Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AREX (Approach Resources Inc) | NA | -99.06% | -83.70% | -72.52% | -46.68% | NA | NA | … | … |
Data as of 11/29/2019, Common starting date is 11/09/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AREX (Approach Resources Inc) | 11/09/2007 | 11/29/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -27.78 | -99.06 | -83.70 | -72.52 | -46.68 | NA | NA | … | … | -98.51 | -70.61 | -11.64 | 82.07 | -71.21 | -66.89 | -22.83 | -14.96 | 27.32 | 199.22 | 5.61 | -43.16 | 0.86 |
| Sharpe Ratio | NA | -0.70 | -0.88 | -0.71 | -0.57 | NA | NA | … | … | -0.69 | -1.21 | -0.20 | 0.66 | -0.72 | -0.96 | -0.62 | -0.33 | 0.39 | 3.57 | 0.08 | -0.50 | 0.14 |
| Standard Deviation(%) | NA | 142.68 | 96.31 | 104.12 | 83.21 | NA | NA | … | … | 145.66 | 59.64 | 63.05 | 124.10 | 98.80 | 69.76 | 36.64 | 45.84 | 70.27 | 55.72 | 70.73 | 88.11 | 30.97 |
| Draw Down(%) | NA | 99.06 | 99.67 | 99.87 | 99.97 | NA | NA | … | … | 98.92 | 78.63 | 43.10 | 64.13 | 86.17 | 80.20 | 39.54 | 41.43 | 54.42 | 35.14 | 49.57 | 79.46 | 8.28 |
| Yield(%) | 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 11/29/2019, Common starting date is 11/09/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AREX (Approach Resources Inc) |
-68.82%
Feb 2013 – Feb 2016 |
-60.94%
Oct 2014 – Oct 2019 |
-35.96%
Oct 2009 – Oct 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AREX (Approach Resources Inc) |
81.30%
Mar 2009 – Mar 2012 |
27.52%
Mar 2009 – Mar 2014 |
-13.66%
Dec 2007 – Dec 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart