Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRY (Berry Petroleum Corp) | NA | 43.23% | 4.15% | 42.37% | 17.80% | 15.59% | 13.51% | … | … |
Data as of 12/17/2013, Common starting date is 07/08/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRY (Berry Petroleum Corp) | 07/08/1987 | 12/17/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.83 | 43.23 | 4.15 | 42.37 | 17.80 | 15.59 | 13.51 | … | … | 41.82 | -19.50 | -3.18 | 51.35 | 294.11 | -82.74 | 44.57 | 9.28 | 20.51 | 137.53 | 20.38 | 9.95 | 18.96 | -10.46 | 8.30 | -17.42 | 22.75 | 44.48 | 8.81 | -1.80 | -17.42 | 12.86 | -25.31 | -0.62 | 15.78 | 0.00 | 54.29 |
| Sharpe Ratio | NA | 1.45 | 0.09 | 0.77 | 0.31 | NA | NA | … | … | 1.49 | -0.45 | -0.05 | 1.20 | 3.71 | -0.85 | 1.18 | 0.16 | 0.44 | 3.83 | 1.07 | 0.29 | 0.45 | -0.43 | 0.13 | -0.68 | 0.59 | 1.43 | 0.19 | -0.17 | -0.63 | 0.34 | -1.02 | -0.20 | 0.32 | -0.09 | 1.65 |
| Standard Deviation(%) | NA | 29.79 | 45.37 | 54.69 | 54.46 | NA | NA | … | … | 29.29 | 43.84 | 58.53 | 42.76 | 79.25 | 97.81 | 35.19 | 37.59 | 41.32 | 35.61 | 18.37 | 30.68 | 37.45 | 33.76 | 38.81 | 30.51 | 32.19 | 28.27 | 25.76 | 28.99 | 30.93 | 30.17 | 28.47 | 31.00 | 31.10 | 53.14 | 84.18 |
| Draw Down(%) | NA | 17.82 | 48.32 | 48.32 | 90.94 | NA | NA | … | … | 17.82 | 44.24 | 45.90 | 26.37 | 40.47 | 89.79 | 20.75 | 34.02 | 35.78 | 13.38 | 12.61 | 14.97 | 24.17 | 35.67 | 36.58 | 38.63 | 19.01 | 14.63 | 12.50 | 17.34 | 40.34 | 20.24 | 33.43 | 26.76 | 16.58 | 26.98 | 27.27 |
| Yield(%) | 0.16 | 0.96 | 0.74 | 3.64 | 1.47 | 2.11 | 2.60 | … | … | 0.92 | 0.74 | 0.70 | 0.97 | 3.73 | 0.66 | 1.03 | 0.45 | 0.66 | 1.27 | 1.38 | 1.30 | 1.45 | 1.33 | 1.42 | 1.15 | 1.43 | 1.97 | 2.13 | 2.02 | 2.24 | 2.67 | 2.00 | 1.81 | 0.00 | 0.00 | 0.00 |
Data as of 12/17/2013, Common starting date is 07/08/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRY (Berry Petroleum Corp) |
-42.39%
Jan 2006 – Jan 2009 |
-8.56%
Feb 2004 – Feb 2009 |
-0.92%
Feb 1989 – Feb 1999 |
1.57%
Mar 1988 – Mar 2003 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRY (Berry Petroleum Corp) |
103.53%
Feb 2009 – Feb 2012 |
46.80%
Jun 2003 – Jun 2008 |
26.01%
Jun 1998 – Jun 2008 |
18.67%
Feb 1996 – Feb 2011 |
Annualized Rolling Returns Comparison Chart