Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KMP (Kinder Morgan Energy Partners LP) | NA | 34.46% | 16.89% | 19.28% | 15.68% | 18.33% | 21.07% | 19.74% |
Data as of 11/26/2014, AR inception is 07/30/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KMP (Kinder Morgan Energy Partners LP) | 07/30/1992 | 11/26/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.28 | 34.46 | 16.89 | 19.28 | 15.68 | 18.33 | 21.07 | 19.74 | 35.26 | 7.43 | -0.47 | 28.58 | 22.88 | 44.63 | -9.19 | 20.17 | 7.30 | 14.75 | -4.26 | 50.12 | -0.68 | 39.41 | 41.05 | 18.39 | 10.66 | 149.96 | 16.11 | 1.46 | -21.38 | 26.12 | 10.43 |
| Sharpe Ratio | NA | 1.59 | 1.01 | 1.12 | 0.75 | NA | NA | 0.74 | 1.65 | 0.49 | -0.03 | 1.59 | 1.43 | 2.08 | -0.29 | 1.14 | 0.30 | 0.87 | -0.29 | 3.87 | -0.06 | 1.45 | 1.51 | 0.66 | 0.26 | 3.08 | 1.08 | -0.16 | -1.32 | 1.12 | 1.52 |
| Standard Deviation(%) | NA | 21.70 | 17.42 | 17.12 | 19.49 | NA | NA | 21.18 | 23.83 | 15.20 | 15.21 | 17.94 | 15.90 | 21.44 | 34.94 | 15.04 | 13.62 | 14.53 | 17.90 | 12.78 | 30.38 | 26.07 | 24.43 | 23.01 | 28.25 | 30.57 | 11.58 | 15.03 | 18.42 | 21.38 | 15.93 |
| Draw Down(%) | NA | 14.71 | 16.52 | 16.52 | 28.01 | NA | NA | 28.01 | 14.71 | 12.61 | 16.17 | 15.11 | 11.26 | 18.64 | 27.88 | 12.83 | 10.84 | 10.61 | 19.81 | 7.21 | 24.82 | 17.07 | 15.68 | 11.94 | 22.32 | 16.54 | 9.51 | 9.73 | 27.92 | 10.36 | 12.13 |
| Yield(%) | 0.00 | 6.82 | 6.78 | 8.50 | 9.22 | 8.66 | 11.29 | 11.54 | 6.89 | 6.29 | 5.74 | 6.51 | 6.94 | 8.83 | 7.15 | 7.11 | 6.64 | 7.05 | 5.89 | 7.27 | 6.22 | 3.75 | 3.86 | 3.91 | 3.51 | 2.96 | 2.57 | 2.56 | 2.00 | 2.12 | 0.36 |
Data as of 11/26/2014, AR inception is 07/30/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KMP (Kinder Morgan Energy Partners LP) |
-3.59%
Oct 1993 - Oct 1996 |
5.16%
Dec 2003 - Dec 2008 |
12.06%
Feb 2004 - Feb 2014 |
16.57%
Jul 1999 - Jul 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KMP (Kinder Morgan Energy Partners LP) |
52.51%
Aug 1996 - Aug 1999 |
45.86%
Oct 1996 - Oct 2001 |
29.00%
Nov 1995 - Nov 2005 |
24.94%
Dec 1996 - Dec 2011 |
Annualized Rolling Returns Comparison Chart