Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AAV (Advantage Oil & Gas Ltd) | NA | -37.50% | -16.99% | -10.07% | -4.57% | NA | NA | -8.12% |
Data as of 12/14/2018, AR inception is 03/31/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AAV (Advantage Oil & Gas Ltd) | 03/31/2004 | 12/14/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -37.50 | -16.99 | -10.07 | -4.57 | NA | NA | -8.12 | -41.86 | -36.30 | 32.87 | 6.05 | 10.37 | 33.95 | -21.74 | -39.12 | 4.29 | 61.87 | -44.75 | -4.56 | -36.03 | 6.38 | 37.26 |
| Sharpe Ratio | NA | -0.89 | -0.44 | -0.27 | -0.11 | NA | NA | -0.20 | -1.03 | -1.08 | 0.77 | 0.14 | 0.25 | 0.99 | -0.48 | -0.83 | 0.11 | 0.81 | -0.74 | -0.28 | -1.18 | 0.16 | 2.32 |
| Standard Deviation(%) | NA | 43.69 | 40.13 | 40.64 | 46.05 | NA | NA | 43.43 | 43.34 | 34.38 | 42.17 | 42.92 | 40.63 | 34.43 | 46.18 | 47.09 | 38.45 | 76.71 | 61.17 | 27.14 | 33.46 | 25.56 | 22.09 |
| Draw Down(%) | NA | 45.56 | 68.39 | 68.39 | 73.08 | NA | NA | 85.77 | 45.56 | 47.95 | 17.42 | 32.25 | 42.94 | 21.70 | 42.01 | 59.34 | 31.26 | 60.73 | 68.66 | 35.95 | 43.59 | 27.61 | 8.75 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.54 | 3.17 | 2.38 | 3.40 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.62 | 14.12 | 16.21 | 12.04 | 1.36 | 7.94 |
Data as of 12/14/2018, AR inception is 03/31/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAV (Advantage Oil & Gas Ltd) |
-43.16%
Feb 2006 - Feb 2009 |
-22.73%
Jun 2007 - Jun 2012 |
-12.51%
May 2008 - May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAV (Advantage Oil & Gas Ltd) |
29.82%
May 2012 - May 2015 |
18.84%
Apr 2009 - Apr 2014 |
-1.23%
Dec 2006 - Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart