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BEXP: Brigham Exploration Co (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 05/12/1997 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 12/08/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/12/1997 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 38.5 | 128.7 | 33.9 | 31.6 | 10.6 | 33.9 | 101.0 | 323.4 | -57.4 | 2.9 | -38.4 | 31.8 | 12.1 | 63.2 | 64.0 | -32.4 | 190.2 | -72.2 | -62.4 | 74.5 |
Sharpe Ratio | NA | 0.7 | 1.59 | 0.37 | 0.39 | 0.11 | 0.66 | 1.89 | 2.95 | -0.5 | 0.0 | -0.9 | 0.68 | 0.28 | 1.34 | 0.99 | -0.45 | 1.64 | -0.49 | -0.68 | 2.09 |
Draw Down(%) | NA | 39.3 | 73.6 | 93.7 | 93.7 | 94.0 | 39.3 | 32.3 | 72.5 | 86.2 | 41.0 | 54.6 | 23.5 | 22.5 | 21.6 | 39.3 | 60.5 | 34.2 | 82.6 | 68.3 | 26.1 |
Standard Deviation(%) | NA | 54.6 | 80.7 | 88.5 | 78.8 | 82.8 | 55.1 | 53.5 | 109.7 | 115.7 | 42.6 | 46.4 | 43.5 | 39.3 | 46.6 | 63.4 | 78.3 | 113.8 | 154.1 | 96.7 | 64.1 |
Treynor Ratio | NA | 0.29 | 0.67 | 0.18 | 0.2 | 0.08 | 0.29 | 0.47 | 1.51 | -0.37 | 0.0 | -0.21 | 0.25 | 0.17 | 2.58 | 2.44 | -1.03 | 3.1 | -1.46 | -3.04 | 7.85 |
Alpha | NA | 0.05 | 0.07 | -0.13 | -0.13 | 0.01 | 0.17 | 0.2 | 0.58 | 0.16 | 0.02 | -0.26 | 0.12 | 0.05 | 0.21 | 0.3 | -0.03 | 0.71 | -0.08 | -0.26 | 0.4 |
Beta | NA | 1.33 | 1.91 | 1.79 | 1.5 | 1.1 | 1.28 | 2.14 | 2.14 | 1.6 | 1.33 | 2.0 | 1.18 | 0.67 | 0.24 | 0.26 | 0.34 | 0.6 | 0.52 | 0.22 | 0.17 |
RSquared | NA | 0.32 | 0.32 | 0.32 | 0.21 | 0.08 | 0.3 | 0.52 | 0.27 | 0.33 | 0.25 | 0.19 | 0.08 | 0.04 | 0.01 | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/12/1997
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