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RPXIX vs. BPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RPXIXBPT
YTD Return22.91%-47.77%
1Y Return39.88%-64.66%
3Y Return (Ann)-7.15%-27.10%
5Y Return (Ann)5.77%-23.88%
10Y Return (Ann)4.91%-26.94%
Sharpe Ratio2.52-0.94
Sortino Ratio3.30-1.72
Omega Ratio1.450.81
Calmar Ratio0.90-0.69
Martin Ratio15.17-1.55
Ulcer Index2.58%43.02%
Daily Std Dev15.53%70.81%
Max Drawdown-59.98%-97.34%
Current Drawdown-21.16%-96.18%

Correlation

-0.50.00.51.00.2

The correlation between RPXIX and BPT is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

RPXIX vs. BPT - Performance Comparison

In the year-to-date period, RPXIX achieves a 22.91% return, which is significantly higher than BPT's -47.77% return. Over the past 10 years, RPXIX has outperformed BPT with an annualized return of 4.91%, while BPT has yielded a comparatively lower -26.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.91%
-41.64%
RPXIX
BPT

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Risk-Adjusted Performance

RPXIX vs. BPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverPark Large Growth Fund (RPXIX) and BP Prudhoe Bay Royalty Trust (BPT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


RPXIX
Sharpe ratio
The chart of Sharpe ratio for RPXIX, currently valued at 2.52, compared to the broader market0.002.004.002.52
Sortino ratio
The chart of Sortino ratio for RPXIX, currently valued at 3.30, compared to the broader market0.005.0010.003.30
Omega ratio
The chart of Omega ratio for RPXIX, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for RPXIX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.0025.000.90
Martin ratio
The chart of Martin ratio for RPXIX, currently valued at 15.17, compared to the broader market0.0020.0040.0060.0080.00100.0015.17
BPT
Sharpe ratio
The chart of Sharpe ratio for BPT, currently valued at -0.94, compared to the broader market0.002.004.00-0.94
Sortino ratio
The chart of Sortino ratio for BPT, currently valued at -1.72, compared to the broader market0.005.0010.00-1.72
Omega ratio
The chart of Omega ratio for BPT, currently valued at 0.81, compared to the broader market1.002.003.004.000.81
Calmar ratio
The chart of Calmar ratio for BPT, currently valued at -0.69, compared to the broader market0.005.0010.0015.0020.0025.00-0.69
Martin ratio
The chart of Martin ratio for BPT, currently valued at -1.55, compared to the broader market0.0020.0040.0060.0080.00100.00-1.55

RPXIX vs. BPT - Sharpe Ratio Comparison

The current RPXIX Sharpe Ratio is 2.52, which is higher than the BPT Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of RPXIX and BPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.52
-0.94
RPXIX
BPT

Dividends

RPXIX vs. BPT - Dividend Comparison

Neither RPXIX nor BPT has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%0.20%
BPT
BP Prudhoe Bay Royalty Trust
0.00%12.02%32.34%2.37%17.82%32.47%24.46%17.91%8.58%23.50%15.67%11.35%

Drawdowns

RPXIX vs. BPT - Drawdown Comparison

The maximum RPXIX drawdown since its inception was -59.98%, smaller than the maximum BPT drawdown of -97.34%. Use the drawdown chart below to compare losses from any high point for RPXIX and BPT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-21.16%
-96.18%
RPXIX
BPT

Volatility

RPXIX vs. BPT - Volatility Comparison

The current volatility for RiverPark Large Growth Fund (RPXIX) is 4.15%, while BP Prudhoe Bay Royalty Trust (BPT) has a volatility of 24.02%. This indicates that RPXIX experiences smaller price fluctuations and is considered to be less risky than BPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
4.15%
24.02%
RPXIX
BPT