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EGN: Energen Corporation (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 06/18/2012 |
Last Dividend Date: | 11/10/2015 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 09/08/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/18/2012 |
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 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 12.2 | 7.9 | 5.4 | 8.2 | 25.3 | -0.2 | 40.7 | -35.7 | -9.9 | 56.9 | 4.2 | 4.6 | 4.3 | 61.7 | -53.9 | 38.0 | 30.7 | 24.7 | 46.0 | 44.1 | 21.3 | -21.6 | 84.0 | -3.9 | 1.3 | 36.3 | 31.6 | 15.5 | 7.6 | 22.4 | 11.4 | -1.4 | -2.0 | 23.8 | 39.7 | -0.4 | 40.1 | 32.0 | 11.6 |
Sharpe Ratio | NA | 0.2 | -0.41 | -0.55 | -0.29 | -0.33 | 0.3 | -0.63 | 0.12 | -1.3 | -0.81 | 1.35 | -0.33 | -0.36 | -0.59 | 1.04 | -1.1 | 0.62 | 0.38 | 0.14 | 1.42 | 1.42 | 0.05 | -1.05 | 1.17 | -0.22 | -0.06 | 1.65 | 1.29 | 0.64 | 0.19 | 0.9 | 0.57 | -0.24 | -0.33 | 0.67 | 1.94 | -0.17 | 1.14 | 1.2 | 0.75 |
Draw Down(%) | NA | 24.4 | 61.6 | 74.6 | 74.5 | 74.6 | 24.4 | 21.2 | 44.4 | 46.4 | 38.4 | 22.3 | 23.9 | 40.0 | 14.4 | 29.0 | 70.5 | 18.0 | 16.2 | 19.5 | 10.1 | 7.0 | 21.1 | 44.2 | 20.8 | 29.4 | 29.1 | 6.5 | 12.8 | 12.2 | 16.9 | 23.3 | 12.9 | 11.4 | 19.7 | 27.6 | 7.5 | 27.2 | 15.8 | 13.4 | 9.4 |
Standard Deviation(%) | NA | 34.5 | 42.7 | 40.4 | 37.4 | 38.1 | 34.8 | 31.0 | 55.4 | 41.7 | 35.3 | 28.3 | 28.4 | 38.2 | 24.1 | 41.4 | 66.5 | 25.9 | 22.5 | 25.9 | 18.7 | 17.5 | 32.0 | 41.4 | 51.8 | 32.4 | 33.8 | 19.8 | 21.5 | 18.2 | 23.9 | 22.6 | 15.6 | 21.3 | 21.9 | 26.9 | 18.0 | 26.2 | 31.4 | 22.4 | 27.9 |
Treynor Ratio | NA | 0.07 | -0.12 | -0.15 | -0.08 | -0.08 | 0.1 | -0.13 | 0.03 | -0.45 | -0.16 | 0.29 | -0.06 | -0.1 | -0.14 | 0.35 | -0.58 | 0.18 | 0.09 | 0.03 | 0.33 | 0.67 | 0.03 | -0.81 | 0.91 | -0.36 | -0.05 | 3.32 | 0.75 | 0.48 | 0.1 | 0.65 | 0.52 | -0.2 | -0.18 | 0.43 | 5.78 | -0.11 | 4.31 | 0.8 | 0.6 |
Alpha | NA | 0.1 | 0.39 | 0.48 | 0.01 | 0.37 | 0.1 | 0.42 | 1.39 | 0.21 | -0.06 | 0.49 | -0.01 | 0.05 | -0.03 | 0.11 | -0.01 | 0.11 | 0.06 | 0.1 | 0.11 | 0.07 | 0.12 | -0.08 | 0.29 | -0.02 | -0.02 | 0.11 | 0.08 | 0.02 | 0.03 | 0.07 | 0.03 | -0.04 | -0.01 | 0.04 | 0.12 | -0.01 | 0.13 | 0.08 | 0.06 |
Beta | NA | 1.06 | 1.52 | 1.48 | 1.32 | 1.47 | 1.07 | 1.44 | 2.16 | 1.21 | 1.82 | 1.34 | 1.51 | 1.38 | 1.05 | 1.22 | 1.26 | 0.88 | 0.93 | 1.37 | 0.79 | 0.37 | 0.58 | 0.54 | 0.67 | 0.2 | 0.39 | 0.1 | 0.37 | 0.24 | 0.46 | 0.31 | 0.17 | 0.26 | 0.41 | 0.42 | 0.06 | 0.41 | 0.08 | 0.33 | 0.35 |
RSquared | NA | 0.21 | 0.19 | 0.22 | 0.36 | 0.24 | 0.23 | 0.1 | 0.26 | 0.2 | 0.35 | 0.27 | 0.47 | 0.71 | 0.62 | 0.65 | 0.6 | 0.29 | 0.17 | 0.3 | 0.22 | 0.13 | 0.22 | 0.08 | 0.08 | 0.01 | 0.05 | 0.01 | 0.04 | 0.01 | 0.04 | 0.01 | 0.01 | 0.03 | 0.09 | 0.04 | 0.0 | 0.26 | 0.0 | 0.03 | 0.03 |
Yield(%) | N/A | 0.0 | 0.0 | 0.2 | 0.3 | N/A | 0.0 | 0.0 | 0.0 | 0.1 | 0.7 | 1.3 | 0.6 | 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 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
Dividend Growth(%) | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | -100.0 | -83.0 | -19.0 | 107.1 | 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 | 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 06/18/2012
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