Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SUN (Sunoco LP) | NA | 53.11% | 24.49% | 21.28% | 5.36% | 13.45% | 10.38% | … | … |
Data as of 03/30/2015, Common starting date is 04/07/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SUN (Sunoco LP) | 04/07/1983 | 03/30/2015 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.55 | 53.11 | 24.49 | 21.28 | 5.36 | 13.45 | 10.38 | … | … | 4.64 | 57.56 | 39.53 | -21.59 | 3.43 | 57.37 | -37.64 | -38.30 | 18.03 | -19.62 | 93.68 | 61.19 | 56.27 | -9.82 | 12.39 | 47.47 | -33.09 | -13.15 | 77.06 | -7.44 | -0.57 | 4.87 | 12.64 | -1.23 | 17.31 | -27.21 | 35.59 | 34.98 | -0.22 | 10.75 | 18.09 | 10.95 | 32.61 |
| Sharpe Ratio | NA | 1.58 | 0.01 | 0.01 | 0.00 | NA | NA | … | … | 1.16 | 0.04 | 0.01 | -0.02 | 0.09 | 1.67 | -0.80 | -0.50 | 0.46 | -0.65 | 2.63 | 2.25 | 2.73 | -0.39 | 0.31 | 1.18 | -1.10 | -0.46 | 2.52 | -0.47 | -0.22 | 0.07 | 0.39 | -0.16 | 0.44 | -1.36 | 1.30 | 1.10 | -0.09 | 0.23 | 0.59 | 0.12 | 1.29 |
| Standard Deviation(%) | NA | 33.76 | 2,170.50 | 1,685.82 | 1,195.14 | NA | NA | … | … | 18.03 | 1,619.41 | 3,071.89 | 1,394.17 | 36.71 | 34.21 | 47.02 | 78.62 | 32.15 | 35.56 | 34.80 | 26.76 | 20.36 | 28.45 | 32.15 | 36.55 | 33.18 | 35.90 | 28.92 | 23.20 | 20.74 | 25.68 | 27.01 | 23.64 | 30.07 | 24.04 | 22.88 | 27.12 | 50.45 | 27.62 | 21.52 | 32.07 | 31.26 |
| Draw Down(%) | NA | 25.76 | 99.97 | 99.97 | 99.98 | NA | NA | … | … | 5.30 | 99.97 | 99.97 | 99.87 | 34.89 | 15.10 | 53.11 | 66.12 | 26.44 | 38.65 | 17.18 | 15.57 | 13.30 | 34.33 | 23.18 | 27.95 | 40.42 | 32.23 | 17.53 | 31.70 | 23.27 | 25.57 | 24.17 | 19.61 | 22.59 | 34.47 | 16.42 | 12.41 | 48.87 | 15.19 | 11.77 | 21.75 | 10.81 |
| Yield(%) | 0.00 | 6.17 | 4.26 | 4.22 | 1.10 | 3.32 | 2.81 | … | … | 1.22 | 20,530.00 | 3,596.00 | 1.54 | 1.45 | 2.17 | 2.73 | 1.62 | 1.79 | 0.90 | 0.97 | 1.13 | 1.51 | 1.33 | 1.53 | 2.20 | 1.41 | 1.21 | 2.08 | 1.82 | 2.43 | 3.00 | 3.19 | 3.04 | 3.23 | 2.19 | 2.86 | 1.90 | 1.35 | 1.46 | 1.28 | 1.31 | 0.85 |
Data as of 03/30/2015, Common starting date is 04/07/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUN (Sunoco LP) |
-90.34%
Mar 2010 – Mar 2013 |
-77.75%
Mar 2008 – Mar 2013 |
-47.28%
Mar 2003 – Mar 2013 |
-34.81%
Mar 1998 – Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUN (Sunoco LP) |
84.47%
Jan 2003 – Jan 2006 |
44.60%
Jan 2001 – Jan 2006 |
23.82%
Jan 1996 – Jan 2006 |
16.90%
Jan 1991 – Jan 2006 |
Annualized Rolling Returns Comparison Chart