Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STO (Statoil ASA) | NA | 56.59% | 14.84% | 8.45% | 0.55% | 12.97% | NA | … | … |
Data as of 05/16/2018, Common starting date is 10/15/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STO (Statoil ASA) | 10/15/2001 | 05/16/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.70 | 56.59 | 14.84 | 8.45 | 0.55 | 12.97 | NA | … | … | 29.07 | 21.81 | 38.31 | -18.68 | -22.47 | 1.36 | 2.45 | 12.54 | 0.36 | 57.99 | -43.21 | 22.65 | 19.12 | 51.65 | 45.43 | 43.56 | 31.20 | 1.71 |
| Sharpe Ratio | NA | 2.74 | 0.44 | 0.28 | 0.01 | NA | NA | … | … | 3.99 | 1.09 | 1.07 | -0.50 | -0.80 | 0.07 | 0.11 | 0.33 | 0.01 | 1.23 | -0.64 | 0.58 | 0.47 | 1.71 | 1.65 | 1.84 | 0.97 | 0.20 |
| Standard Deviation(%) | NA | 20.30 | 30.25 | 29.17 | 36.97 | NA | NA | … | … | 24.33 | 19.59 | 35.39 | 37.41 | 27.96 | 18.25 | 22.49 | 37.99 | 30.91 | 47.24 | 68.52 | 34.10 | 34.04 | 28.87 | 26.90 | 23.26 | 30.92 | 35.19 |
| Draw Down(%) | NA | 10.89 | 44.81 | 62.56 | 68.34 | NA | NA | … | … | 10.44 | 13.99 | 18.48 | 35.40 | 49.26 | 21.54 | 19.75 | 28.81 | 25.78 | 18.94 | 68.34 | 22.36 | 32.60 | 20.16 | 12.21 | 14.74 | 25.33 | 11.83 |
| Yield(%) | 0.00 | 3.33 | 4.21 | 4.71 | 2.76 | 12.33 | 12.67 | … | … | 2.05 | 5.59 | 6.35 | 2.63 | 7.21 | 4.54 | 4.18 | 4.59 | 3.95 | 6.65 | 5.31 | 5.94 | 5.20 | 5.56 | 3.79 | 4.77 | 4.85 | 0.00 |
Data as of 05/16/2018, Common starting date is 10/15/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STO (Statoil ASA) |
-16.24%
Jan 2013 – Jan 2016 |
-6.92%
Jan 2011 – Jan 2016 |
-2.42%
Jan 2006 – Jan 2016 |
9.05%
Jun 2002 – Jun 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STO (Statoil ASA) |
68.17%
Apr 2003 – Apr 2006 |
42.58%
Oct 2002 – Oct 2007 |
20.27%
Nov 2001 – Nov 2011 |
13.37%
Apr 2003 – Apr 2018 |
Annualized Rolling Returns Comparison Chart