Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EPE (EP Energy Corp) | NA | -94.59% | -68.76% | -61.83% | -37.73% | NA | NA | … | … |
Data as of 05/23/2019, Common starting date is 08/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EPE (EP Energy Corp) | 08/26/2005 | 05/23/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -23.81 | -94.59 | -68.76 | -61.83 | -37.73 | NA | NA | … | … | -77.14 | -70.34 | -63.97 | 49.54 | -58.05 | -68.71 |
| Sharpe Ratio | NA | -1.09 | -1.08 | -0.90 | -0.65 | NA | NA | … | … | -0.80 | -1.13 | -1.28 | 0.12 | -0.92 | -0.38 |
| Standard Deviation(%) | NA | 107.94 | 86.98 | 94.19 | 94.97 | NA | NA | … | … | 141.36 | 81.54 | 65.20 | 125.76 | 83.31 | 83.72 |
| Draw Down(%) | NA | 95.06 | 97.65 | 99.31 | 99.52 | NA | NA | … | … | 84.62 | 79.46 | 77.10 | 65.48 | 77.12 | 78.54 |
| 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 |
Data as of 05/23/2019, Common starting date is 08/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPE (EP Energy Corp) |
-61.51%
Apr 2016 – Apr 2019 |
-57.86%
Mar 2014 – Mar 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPE (EP Energy Corp) |
-23.12%
Sep 2015 – Sep 2018 |
-47.44%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart