Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PWE (Penn West Petroleum Ltd) | NA | -44.62% | -40.90% | -37.51% | -23.30% | NA | NA | … | … |
Data as of 10/09/2017, Common starting date is 11/15/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PWE (Penn West Petroleum Ltd) | 11/15/2005 | 10/09/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.83 | -44.62 | -40.90 | -37.51 | -23.30 | NA | NA | … | … | -41.81 | 110.71 | -58.59 | -72.43 | -16.99 | -40.69 | -12.76 | 46.57 | 83.46 | -49.71 | -3.41 | -0.93 | 20.23 |
| Sharpe Ratio | NA | -1.24 | -0.75 | -0.84 | -0.74 | NA | NA | … | … | -1.28 | 0.88 | -0.76 | -1.72 | -0.93 | -1.73 | -0.82 | 1.01 | 1.16 | -1.17 | -1.07 | -0.64 | 11.25 |
| Standard Deviation(%) | NA | 51.61 | 85.82 | 70.41 | 58.81 | NA | NA | … | … | 54.17 | 86.18 | 101.89 | 52.74 | 38.36 | 34.41 | 38.29 | 27.74 | 56.06 | 59.03 | 23.78 | 36.65 | 26.85 |
| Draw Down(%) | NA | 58.82 | 90.98 | 96.07 | 97.83 | NA | NA | … | … | 58.82 | 49.61 | 82.72 | 79.85 | 35.47 | 50.45 | 51.07 | 18.86 | 45.16 | 67.52 | 23.41 | 33.93 | 4.26 |
| Yield(%) | 0.00 | 0.00 | 0.89 | 2.34 | 3.79 | 4.10 | 3.07 | … | … | 0.00 | 0.00 | 1.14 | 5.85 | 7.18 | 5.22 | 4.38 | 8.34 | 16.09 | 14.32 | 13.29 | 6.36 | 0.00 |
Data as of 10/09/2017, Common starting date is 11/15/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWE (Penn West Petroleum Ltd) |
-65.89%
Sep 2012 – Sep 2015 |
-49.87%
Sep 2010 – Sep 2015 |
-27.25%
May 2006 – May 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWE (Penn West Petroleum Ltd) |
46.46%
Feb 2009 – Feb 2012 |
8.20%
Feb 2006 – Feb 2011 |
-18.15%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart