Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGN (Energen Corporation) | NA | 27.74% | 6.75% | 0.28% | NA | NA | NA | … | … |
Data as of 11/30/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGN (Energen Corporation) | 06/18/2012 | 11/30/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.89 | 27.74 | 6.75 | 0.28 | NA | NA | NA | … | … | 25.27 | -0.17 | 40.69 | -35.71 | -9.88 | 56.91 | 4.16 | 4.64 | 4.32 | 61.69 | -53.87 | 37.99 | 30.75 | 24.70 | 46.05 | 44.10 | 21.35 | -21.55 | 84.05 | -3.88 | 1.35 | 36.27 | 31.58 | 15.47 | 7.60 | 22.42 | 11.40 | -1.42 | -1.98 | 23.76 | 39.73 | -0.44 | 40.12 | 32.02 | 11.65 |
| Sharpe Ratio | NA | 0.20 | -0.41 | -0.55 | -0.29 | NA | NA | … | … | 0.30 | -0.63 | 0.12 | -1.30 | -0.81 | 1.35 | -0.33 | -0.36 | -0.59 | 1.04 | -1.10 | 0.62 | 0.38 | 0.14 | 1.42 | 1.42 | 0.05 | -1.05 | 1.17 | -0.22 | -0.06 | 1.65 | 1.29 | 0.64 | 0.19 | 0.90 | 0.57 | -0.24 | -0.33 | 0.67 | 1.94 | -0.17 | 1.14 | 1.20 | 0.75 |
| Standard Deviation(%) | NA | 34.55 | 42.75 | 40.39 | 37.37 | NA | NA | … | … | 34.85 | 30.96 | 55.40 | 41.71 | 35.26 | 28.34 | 28.36 | 38.18 | 24.12 | 41.42 | 66.51 | 25.92 | 22.53 | 25.94 | 18.69 | 17.45 | 31.96 | 41.41 | 51.79 | 32.43 | 33.78 | 19.80 | 21.50 | 18.15 | 23.93 | 22.56 | 15.60 | 21.30 | 21.90 | 26.89 | 18.01 | 26.23 | 31.36 | 22.41 | 27.90 |
| Draw Down(%) | NA | 24.35 | 61.58 | 74.58 | 74.49 | NA | NA | … | … | 24.35 | 21.22 | 44.44 | 46.40 | 38.41 | 22.27 | 23.95 | 40.02 | 14.40 | 28.95 | 70.46 | 17.98 | 16.23 | 19.45 | 10.15 | 6.98 | 21.12 | 44.23 | 20.77 | 29.38 | 29.11 | 6.50 | 12.78 | 12.23 | 16.94 | 23.26 | 12.95 | 11.41 | 19.74 | 27.65 | 7.51 | 27.24 | 15.79 | 13.44 | 9.43 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.15 | 0.33 | 0.22 | 0.16 | … | … | 0.00 | 0.00 | 0.00 | 0.13 | 0.68 | 1.26 | 0.65 | 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 11/30/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGN (Energen Corporation) |
-17.80%
Jun 2014 – Jun 2017 |
-1.68%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGN (Energen Corporation) |
20.01%
Sep 2015 – Sep 2018 |
6.86%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart