Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ECA (Ovintiv Inc) | NA | 105.28% | 9.38% | 3.21% | -5.83% | 0.54% | NA | … | … |
Data as of 02/24/2020, Common starting date is 04/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECA (Ovintiv Inc) | 04/08/2002 | 02/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.44 | 105.28 | 9.38 | 3.21 | -5.83 | 0.54 | NA | … | … | 206.61 | -18.34 | -56.37 | 14.19 | 132.33 | -62.07 | -21.99 | -5.20 | 10.79 | -34.28 | -7.76 | 32.58 | -29.91 | 49.94 | 2.55 | 59.30 | 46.00 | 28.20 | 4.76 |
| Sharpe Ratio | NA | 0.66 | 0.08 | 0.03 | -0.09 | NA | NA | … | … | 507.65 | -0.40 | -1.30 | 0.34 | 1.78 | -1.17 | -0.67 | -0.22 | 0.30 | -0.94 | -0.27 | 0.70 | -0.47 | 1.85 | -0.02 | 1.46 | 1.81 | 1.43 | 0.17 |
| Standard Deviation(%) | NA | 164.48 | 99.76 | 87.02 | 65.63 | NA | NA | … | … | 501.61 | 49.03 | 44.46 | 40.16 | 73.94 | 53.04 | 32.93 | 24.01 | 36.30 | 36.64 | 29.39 | 46.21 | 65.41 | 25.44 | 33.47 | 39.09 | 24.83 | 19.23 | 32.20 |
| Draw Down(%) | NA | 50.07 | 73.06 | 78.47 | 89.99 | NA | NA | … | … | 22.65 | 49.28 | 63.91 | 41.24 | 42.88 | 66.59 | 52.35 | 17.26 | 17.52 | 48.23 | 23.80 | 31.38 | 64.22 | 14.11 | 20.85 | 28.94 | 13.80 | 14.19 | 24.96 |
| Yield(%) | 0.00 | 0.53 | 0.47 | 0.76 | 1.19 | 3.27 | 5.53 | … | … | 0.00 | 0.63 | 0.44 | 0.50 | 1.17 | 2.03 | 1.58 | 3.41 | 4.16 | 2.68 | 2.34 | 51.07 | 2.30 | 1.76 | 0.80 | 0.60 | 1.00 | 1.27 | 1.00 |
Data as of 02/24/2020, Common starting date is 04/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECA (Ovintiv Inc) |
-37.36%
Jan 2013 – Jan 2016 |
-31.21%
Feb 2011 – Feb 2016 |
-16.64%
Oct 2009 – Oct 2019 |
-6.92%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECA (Ovintiv Inc) |
58.55%
Sep 2002 – Sep 2005 |
38.98%
May 2003 – May 2008 |
13.62%
Nov 2002 – Nov 2012 |
5.29%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart