Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CBI (Chicago Bridge & Iron Company N.V) | NA | -32.61% | -30.47% | -22.16% | NA | NA | NA | … | … |
Data as of 05/11/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBI (Chicago Bridge & Iron Company N.V) | 06/18/2012 | 05/11/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.49 | -32.61 | -30.47 | -22.16 | NA | NA | NA | … | … | 1.55 | -49.17 | -18.57 | -7.12 | -49.51 | 79.37 | 27.55 | 15.54 | 62.71 | 101.19 | -83.25 | 121.97 | 8.97 | 26.65 | 39.16 | 92.71 | 14.08 | 50.26 | 32.38 | 15.04 | -23.64 | -8.86 |
| Sharpe Ratio | NA | -0.43 | -0.55 | -0.46 | -0.49 | NA | NA | … | … | 0.05 | -0.69 | -0.47 | -0.15 | -1.41 | 3.28 | 1.64 | -0.06 | 1.02 | 1.02 | -1.02 | 2.50 | -0.28 | 0.11 | 0.61 | 2.19 | -0.19 | 0.57 | 0.27 | 0.29 | -0.55 | -0.40 |
| Standard Deviation(%) | NA | 78.68 | 56.26 | 48.81 | 57.64 | NA | NA | … | … | 63.19 | 71.86 | 39.90 | 46.85 | 35.09 | 24.21 | 35.31 | 52.58 | 43.44 | 81.29 | 100.96 | 40.17 | 47.41 | 48.96 | 32.20 | 33.46 | 29.75 | 52.17 | 34.59 | 40.76 | 48.66 | 37.14 |
| Draw Down(%) | NA | 59.79 | 83.32 | 88.84 | 89.46 | NA | NA | … | … | 42.77 | 72.83 | 35.48 | 36.48 | 56.90 | 18.00 | 14.15 | 39.97 | 33.80 | 63.55 | 91.24 | 24.47 | 30.77 | 37.51 | 22.52 | 13.77 | 26.68 | 48.04 | 28.98 | 24.00 | 54.53 | 37.21 |
| Yield(%) | 0.00 | 0.29 | 0.48 | 0.42 | 0.37 | 0.25 | 0.19 | … | … | 0.00 | 0.43 | 0.70 | 0.83 | 0.34 | 0.42 | 0.28 | 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 05/11/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBI (Chicago Bridge & Iron Company N.V) |
-42.05%
Aug 2014 – Aug 2017 |
-25.35%
Mar 2013 – Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBI (Chicago Bridge & Iron Company N.V) |
14.14%
Jul 2012 – Jul 2015 |
-12.11%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart