Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XAN | NA | 71.52% | -18.70% | -14.65% | -14.45% | -14.53% | NA | -14.68% |
Data as of 04/12/2021, AR inception is 02/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XAN | 02/07/2006 | 04/12/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.98 | 71.52 | -18.70 | -14.65 | -14.45 | -14.53 | NA | -14.68 | 29.82 | -66.22 | 17.86 | 6.94 | 12.48 | -34.72 | -36.71 | -15.01 | 5.89 | -0.18 | -23.98 | 50.00 | 28.46 | -58.86 | -45.07 | 21.07 |
| Sharpe Ratio | NA | 0.50 | -0.20 | -0.20 | -0.25 | NA | NA | -0.24 | 2.68 | -0.41 | -0.41 | -0.73 | -0.30 | -1.41 | -1.45 | -2.08 | -0.58 | -0.92 | -1.01 | 0.76 | 0.11 | -0.67 | -1.12 | -0.06 |
| Standard Deviation(%) | NA | 97.67 | 96.05 | 77.49 | 59.02 | NA | NA | 64.32 | 60.88 | 161.58 | 13.00 | 19.97 | 22.54 | 48.62 | 38.04 | 16.10 | 21.92 | 20.47 | 41.93 | 41.18 | 91.50 | 117.42 | 60.36 | 17.35 |
| Draw Down(%) | NA | 58.14 | 91.51 | 92.23 | 96.14 | NA | NA | 98.59 | 17.72 | 91.51 | 5.30 | 19.00 | 15.90 | 41.20 | 49.95 | 21.22 | 21.11 | 15.03 | 40.26 | 31.06 | 60.84 | 83.07 | 60.06 | 17.03 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/12/2021, AR inception is 02/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XAN (XAN) |
-43.20%
Oct 2017 - Oct 2020 |
-34.60%
May 2015 - May 2020 |
-22.90%
Oct 2010 - Oct 2020 |
-14.94%
Mar 2006 - Mar 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XAN (XAN) |
51.79%
Feb 2009 - Feb 2012 |
28.72%
Feb 2009 - Feb 2014 |
5.10%
Feb 2009 - Feb 2019 |
-14.94%
Mar 2006 - Mar 2021 |
Annualized Rolling Returns Comparison Chart