Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ROC (ROC Energy Acquisition Corp) | NA | 13.70% | 27.51% | 30.48% | NA | NA | NA | … | … |
Data as of 01/12/2015, Common starting date is 08/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROC (ROC Energy Acquisition Corp) | 08/18/2005 | 01/12/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.68 | 13.70 | 27.51 | 30.48 | NA | NA | NA | … | … | 0.51 | 12.10 | 49.19 | 38.16 | 0.64 | 66.04 | 118.15 | -67.49 | 31.51 | 28.03 | -1.35 |
| Sharpe Ratio | NA | 0.57 | 1.04 | 0.83 | NA | NA | NA | … | … | 1.40 | 0.57 | 2.01 | 1.15 | 0.01 | 1.52 | 1.23 | -0.72 | 0.99 | 1.05 | -0.23 |
| Standard Deviation(%) | NA | 20.98 | 26.52 | 36.68 | NA | NA | NA | … | … | 14.30 | 21.25 | 24.43 | 33.58 | 51.65 | 43.45 | 95.72 | 95.10 | 29.05 | 23.75 | 26.69 |
| Draw Down(%) | NA | 14.21 | 21.33 | 47.99 | NA | NA | NA | … | … | 2.19 | 14.21 | 8.60 | 21.33 | 47.99 | 28.44 | 68.06 | 86.11 | 23.47 | 18.86 | 12.10 |
| Yield(%) | 0.00 | 2.53 | 3.44 | 3.76 | 2.28 | 1.52 | 1.14 | … | … | 0.00 | 2.53 | 3.37 | 2.59 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/12/2015, Common starting date is 08/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROC (ROC Energy Acquisition Corp) |
-36.40%
Feb 2006 – Feb 2009 |
5.08%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROC (ROC Energy Acquisition Corp) |
108.32%
Feb 2009 – Feb 2012 |
72.32%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart