Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALJ (Alon USA Energy Inc) | NA | 118.01% | 7.63% | 13.08% | -9.01% | NA | NA | … | … |
Data as of 06/30/2017, Common starting date is 07/28/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALJ (Alon USA Energy Inc) | 07/28/2005 | 06/30/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.78 | 118.01 | 7.63 | 13.08 | -9.01 | NA | NA | … | … | 19.91 | -18.03 | 21.11 | -20.57 | -6.41 | 110.76 | 47.99 | -10.33 | -24.05 | -65.90 | 3.82 | 44.21 | 57.55 |
| Sharpe Ratio | NA | 2.66 | 0.16 | 0.29 | -0.15 | NA | NA | … | … | 1.13 | -0.32 | 0.52 | -0.52 | -0.14 | 2.09 | 0.58 | -0.28 | -0.35 | -0.70 | 0.02 | 0.83 | 2.45 |
| Standard Deviation(%) | NA | 44.29 | 46.57 | 46.47 | 59.82 | NA | NA | … | … | 38.61 | 56.26 | 40.30 | 39.95 | 44.67 | 53.68 | 82.23 | 36.95 | 68.64 | 95.65 | 42.87 | 49.57 | 76.14 |
| Draw Down(%) | NA | 21.83 | 72.47 | 72.47 | 88.71 | NA | NA | … | … | 16.34 | 58.49 | 33.95 | 28.60 | 56.85 | 34.21 | 62.43 | 37.01 | 55.61 | 76.74 | 42.80 | 35.26 | 28.00 |
| Yield(%) | 0.00 | 9.26 | 4.98 | 5.60 | 0.72 | 2.31 | 1.73 | … | … | 2.37 | 4.10 | 4.24 | 3.18 | 2.18 | 1.77 | 2.64 | 2.17 | 1.67 | 0.62 | 0.64 | 13.25 | 0.00 |
Data as of 06/30/2017, Common starting date is 07/28/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALJ (Alon USA Energy Inc) |
-47.04%
Aug 2007 – Aug 2010 |
-26.91%
Jun 2007 – Jun 2012 |
-13.11%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALJ (Alon USA Energy Inc) |
43.43%
Feb 2010 – Feb 2013 |
30.82%
Aug 2010 – Aug 2015 |
1.44%
Nov 2005 – Nov 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart