Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Coterra Energy 401K Plan Strategic Asset Allocation - Optimal Moderate | NA | 18.26% | 3.11% | 8.24% | 8.64% | 8.96% | 7.63% | 6.31% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Coterra Energy 401K Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.22 | 18.26 | 3.11 | 8.24 | 8.64 | 8.96 | 7.63 | 6.31 | NA | 9.85 | 11.73 | -14.62 | 6.75 | 17.02 | 30.41 | 5.48 | 14.16 | 10.08 | -1.49 | 5.36 | 16.30 | 11.78 | 0.11 | 12.85 | 29.36 | -25.26 | 5.88 | 10.52 | 6.03 | 8.29 | 14.43 | -15.33 | -8.73 |
| Sharpe Ratio | NA | 0.44 | 0.03 | 0.34 | 0.60 | NA | NA | 0.40 | 0.25 | 0.40 | 0.84 | -1.13 | 0.73 | 0.90 | 2.83 | 0.32 | 3.24 | 1.06 | -0.18 | 0.80 | 2.30 | 1.38 | 0.01 | 1.15 | 1.87 | -1.20 | 0.34 | 1.11 | 0.63 | 1.12 | 1.32 | -0.98 | -0.75 |
| Standard Deviation(%) | NA | 8.04 | 10.55 | 12.44 | 11.13 | NA | NA | 11.69 | 8.06 | 8.13 | 8.86 | 14.14 | 9.24 | 18.70 | 10.24 | 13.21 | 4.17 | 9.34 | 8.50 | 6.66 | 7.06 | 8.48 | 15.64 | 11.11 | 15.61 | 21.79 | 8.54 | 6.52 | 6.14 | 6.55 | 10.43 | 16.77 | 14.64 |
| Draw Down(%) | NA | 4.85 | 17.20 | 22.06 | 22.06 | NA | NA | 37.47 | 1.83 | 4.25 | 8.57 | 21.06 | 5.64 | 21.84 | 3.35 | 12.02 | 1.57 | 7.65 | 8.33 | 5.33 | 5.65 | 6.96 | 14.23 | 9.39 | 16.11 | 34.96 | 5.23 | 5.60 | 3.80 | 4.68 | 9.55 | 23.61 | 20.65 |
| Yield(%) | NA | 4.60 | 3.47 | 5.95 | 6.31 | NA | NA | 0.00 | NA | 1.14 | 4.37 | 2.88 | 2.63 | 6.55 | 14.94 | 16.36 | 3.35 | 6.72 | 5.02 | 3.05 | 4.08 | 2.83 | 4.40 | 2.22 | 2.33 | 2.83 | 8.04 | 8.05 | 3.67 | 1.82 | 0.28 | 0.41 | 1.03 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| Coterra Energy 401K Plan Strategic Asset Allocation - Optimal Moderate |
-8.01%
Feb 2006 - Feb 2009 |
-2.22%
Feb 2004 - Feb 2009 |
3.58%
Dec 2001 - Dec 2011 |
4.01%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Coterra Energy 401K Plan Strategic Asset Allocation - Optimal Moderate |
19.95%
Feb 2009 - Feb 2012 |
16.52%
Feb 2016 - Feb 2021 |
11.96%
Feb 2009 - Feb 2019 |
10.72%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart