Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EP (Empire Petroleum Corporation) | NA | 42.44% | 49.02% | 14.17% | -0.45% | 2.24% | 8.71% | 9.52% |
Data as of 05/24/2012, AR inception is 03/13/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EP (Empire Petroleum Corporation) | 03/13/1992 | 05/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | 42.44 | 49.02 | 14.17 | -0.45 | 2.24 | 8.71 | 9.52 | 8.24 | 93.47 | 40.46 | 28.12 | -53.89 | 13.99 | 27.08 | 18.61 | 29.49 | 20.59 | -83.47 | -36.73 | 88.59 | 16.68 | 9.73 | 42.25 | 89.33 | 5.32 | -6.86 | 23.29 | 60.69 |
| Sharpe Ratio | NA | 1.16 | 1.38 | 0.27 | -0.03 | NA | NA | 0.15 | 1.39 | 2.32 | 1.21 | 0.50 | -0.69 | 0.44 | 0.80 | 0.57 | 0.69 | 0.27 | -0.74 | -0.86 | 1.96 | 0.41 | 0.19 | 2.02 | 3.64 | 0.06 | -0.44 | 0.92 | 3.24 |
| Standard Deviation(%) | NA | 36.46 | 35.76 | 50.50 | 58.32 | NA | NA | 46.53 | 15.81 | 40.26 | 33.38 | 55.73 | 79.78 | 24.77 | 29.60 | 28.93 | 41.39 | 72.74 | 114.36 | 45.90 | 43.14 | 32.75 | 32.14 | 18.97 | 23.30 | 22.49 | 22.78 | 22.84 | 23.98 |
| Draw Down(%) | NA | 19.76 | 24.84 | 75.42 | 89.84 | NA | NA | 95.02 | 6.07 | 19.76 | 15.27 | 39.85 | 75.42 | 15.84 | 19.41 | 26.31 | 31.46 | 65.36 | 88.41 | 47.37 | 19.48 | 19.72 | 34.91 | 10.05 | 9.47 | 18.45 | 22.33 | 13.36 | 7.62 |
| Yield(%) | 0.00 | 0.20 | 0.75 | 0.71 | 0.53 | 0.78 | 2.64 | 3.01 | 0.04 | 0.29 | 0.39 | 1.93 | 1.04 | 1.08 | 1.30 | 1.58 | 1.91 | 2.17 | 1.91 | 1.21 | 2.18 | 2.29 | 1.23 | 2.74 | 2.57 | 2.55 | 2.09 | 2.27 | 2.38 |
Data as of 05/24/2012, AR inception is 03/13/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EP (Empire Petroleum Corporation) |
-51.65%
Apr 2001 - Apr 2004 |
-29.30%
Feb 1998 - Feb 2003 |
-13.56%
Dec 2000 - Dec 2010 |
-2.92%
Mar 1994 - Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EP (Empire Petroleum Corporation) |
68.81%
Mar 2009 - Mar 2012 |
45.42%
Dec 1995 - Dec 2000 |
20.32%
Apr 1992 - Apr 2002 |
7.40%
Jun 1992 - Jun 2007 |
Annualized Rolling Returns Comparison Chart