Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CRC (California Resources Corporation) | NA | -72.18% | 85.63% | 25.00% | -6.37% | -3.37% | -2.13% | … | … |
Data as of 12/05/2014, Common starting date is 04/22/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CRC (California Resources Corporation) | 04/22/1992 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -19.75 | -72.18 | 85.63 | 25.00 | -6.37 | -3.37 | -2.13 | … | … | 20.46 | -1.94 | -52.28 | -45.42 | -12.72 | 484.62 | -91.87 | -44.12 | -34.43 | 6.50 | 8.47 | -13.10 | 21.06 | 7.80 | -4.76 | -36.59 | 3.50 | 15.32 | 4.24 | 21.00 | 0.00 | 10.00 | 90.48 |
| Sharpe Ratio | NA | 1.20 | 1.83 | 1.05 | 0.10 | NA | NA | … | … | 1.05 | -0.04 | -0.69 | -0.72 | -0.23 | 3.88 | -0.67 | -1.34 | -1.58 | 0.18 | 0.29 | -0.67 | 0.69 | 0.21 | -0.14 | -1.30 | 0.01 | -2.01 | 0.04 | 0.58 | -0.08 | 0.16 | 3.41 |
| Standard Deviation(%) | NA | 22.69 | 114.06 | 82.18 | 85.36 | NA | NA | … | … | 23.08 | 146.08 | 76.55 | 63.18 | 55.63 | 124.72 | 137.56 | 35.32 | 23.94 | 23.60 | 26.14 | 20.61 | 28.84 | 26.34 | 61.34 | 30.66 | 24.11 | 19.78 | 16.77 | 29.70 | 36.46 | 47.90 | 43.86 |
| Draw Down(%) | NA | 25.75 | 76.32 | 87.46 | 98.50 | NA | NA | … | … | 25.75 | 58.33 | 68.56 | 56.21 | 38.46 | 48.84 | 93.86 | 51.98 | 39.76 | 15.70 | 25.59 | 18.66 | 25.45 | 22.25 | 48.37 | 41.33 | 29.27 | 16.86 | 17.76 | 16.42 | 29.52 | 38.48 | 13.04 |
| 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 |
Data as of 12/05/2014, Common starting date is 04/22/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRC (California Resources Corporation) |
-73.21%
Feb 2006 – Feb 2009 |
-55.11%
Feb 2004 – Feb 2009 |
-33.32%
Jan 1999 – Jan 2009 |
-22.18%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRC (California Resources Corporation) |
204.57%
Sep 2011 – Sep 2014 |
153.76%
Feb 2009 – Feb 2014 |
10.90%
May 1992 – May 2002 |
6.52%
Aug 1999 – Aug 2014 |
Annualized Rolling Returns Comparison Chart