Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANDV (Andeavor) | NA | 42.68% | 13.91% | 28.71% | 33.82% | 25.87% | 17.03% | … | … |
Data as of 11/02/2018, Common starting date is 03/18/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANDV (Andeavor) | 03/18/1980 | 11/02/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 42.68 | 13.91 | 28.71 | 33.82 | 25.87 | 17.03 | … | … | 35.64 | 33.99 | -14.75 | 44.46 | 29.38 | 35.04 | 89.83 | 26.00 | 36.83 | 5.31 | -71.74 | -27.02 | 7.18 | 93.53 | 118.67 | 222.35 | -65.52 | 12.77 | 0.54 | -4.64 | -21.77 | 10.71 | 62.32 | -6.76 | 68.18 | 83.33 | -33.33 | -32.08 | -28.38 | -22.11 | 7.95 | 2.33 | 13.16 | -5.00 | -28.57 | -17.04 | -15.63 | -6.98 | 6.83 |
| Sharpe Ratio | NA | 1.53 | 0.42 | 0.90 | 0.77 | NA | NA | … | … | 1.47 | 1.64 | -0.38 | 1.27 | 1.04 | 0.94 | 2.43 | 0.46 | 0.96 | 0.09 | -0.75 | -0.38 | 0.12 | 1.93 | 2.40 | 4.54 | -0.57 | 0.22 | -0.07 | -0.16 | -0.51 | -1.52 | 1.78 | -0.27 | 1.40 | 1.45 | -0.58 | -0.81 | -0.94 | -0.78 | 0.10 | -0.03 | 0.19 | -0.25 | -0.95 | -0.78 | -0.45 | -0.32 | 0.02 |
| Standard Deviation(%) | NA | 26.76 | 31.03 | 31.52 | 43.98 | NA | NA | … | … | 28.65 | 20.46 | 39.73 | 35.00 | 28.16 | 37.23 | 37.41 | 56.28 | 38.10 | 60.22 | 96.66 | 79.18 | 33.31 | 47.37 | 48.98 | 48.78 | 117.37 | 47.36 | 52.51 | 49.09 | 48.94 | 29.13 | 32.67 | 38.96 | 46.66 | 55.75 | 61.67 | 43.82 | 35.50 | 35.83 | 33.54 | 53.81 | 47.57 | 40.17 | 36.98 | 29.48 | 51.72 | 53.37 | 56.30 |
| Draw Down(%) | NA | 25.55 | 41.74 | 41.74 | 43.55 | NA | NA | … | … | 25.55 | 14.73 | 35.91 | 18.96 | 18.63 | 35.44 | 27.95 | 35.49 | 29.97 | 42.31 | 85.58 | 63.83 | 27.68 | 24.23 | 27.31 | 21.17 | 91.21 | 37.59 | 29.41 | 47.51 | 53.27 | 27.83 | 11.38 | 37.89 | 28.12 | 31.15 | 60.38 | 53.33 | 35.44 | 38.05 | 28.28 | 44.80 | 42.86 | 36.94 | 52.73 | 22.70 | 38.54 | 37.02 | 33.33 |
| Yield(%) | 0.00 | 2.15 | 1.99 | 3.87 | 10.96 | 13.11 | 7.24 | … | … | 1.54 | 2.57 | 1.96 | 2.45 | 1.90 | 1.98 | 1.12 | 0.00 | 0.00 | 2.54 | 0.84 | 0.98 | 0.31 | 0.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/02/2018, Common starting date is 03/18/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANDV (Andeavor) |
-44.64%
Sep 1999 – Sep 2002 |
-31.12%
Sep 1997 – Sep 2002 |
-16.17%
Oct 1982 – Oct 1992 |
-10.54%
Sep 1987 – Sep 2002 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANDV (Andeavor) |
188.62%
Sep 2002 – Sep 2005 |
106.41%
Oct 2002 – Oct 2007 |
41.33%
Sep 2002 – Sep 2012 |
34.66%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart