Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CXO (Concho Resources Inc) | NA | -24.41% | -24.59% | -2.49% | -3.17% | NA | NA | … | … |
Data as of 01/19/2021, Common starting date is 08/03/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CXO (Concho Resources Inc) | 08/03/2007 | 01/19/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.19 | -24.41 | -24.59 | -2.49 | -3.17 | NA | NA | … | … | 12.43 | -32.36 | -14.32 | -31.57 | 13.29 | 42.80 | -6.91 | -7.64 | 34.06 | -14.07 | 6.94 | 95.26 | 96.76 | 10.72 | 59.77 |
| Sharpe Ratio | NA | -0.37 | -0.48 | -0.07 | -0.08 | NA | NA | … | … | 26.23 | -0.46 | -0.34 | -0.88 | 0.49 | 1.02 | -0.17 | -0.19 | 1.12 | -0.40 | 0.17 | 2.43 | 1.63 | 0.10 | 4.16 |
| Standard Deviation(%) | NA | 70.64 | 53.24 | 46.38 | 42.42 | NA | NA | … | … | 51.97 | 69.87 | 45.92 | 37.24 | 25.95 | 41.43 | 41.84 | 39.49 | 30.39 | 35.24 | 40.97 | 39.10 | 59.27 | 93.31 | 51.06 |
| Draw Down(%) | NA | 59.92 | 77.53 | 77.53 | 77.53 | NA | NA | … | … | 6.02 | 61.22 | 50.33 | 41.30 | 25.20 | 21.90 | 32.45 | 43.91 | 18.80 | 32.93 | 38.75 | 20.37 | 35.58 | 62.22 | 20.83 |
| Yield(%) | 0.00 | 0.91 | 0.28 | 0.34 | 0.14 | 0.67 | 0.50 | … | … | 0.00 | 0.92 | 0.47 | 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 01/19/2021, Common starting date is 08/03/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CXO (Concho Resources Inc) |
-32.01%
Oct 2017 – Oct 2020 |
-18.30%
Oct 2015 – Oct 2020 |
-4.76%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CXO (Concho Resources Inc) |
74.96%
Feb 2009 – Feb 2012 |
44.95%
Sep 2007 – Sep 2012 |
24.43%
Sep 2007 – Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart