Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KEG (Key Energy Services Inc) | NA | -97.30% | -76.29% | -77.99% | -59.93% | -47.34% | -35.40% | … | … |
Data as of 12/03/2019, Common starting date is 03/18/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KEG (Key Energy Services Inc) | 03/18/1992 | 12/03/2019 |
| 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 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -40.74 | -97.30 | -76.29 | -77.99 | -59.93 | -47.34 | -35.40 | … | … | -92.27 | -82.44 | -63.10 | -66.72 | -71.26 | -78.86 | 13.67 | -55.07 | 19.18 | 47.67 | 99.32 | -69.35 | -8.05 | 16.18 | 14.15 | 14.45 | 14.94 | -2.50 | -11.86 | 101.20 | 10.67 | -78.39 | 84.57 | 80.77 | 35.06 | -14.44 | 100.00 | -10.00 |
| Sharpe Ratio | NA | -0.65 | -0.80 | -0.75 | -0.79 | NA | NA | … | … | -0.59 | -1.60 | -1.45 | -0.52 | -0.89 | -1.28 | -0.10 | -1.31 | 0.01 | 0.61 | 0.96 | -0.93 | -0.99 | -0.23 | -0.21 | -0.14 | -0.12 | -0.44 | -0.50 | 1.11 | 0.10 | -1.10 | 1.47 | 2.16 | 0.97 | -0.38 | 1.35 | -0.03 |
| Standard Deviation(%) | NA | 186.48 | 121.35 | 134.16 | 102.32 | NA | NA | … | … | 189.30 | 64.96 | 56.84 | 192.01 | 100.33 | 76.16 | 46.48 | 56.57 | 60.56 | 47.90 | 84.05 | 94.89 | 30.60 | 26.48 | 33.18 | 37.32 | 36.26 | 51.18 | 67.27 | 70.16 | 77.00 | 74.02 | 54.66 | 35.47 | 32.13 | 45.33 | 72.13 | 479.44 |
| Draw Down(%) | NA | 97.99 | 99.67 | 99.98 | 100.00 | NA | NA | … | … | 97.99 | 90.47 | 76.78 | 92.45 | 84.39 | 89.95 | 40.19 | 67.34 | 57.52 | 28.86 | 57.99 | 81.87 | 34.83 | 29.76 | 27.59 | 37.34 | 31.52 | 43.82 | 61.09 | 39.90 | 44.19 | 83.57 | 54.30 | 16.43 | 13.64 | 20.00 | 27.78 | 87.50 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/03/2019, Common starting date is 03/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEG (Key Energy Services Inc) |
-82.36%
Sep 2013 – Sep 2016 |
-76.49%
Nov 2014 – Nov 2019 |
-57.85%
Nov 2009 – Nov 2019 |
-45.61%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEG (Key Energy Services Inc) |
85.56%
Feb 2009 – Feb 2012 |
83.56%
Sep 1992 – Sep 1997 |
20.99%
Jun 1992 – Jun 2002 |
17.92%
Jun 1992 – Jun 2007 |
Annualized Rolling Returns Comparison Chart