Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EXTN (Exterran Corp) | NA | 1.33% | -27.96% | -31.57% | NA | NA | NA | … | … |
Data as of 10/28/2022, Common starting date is 10/27/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXTN (Exterran Corp) | 10/27/2015 | 10/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.33 | -27.96 | -31.57 | NA | NA | NA | … | … | 53.69 | -32.58 | -43.55 | -55.76 | -43.70 | 31.55 | 48.91 | -10.83 |
| Sharpe Ratio | NA | 0.01 | -0.31 | -0.43 | NA | NA | NA | … | … | 0.86 | -0.54 | -0.35 | -1.44 | -1.82 | 0.30 | 0.30 | -0.97 |
| Standard Deviation(%) | NA | 74.56 | 92.16 | 75.49 | NA | NA | NA | … | … | 78.19 | 60.83 | 123.40 | 54.83 | 35.89 | 40.64 | 49.55 | 76.24 |
| Draw Down(%) | NA | 55.66 | 78.95 | 91.42 | NA | NA | NA | … | … | 55.66 | 50.18 | 61.45 | 73.60 | 48.64 | 30.63 | 33.08 | 25.97 |
| 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 |
Data as of 10/28/2022, Common starting date is 10/27/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXTN (Exterran Corp) |
-51.80%
Apr 2018 – Apr 2021 |
-34.06%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXTN (Exterran Corp) |
11.18%
Nov 2015 – Nov 2018 |
-16.70%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart