Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COG (Cabot Oil & Gas Corporation) | NA | 34.26% | -3.71% | -0.87% | 15.62% | 23.60% | 23.40% | … | … |
Data as of 12/03/2021, Common starting date is 02/08/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COG (Cabot Oil & Gas Corporation) | 02/08/1990 | 12/03/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.71 | 34.26 | -3.71 | -0.87 | 15.62 | 23.60 | 23.40 | … | … | 32.40 | -4.34 | -22.10 | -21.85 | 22.43 | 32.05 | -40.26 | -23.61 | 55.85 | 31.07 | 100.53 | -13.17 | 67.65 | -35.60 | 33.12 | 34.48 | 52.88 | 50.77 | 18.44 | 3.04 | -22.89 | 94.16 | 7.08 | -22.83 | 13.50 | 17.09 | 0.86 | -31.36 | 18.18 | 45.92 | -22.83 | -7.97 |
| Sharpe Ratio | NA | 0.94 | -0.10 | -0.02 | 0.32 | NA | NA | … | … | 0.93 | -0.09 | -1.52 | -1.40 | 0.11 | -0.05 | -1.56 | -1.45 | 1.24 | 0.31 | 1.65 | -0.80 | 0.85 | -0.67 | 0.36 | 0.32 | 0.83 | 1.06 | -0.04 | -0.51 | -0.94 | 0.54 | 0.85 | 0.24 | -0.88 | 0.66 | -2.04 | -1.00 | 0.50 | 1.19 | -0.74 | -0.41 |
| Standard Deviation(%) | NA | 37.76 | 41.15 | 37.06 | 47.96 | NA | NA | … | … | 37.97 | 52.38 | 29.87 | 31.12 | 29.08 | 43.04 | 37.60 | 29.08 | 30.21 | 41.08 | 49.77 | 39.72 | 57.65 | 81.71 | 30.85 | 38.18 | 38.40 | 29.27 | 21.33 | 32.98 | 47.79 | 47.20 | 37.57 | 44.39 | 37.53 | 28.92 | 30.00 | 29.54 | 36.53 | 38.34 | 30.60 | 21.54 |
| Draw Down(%) | NA | 24.31 | 49.75 | 52.55 | 65.88 | NA | NA | … | … | 24.31 | 28.07 | 42.73 | 27.27 | 13.97 | 24.34 | 57.54 | 31.55 | 18.28 | 28.57 | 24.04 | 41.62 | 41.03 | 70.03 | 24.67 | 29.43 | 25.81 | 12.94 | 19.29 | 28.74 | 51.17 | 30.33 | 32.92 | 46.60 | 34.16 | 21.77 | 23.53 | 43.09 | 32.87 | 26.58 | 36.11 | 18.84 |
| Yield(%) | 0.00 | 6.85 | 2.46 | 1.91 | 1.22 | 2.38 | 7.49 | … | … | 6.57 | 2.32 | 1.49 | 0.87 | 0.76 | 0.57 | 0.27 | 0.21 | 0.24 | 0.21 | 0.31 | 0.26 | 0.44 | 0.29 | 0.38 | 0.34 | 0.51 | 0.54 | 0.62 | 0.67 | 0.42 | 1.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/03/2021, Common starting date is 02/08/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COG (Cabot Oil & Gas Corporation) |
-18.43%
Jan 2014 – Jan 2017 |
-12.94%
Aug 1993 – Aug 1998 |
0.33%
Apr 1993 – Apr 2003 |
4.82%
May 1990 – May 2005 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COG (Cabot Oil & Gas Corporation) |
182.85%
Aug 2010 – Aug 2013 |
94.50%
Feb 2009 – Feb 2014 |
57.83%
Aug 2003 – Aug 2013 |
43.14%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart