Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BXE (Bellatrix Exploration Ltd) | NA | -61.34% | -22.55% | -42.57% | -3.40% | NA | NA | … | … |
Data as of 02/11/2019, Common starting date is 11/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BXE (Bellatrix Exploration Ltd) | 11/08/2005 | 02/11/2019 |
| 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 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.50 | -61.34 | -22.55 | -42.57 | -3.40 | NA | NA | … | … | -2.13 | -72.67 | 82.98 | -22.31 | -66.76 | -50.34 | 71.26 | -11.57 | -0.21 | 92.46 | 159.79 | -71.04 | -47.98 | -63.82 | 10.42 |
| Sharpe Ratio | NA | -0.91 | -0.21 | -0.43 | -0.04 | NA | NA | … | … | -0.20 | -1.27 | 0.51 | -0.23 | -0.75 | -1.01 | 1.59 | -0.22 | 0.00 | 1.77 | 1.61 | -1.02 | -1.12 | -1.49 | 0.73 |
| Standard Deviation(%) | NA | 63.25 | 108.81 | 100.59 | 83.92 | NA | NA | … | … | 95.03 | 58.37 | 162.72 | 97.44 | 89.13 | 50.07 | 44.79 | 54.41 | 53.68 | 52.19 | 99.39 | 70.75 | 45.54 | 45.15 | 134.36 |
| Draw Down(%) | NA | 78.57 | 88.16 | 96.53 | 96.53 | NA | NA | … | … | 33.33 | 73.86 | 51.64 | 47.89 | 74.32 | 71.14 | 25.96 | 54.58 | 50.41 | 41.40 | 69.35 | 79.03 | 56.52 | 65.53 | 29.80 |
| 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 | 0.00 | 0.00 |
Data as of 02/11/2019, Common starting date is 11/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BXE (Bellatrix Exploration Ltd) |
-66.02%
Feb 2006 – Feb 2009 |
-42.27%
Dec 2013 – Dec 2018 |
-23.98%
Aug 2006 – Aug 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BXE (Bellatrix Exploration Ltd) |
119.59%
Feb 2009 – Feb 2012 |
73.90%
Mar 2009 – Mar 2014 |
-5.20%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart