Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NFX (Newfield Exploration Company) | NA | -36.14% | -10.96% | -7.47% | -1.83% | -2.02% | 3.55% | … | … |
Data as of 02/14/2019, Common starting date is 11/12/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NFX (Newfield Exploration Company) | 11/12/1993 | 02/14/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.73 | -36.14 | -10.96 | -7.47 | -1.83 | -2.02 | 3.55 | … | … | 16.44 | -53.50 | -22.15 | 24.39 | 20.06 | 10.11 | -8.03 | -29.02 | -47.68 | 49.51 | 144.20 | -62.52 | 14.69 | -8.23 | 69.59 | 32.58 | 23.55 | 1.52 | -25.14 | 77.34 | 28.14 | -10.46 | -10.34 | 92.59 | 35.00 | 13.48 | -2.76 |
| Sharpe Ratio | NA | -0.79 | -0.27 | -0.18 | -0.06 | NA | NA | … | … | 6.35 | -1.15 | -0.61 | 0.51 | 0.43 | 0.23 | -0.24 | -0.71 | -0.96 | 1.38 | 2.36 | -0.78 | 0.37 | -0.29 | 1.95 | 1.14 | 1.03 | 0.01 | -0.67 | 1.48 | 0.55 | -0.27 | -1.55 | 3.98 | 1.39 | 0.36 | -0.63 |
| Standard Deviation(%) | NA | 47.45 | 42.96 | 45.31 | 44.91 | NA | NA | … | … | 38.27 | 47.71 | 37.77 | 47.17 | 46.87 | 44.06 | 33.23 | 41.24 | 49.59 | 35.80 | 61.01 | 81.54 | 31.66 | 39.31 | 34.60 | 27.83 | 22.18 | 30.52 | 41.61 | 49.40 | 45.08 | 50.10 | 42.19 | 22.15 | 22.43 | 29.62 | 33.79 |
| Draw Down(%) | NA | 58.01 | 73.02 | 73.02 | 83.10 | NA | NA | … | … | 13.46 | 62.87 | 43.87 | 31.48 | 31.85 | 47.62 | 33.49 | 43.48 | 53.16 | 21.36 | 26.18 | 77.02 | 19.64 | 32.20 | 19.80 | 13.27 | 13.46 | 27.97 | 43.40 | 28.29 | 35.71 | 40.80 | 37.52 | 10.71 | 16.08 | 25.25 | 11.72 |
| 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 | 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 | 0.00 |
Data as of 02/14/2019, Common starting date is 11/12/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NFX (Newfield Exploration Company) |
-30.31%
Jan 2011 – Jan 2014 |
-18.54%
Apr 2008 – Apr 2013 |
-8.28%
Feb 2008 – Feb 2018 |
-2.75%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NFX (Newfield Exploration Company) |
46.88%
Jan 2003 – Jan 2006 |
28.72%
Apr 2003 – Apr 2008 |
22.86%
Jan 1996 – Jan 2006 |
17.29%
Jan 1996 – Jan 2011 |
Annualized Rolling Returns Comparison Chart