Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPE (Callon Petroleum Company) | NA | 9.96% | -0.47% | -14.11% | -8.13% | 8.87% | -5.15% | … | … |
Data as of 03/28/2024, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPE (Callon Petroleum Company) | 03/26/1990 | 03/28/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 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 (%) | 1.30 | 9.96 | -0.47 | -14.11 | -8.13 | 8.87 | -5.15 | … | … | 10.37 | -12.64 | -21.50 | 259.04 | -72.75 | -25.58 | -46.58 | -20.95 | 84.29 | 53.03 | -16.54 | 38.94 | -5.43 | -16.05 | 294.67 | -42.31 | -84.19 | 9.45 | -14.84 | 22.06 | 39.44 | 209.55 | -51.09 | -58.95 | 12.66 | 27.42 | -28.60 | -14.31 | 90.00 | -8.05 | 31.82 | 76.00 | 13.64 | -4.35 | -47.73 |
| Sharpe Ratio | NA | 0.15 | -0.07 | -0.15 | -0.11 | NA | NA | … | … | 1.43 | -0.37 | -0.33 | 3.02 | -0.39 | -0.73 | -1.44 | -0.92 | 0.85 | 0.53 | -0.51 | 0.41 | -0.43 | -0.48 | 3.32 | -0.56 | -0.62 | -0.30 | -0.90 | 0.03 | 0.53 | 4.14 | -0.88 | -1.44 | -1.12 | 1.55 | 0.13 | -1.38 | 2.05 | -1.96 | 0.56 | 0.90 | 0.15 | -0.05 | -0.58 |
| Standard Deviation(%) | NA | 40.55 | 62.90 | 104.07 | 84.20 | NA | NA | … | … | 32.61 | 46.43 | 68.66 | 85.70 | 189.01 | 67.23 | 47.26 | 43.90 | 58.69 | 65.52 | 68.90 | 50.37 | 56.34 | 72.71 | 83.28 | 108.88 | 166.13 | 41.71 | 41.32 | 39.60 | 37.12 | 45.92 | 80.70 | 56.33 | 50.09 | 33.89 | 37.78 | 44.02 | 44.56 | 35.77 | 59.55 | 83.72 | 91.83 | 95.13 | 98.80 |
| Draw Down(%) | NA | 29.56 | 56.36 | 95.12 | 97.68 | NA | NA | … | … | 12.78 | 34.52 | 50.57 | 56.36 | 91.60 | 58.28 | 59.96 | 40.63 | 37.29 | 32.27 | 65.33 | 43.23 | 49.74 | 64.57 | 56.33 | 72.11 | 96.21 | 25.35 | 42.66 | 24.55 | 21.95 | 32.38 | 63.91 | 67.94 | 34.14 | 22.99 | 56.16 | 33.77 | 20.98 | 24.49 | 28.00 | 27.27 | 20.75 | 23.08 | 56.52 |
| 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 | 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 | 0.21 | 0.53 | 0.56 | 0.67 | 0.45 |
Data as of 03/28/2024, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPE (Callon Petroleum Company) |
-65.30%
Mar 2017 – Mar 2020 |
-42.98%
Oct 2015 – Oct 2020 |
-20.78%
Sep 2010 – Sep 2020 |
-22.23%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPE (Callon Petroleum Company) |
100.96%
Sep 2020 – Sep 2023 |
50.33%
Mar 2009 – Mar 2014 |
21.35%
Mar 2009 – Mar 2019 |
11.59%
Mar 1991 – Mar 2006 |
Annualized Rolling Returns Comparison Chart