Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPN (Calpine Corporation) | NA | 0.00% | 33.70% | 4.99% | NA | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPN (Calpine Corporation) | 06/18/2012 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 33.70 | 4.99 | NA | NA | NA | … | … | 85.57 | 0.79 | 32.37 | -21.01 | -34.61 | 13.43 | 7.61 | 11.02 | 22.41 | 21.27 | 51.10 | -55.88 |
| Sharpe Ratio | NA | 1.34 | 0.19 | -0.36 | -0.31 | NA | NA | … | … | NA | 0.96 | 0.42 | -1.37 | -1.71 | -0.24 | -0.53 | 0.21 | 0.12 | 0.10 | 0.48 | -1.08 |
| Standard Deviation(%) | NA | 0.00 | 65.34 | 48.56 | 35.95 | NA | NA | … | … | 0.00 | 3.53 | 31.64 | 40.10 | 31.07 | 21.53 | 20.44 | 20.61 | 31.57 | 27.38 | 67.98 | 71.27 |
| Draw Down(%) | NA | 0.00 | 19.14 | 58.77 | 60.52 | NA | NA | … | … | 0.00 | 0.79 | 22.72 | 34.94 | 49.27 | 17.55 | 15.08 | 10.86 | 23.40 | 13.69 | 47.24 | 71.65 |
| 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 |
Data as of 01/24/2020, 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 |
|---|---|---|---|---|
| CPN (Calpine Corporation) |
-23.66%
Apr 2014 – Apr 2017 |
-5.84%
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 |
|---|---|---|---|---|
| CPN (Calpine Corporation) |
2.31%
Jul 2012 – Jul 2015 |
-2.74%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart