Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NBL (Noble Energy Inc) | NA | -81.50% | -49.45% | -31.55% | -19.96% | -9.61% | -3.55% | 1.05% |
Data as of 01/22/2021, AR inception is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NBL (Noble Energy Inc) | 03/17/1980 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 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 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.37 | -81.50 | -49.45 | -31.55 | -19.96 | -9.61 | -3.55 | 1.05 | -5.94 | -82.33 | 34.49 | -34.66 | -22.42 | 16.94 | -27.93 | -29.62 | 35.07 | 8.82 | 10.64 | 22.04 | 46.46 | -37.49 | 63.17 | 22.48 | 31.24 | 39.34 | 18.88 | 6.90 | -22.97 | 115.72 | -12.94 | -30.14 | -26.37 | 60.25 | 20.71 | -6.60 | 50.35 | 29.36 | -3.54 | -15.67 | 35.35 | -2.94 | 27.99 | -17.59 | 1.89 | -20.90 | 17.54 | -14.93 | -37.67 | 80.67 |
| Sharpe Ratio | NA | -0.09 | -0.10 | -0.08 | -0.07 | NA | NA | -0.01 | -0.02 | -0.13 | 0.82 | -0.89 | -0.82 | 0.40 | -0.69 | -0.99 | 1.57 | 0.35 | 0.28 | 0.73 | 1.01 | -0.48 | 2.25 | 0.58 | 0.96 | 1.62 | 0.88 | 0.19 | -0.61 | 2.14 | -0.38 | -0.83 | -0.89 | 2.06 | 0.64 | -0.28 | 1.48 | 0.78 | -0.21 | -0.64 | 1.07 | -0.25 | 0.45 | -0.45 | -0.11 | -0.73 | 0.25 | -0.37 | -0.99 | 2.66 |
| Standard Deviation(%) | NA | 893.95 | 518.56 | 401.67 | 284.63 | NA | NA | 144.73 | 2,778.85 | 631.86 | 40.20 | 40.33 | 28.24 | 41.69 | 40.48 | 30.00 | 22.31 | 25.55 | 37.72 | 30.14 | 45.83 | 79.98 | 26.84 | 33.24 | 30.13 | 23.68 | 20.74 | 31.33 | 42.40 | 52.09 | 42.96 | 40.31 | 33.44 | 27.25 | 26.55 | 34.00 | 32.36 | 34.05 | 34.21 | 32.42 | 27.71 | 29.75 | 53.50 | 47.72 | 31.00 | 37.68 | 45.56 | 60.57 | 48.15 | 38.75 |
| Draw Down(%) | NA | 98.87 | 98.87 | 98.87 | 98.87 | NA | NA | 98.87 | 98.87 | 98.79 | 30.93 | 53.02 | 42.47 | 23.57 | 43.64 | 45.41 | 12.75 | 25.63 | 31.04 | 30.17 | 26.49 | 68.00 | 12.96 | 25.34 | 24.66 | 11.11 | 14.73 | 31.92 | 44.71 | 30.15 | 41.48 | 49.44 | 34.71 | 11.57 | 19.91 | 28.52 | 23.36 | 23.60 | 26.76 | 26.80 | 18.33 | 23.28 | 44.22 | 41.82 | 20.00 | 33.33 | 32.53 | 48.91 | 48.28 | 20.70 |
| Yield(%) | 0.00 | 0.09 | 0.81 | 1.10 | 1.01 | 1.73 | 2.93 | 4.57 | 0.00 | 0.08 | 1.81 | 1.42 | 1.04 | 1.19 | 1.54 | 1.02 | 1.06 | 0.93 | 0.94 | 0.98 | 1.37 | 0.83 | 0.91 | 0.66 | 0.52 | 0.44 | 0.44 | 0.46 | 0.35 | 0.79 | 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 01/22/2021, AR inception is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NBL (Noble Energy Inc) |
-46.36%
Oct 2017 - Oct 2020 |
-34.28%
Oct 2015 - Oct 2020 |
-19.37%
Dec 2010 - Dec 2020 |
-8.89%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NBL (Noble Energy Inc) |
41.51%
May 2004 - May 2007 |
40.61%
May 2003 - May 2008 |
23.39%
Oct 2003 - Oct 2013 |
19.22%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison Chart