW (Babcock & Wilcox Enterprises, Inc.) |
63.84%
Apr 2003 – Apr 2006 |
54.99%
Oct 2002 – Oct 2007 |
12.46%
Mar 1997 – Mar 2007 |
10.98%
May 1992 – May 2007 |
Annualized Rolling Returns Comparison Chart