Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMP (Magellan Midstream Partners LP) | NA | 62.88% | 43.39% | 12.29% | 11.64% | 25.19% | 27.77% | … | … |
Data as of 09/22/2023, Common starting date is 02/06/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMP (Magellan Midstream Partners LP) | 02/06/2001 | 09/22/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.50 | 62.88 | 43.39 | 12.29 | 11.64 | 25.19 | 27.77 | … | … | 54.08 | 27.78 | 22.25 | -25.74 | 17.62 | -14.93 | -3.53 | 22.40 | -10.94 | 39.46 | 58.22 | -63.01 | 50.00 | 66.07 | 96.19 | -7.04 | 41.04 | 50.20 | 27.21 | 50.96 | 103.46 | 2.48 | 104.26 |
| Sharpe Ratio | NA | 2.67 | 1.73 | 0.35 | 0.44 | NA | NA | … | … | 3.81 | 1.11 | 0.96 | -0.47 | 1.06 | -0.80 | -0.26 | 1.17 | -0.45 | 2.28 | 4.04 | -0.64 | 3.59 | 4.77 | 4.19 | -0.21 | 2.94 | 4.12 | 1.44 | 2.51 | 4.73 | 0.03 | 3.50 |
| Standard Deviation(%) | NA | 22.12 | 24.16 | 31.08 | 24.43 | NA | NA | … | … | 20.36 | 23.78 | 23.19 | 55.23 | 15.28 | 20.31 | 16.15 | 18.90 | 24.19 | 17.27 | 14.40 | 98.82 | 13.92 | 13.82 | 22.96 | 38.21 | 12.98 | 11.45 | 17.40 | 19.90 | 21.74 | 44.31 | 34.82 |
| Draw Down(%) | NA | 8.77 | 15.60 | 57.34 | 59.93 | NA | NA | … | … | 6.31 | 13.98 | 15.60 | 56.58 | 11.73 | 23.43 | 20.60 | 17.74 | 33.74 | 17.58 | 6.92 | 77.30 | 9.80 | 10.02 | 27.32 | 42.54 | 13.97 | 5.97 | 9.05 | 11.95 | 10.03 | 40.51 | 15.91 |
| Yield(%) | 0.37 | 9.00 | 11.90 | 6.10 | 8.12 | 29.08 | 41.61 | … | … | 6.78 | 8.93 | 9.98 | 6.54 | 7.13 | 5.34 | 4.64 | 9.46 | 6.88 | 8.08 | 9.29 | 17.93 | 21.97 | 26.44 | 34.95 | 25.09 | 26.10 | 24.24 | 16.54 | 27.41 | 36.84 | 25.08 | 23.88 |
Data as of 09/22/2023, Common starting date is 02/06/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMP (Magellan Midstream Partners LP) |
-17.84%
Mar 2017 – Mar 2020 |
-8.02%
Mar 2015 – Mar 2020 |
9.15%
Mar 2013 – Mar 2023 |
20.44%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMP (Magellan Midstream Partners LP) |
72.11%
Mar 2009 – Mar 2012 |
64.81%
Mar 2009 – Mar 2014 |
50.50%
Sep 2002 – Sep 2012 |
42.90%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart