Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNQ.TO (Can Natural Res TSE) | NA | 59.42% | 1.34% | 3.86% | 4.77% | 4.43% | 13.19% | … | … |
Data as of 08/23/2021, Common starting date is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNQ.TO (Can Natural Res TSE) | 01/12/1995 | 08/23/2021 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.49 | 59.42 | 1.34 | 3.86 | 4.77 | 4.43 | 13.19 | … | … | 34.71 | -20.63 | 32.84 | -24.15 | 7.81 | 45.06 | -13.41 | 2.19 | 27.72 | -23.87 | -13.16 | 17.65 | 57.01 | -32.43 | 17.36 | 8.41 | 126.04 | 58.30 | 46.70 | 32.68 | -2.58 | 17.73 | 53.26 | -24.84 | -18.62 | 88.00 | 68.35 |
| Sharpe Ratio | NA | 1.61 | 0.01 | 0.07 | 0.11 | NA | NA | … | … | 1.83 | -0.25 | 1.02 | -0.83 | 0.28 | 1.17 | -0.36 | 0.08 | 1.20 | -0.78 | -0.36 | 0.69 | 1.16 | -0.41 | 0.47 | 0.14 | 3.27 | 1.81 | 2.36 | 1.14 | -0.15 | 0.35 | 1.32 | -0.62 | -0.75 | 3.52 | 2.30 |
| Standard Deviation(%) | NA | 41.11 | 54.18 | 45.17 | 39.54 | NA | NA | … | … | 32.50 | 81.54 | 30.83 | 30.69 | 25.98 | 38.26 | 37.01 | 26.99 | 23.03 | 30.77 | 37.11 | 25.29 | 49.17 | 80.71 | 30.62 | 36.75 | 37.91 | 31.67 | 19.46 | 27.71 | 33.20 | 38.73 | 37.78 | 45.62 | 29.24 | 23.75 | 29.33 |
| Draw Down(%) | NA | 21.68 | 74.75 | 76.19 | 76.19 | NA | NA | … | … | 16.09 | 73.90 | 27.82 | 37.17 | 19.26 | 25.38 | 38.46 | 34.49 | 13.74 | 36.29 | 41.49 | 17.44 | 34.74 | 67.66 | 18.85 | 36.19 | 25.74 | 15.20 | 8.84 | 24.64 | 28.08 | 31.53 | 24.24 | 40.89 | 32.69 | 11.34 | 18.72 |
| Yield(%) | 0.00 | 4.95 | 3.16 | 3.17 | 2.88 | 1.32 | 2.23 | … | … | 1.51 | 4.12 | 4.47 | 2.93 | 2.52 | 3.13 | 2.53 | 2.55 | 1.97 | 1.05 | 0.82 | 0.49 | 0.81 | 0.54 | 0.55 | 0.51 | 0.59 | 0.75 | 5.70 | 10.55 | 5.71 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 01/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNQ.TO (Can Natural Res TSE) |
-20.38%
Mar 2017 – Mar 2020 |
-9.81%
Mar 2015 – Mar 2020 |
-4.00%
Mar 2010 – Mar 2020 |
0.77%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNQ.TO (Can Natural Res TSE) |
85.04%
Jan 2003 – Jan 2006 |
52.03%
Oct 2002 – Oct 2007 |
37.55%
Aug 1998 – Aug 2008 |
23.96%
Feb 1995 – Feb 2010 |
Annualized Rolling Returns Comparison Chart