Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QEP (QEP Resources Inc) | NA | 628.57% | -23.31% | -20.60% | -19.60% | NA | NA | … | … |
Data as of 03/16/2021, Common starting date is 06/16/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QEP (QEP Resources Inc) | 06/16/2010 | 03/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.39 | 628.57 | -23.31 | -20.60 | -19.60 | NA | NA | … | … | 70.71 | -46.32 | -20.07 | -41.17 | -48.02 | 37.39 | -33.73 | -34.03 | 1.26 | 3.31 | -19.31 | 4.91 |
| Sharpe Ratio | NA | 4.63 | -0.21 | -0.22 | -0.27 | NA | NA | … | … | 21.97 | -0.26 | -0.58 | -1.23 | -1.28 | 0.06 | -1.00 | -1.36 | -0.66 | -0.42 | -0.84 | -0.24 |
| Standard Deviation(%) | NA | 135.76 | 116.13 | 95.29 | 74.25 | NA | NA | … | … | 62.85 | 178.39 | 75.29 | 51.06 | 52.81 | 56.99 | 52.01 | 38.60 | 26.36 | 36.66 | 45.08 | 32.20 |
| Draw Down(%) | NA | 65.20 | 97.89 | 98.60 | 99.36 | NA | NA | … | … | 10.86 | 94.00 | 69.89 | 62.32 | 63.13 | 32.83 | 52.40 | 47.60 | 17.66 | 29.74 | 45.03 | 18.58 |
| Yield(%) | 0.00 | 0.00 | 0.22 | 0.09 | 0.12 | 0.10 | 0.07 | … | … | 0.00 | 0.45 | 0.70 | 0.00 | 0.00 | 0.00 | 0.40 | 0.27 | 0.26 | 0.26 | 0.22 | 0.12 |
Data as of 03/16/2021, Common starting date is 06/16/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QEP (QEP Resources Inc) |
-70.18%
Mar 2017 – Mar 2020 |
-56.14%
Mar 2015 – Mar 2020 |
-29.99%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QEP (QEP Resources Inc) |
4.65%
Sep 2011 – Sep 2014 |
-6.07%
Sep 2011 – Sep 2016 |
-21.38%
Feb 2011 – Feb 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart