Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OME (Omega Protein Corp) | NA | -10.77% | 33.79% | 29.45% | 9.35% | 12.19% | NA | … | … |
Data as of 12/19/2017, Common starting date is 04/06/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OME (Omega Protein Corp) | 04/06/1998 | 12/19/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | -10.77 | 33.79 | 29.45 | 9.35 | 12.19 | NA | … | … | -11.48 | 12.84 | 110.03 | -14.00 | 100.82 | -14.17 | -11.98 | 85.78 | 8.73 | -56.84 | 20.18 | 15.20 | -21.98 | 11.40 | 95.44 | 29.51 | 103.33 | -52.00 | -69.14 | -44.14 |
| Sharpe Ratio | NA | -0.22 | 0.64 | 0.52 | 0.13 | NA | NA | … | … | -0.26 | 0.28 | 2.36 | -0.29 | 1.95 | -0.37 | -0.19 | 1.71 | 0.09 | -0.64 | 0.36 | 0.35 | -0.61 | 0.26 | 1.81 | 0.47 | 1.29 | -0.69 | -0.98 | -0.83 |
| Standard Deviation(%) | NA | 51.08 | 52.13 | 56.29 | 70.52 | NA | NA | … | … | 47.34 | 45.14 | 46.57 | 49.09 | 51.76 | 39.06 | 63.54 | 50.24 | 92.45 | 89.35 | 47.59 | 33.74 | 39.75 | 40.24 | 52.27 | 59.90 | 80.02 | 80.90 | 73.95 | 69.12 |
| Draw Down(%) | NA | 41.72 | 41.72 | 41.92 | 90.32 | NA | NA | … | … | 41.72 | 35.62 | 20.10 | 41.92 | 24.12 | 34.10 | 55.10 | 44.41 | 67.01 | 80.57 | 34.68 | 23.55 | 36.70 | 33.42 | 30.51 | 34.01 | 30.00 | 64.52 | 79.89 | 75.68 |
| Yield(%) | 0.00 | 0.60 | 0.54 | 0.49 | 0.17 | 0.25 | 0.04 | … | … | 0.58 | 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 12/19/2017, Common starting date is 04/06/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OME (Omega Protein Corp) |
-49.97%
May 1998 – May 2001 |
-20.93%
May 1998 – May 2003 |
-8.87%
Feb 1999 – Feb 2009 |
-3.52%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OME (Omega Protein Corp) |
77.57%
Feb 2001 – Feb 2004 |
35.68%
Feb 2001 – Feb 2006 |
23.70%
Feb 2001 – Feb 2011 |
20.95%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison Chart