Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSO (Tesoro Corporation) | NA | -96.31% | -63.07% | -40.68% | -23.32% | 6.92% | -4.76% | -1.94% |
Data as of 10/02/2017, AR inception is 04/06/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSO (Tesoro Corporation) | 04/06/1983 | 10/02/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -96.31 | -63.07 | -40.68 | -23.32 | 6.92 | -4.76 | -1.94 | -96.67 | -14.75 | 44.46 | 29.38 | 35.04 | 89.83 | 26.00 | 36.83 | 5.31 | -71.74 | 46.04 | 7.51 | 93.93 | 118.67 | 222.35 | -65.52 | 12.77 | 0.54 | -4.64 | -21.77 | 10.71 | 62.32 | -6.76 | 68.18 | 83.33 | -33.33 | -32.08 | -28.38 | -22.11 | 7.95 | 2.33 | 16.75 | -1.36 | -26.67 | -3.18 |
| Sharpe Ratio | NA | -0.32 | -0.42 | -0.38 | -0.35 | NA | NA | -0.18 | -0.28 | -1.23 | 0.74 | 0.39 | 0.44 | 1.93 | 0.13 | 0.48 | -0.22 | -0.94 | 0.55 | -0.45 | 1.54 | 2.02 | 4.16 | -0.73 | -0.18 | -0.43 | -0.16 | -0.51 | 0.25 | 1.78 | -0.27 | 1.40 | 1.45 | -0.58 | -0.81 | -0.94 | -0.78 | 0.10 | -0.03 | 0.26 | -0.16 | -0.90 | -0.44 |
| Standard Deviation(%) | NA | 364.90 | 208.89 | 162.62 | 122.79 | NA | NA | 77.94 | 425.53 | 39.73 | 35.00 | 28.16 | 37.23 | 37.41 | 56.28 | 38.10 | 60.22 | 96.66 | 43.85 | 33.30 | 47.38 | 48.98 | 48.78 | 117.37 | 47.36 | 52.51 | 49.09 | 48.94 | 29.13 | 32.67 | 38.96 | 46.66 | 55.75 | 61.67 | 43.82 | 35.50 | 35.83 | 33.54 | 53.81 | 47.67 | 40.03 | 36.91 | 23.52 |
| Draw Down(%) | NA | 97.68 | 97.98 | 97.98 | 97.98 | NA | NA | 97.98 | 97.68 | 35.91 | 18.96 | 18.63 | 35.44 | 27.95 | 35.49 | 29.97 | 42.31 | 85.58 | 30.07 | 27.62 | 24.23 | 27.31 | 21.17 | 91.21 | 37.59 | 29.41 | 47.51 | 53.27 | 27.83 | 11.38 | 37.89 | 28.13 | 31.15 | 60.38 | 53.33 | 35.44 | 38.05 | 28.28 | 44.80 | 42.40 | 35.75 | 51.77 | 18.75 |
| Yield(%) | 0.00 | 2.82 | 3.26 | 3.62 | 1.85 | 25.97 | 2.69 | 2.21 | 1.90 | 1.96 | 2.45 | 1.90 | 1.98 | 1.12 | 0.00 | 0.00 | 2.54 | 0.84 | 0.60 | 0.62 | 0.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.04 | 4.05 | 2.86 | 2.03 |
Data as of 10/02/2017, AR inception is 04/06/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSO (Tesoro Corporation) |
-63.85%
Aug 2014 - Aug 2017 |
-40.35%
Sep 2012 - Sep 2017 |
-23.62%
Aug 2007 - Aug 2017 |
-10.54%
Sep 1987 - Sep 2002 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSO (Tesoro Corporation) |
188.70%
Sep 2002 - Sep 2005 |
106.65%
Oct 2002 - Oct 2007 |
41.41%
Sep 2002 - Sep 2012 |
30.71%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart