Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CABOT OIL & GAS CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 20.49% | 0.95% | 9.19% | 7.64% | 8.92% | 8.95% | 8.90% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CABOT OIL & GAS CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 (%) | -1.38 | 20.49 | 0.95 | 9.19 | 7.64 | 8.92 | 8.95 | 8.90 | NA | -0.13 | 19.25 | -17.68 | 22.54 | 14.99 | 21.79 | -5.36 | 10.74 | 11.02 | -0.52 | 5.99 | 18.78 | 11.08 | 2.67 | 15.98 | 16.84 | -0.75 | 9.58 | 11.86 | 6.13 | 12.66 | 21.86 | -2.63 | 2.64 |
| Sharpe Ratio | NA | -0.35 | -0.24 | 0.25 | 0.39 | NA | NA | 0.63 | 0.07 | -0.44 | 1.31 | -1.15 | 1.28 | 0.61 | 2.09 | -0.73 | 1.80 | 1.11 | -0.07 | 0.73 | 2.37 | 1.32 | 0.18 | 1.36 | 1.60 | -0.29 | 0.68 | 1.04 | 0.62 | 1.44 | 2.52 | -0.63 | 0.06 |
| Standard Deviation(%) | NA | 15.19 | 14.56 | 17.50 | 13.79 | NA | NA | 11.17 | 14.87 | 15.18 | 11.40 | 16.62 | 17.57 | 24.08 | 9.77 | 9.12 | 5.63 | 9.73 | 8.36 | 8.16 | 7.92 | 8.36 | 14.38 | 11.68 | 10.48 | 5.82 | 9.65 | 8.24 | 6.40 | 8.15 | 8.39 | 5.96 | 5.82 |
| Draw Down(%) | NA | 11.66 | 20.67 | 29.24 | 29.24 | NA | NA | 29.24 | 1.24 | 11.66 | 9.39 | 22.30 | 7.30 | 29.24 | 5.45 | 11.77 | 2.15 | 6.78 | 7.67 | 4.79 | 4.59 | 5.91 | 10.88 | 9.98 | 5.49 | 5.34 | 7.22 | 10.48 | 5.51 | 7.90 | 4.98 | 7.09 | 5.56 |
| Yield(%) | NA | 7.38 | 5.84 | 5.38 | 4.64 | NA | NA | 0.00 | NA | 3.81 | 3.85 | 2.88 | 7.19 | 4.42 | 5.78 | 1.02 | 5.16 | 3.50 | 5.70 | 4.85 | 1.44 | 2.86 | 1.97 | 1.93 | 3.16 | 3.81 | 7.75 | 7.51 | 3.34 | 2.61 | 4.48 | 3.45 | 4.88 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CABOT OIL & GAS CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
-1.26%
Mar 2017 - Mar 2020 |
1.32%
Mar 2015 - Mar 2020 |
5.86%
Mar 2010 - Mar 2020 |
7.07%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CABOT OIL & GAS CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
19.73%
Dec 2018 - Dec 2021 |
13.87%
May 2016 - May 2021 |
11.43%
Mar 2003 - Mar 2013 |
10.45%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart