Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FTO (FRONTIER OIL CORP) | NA | 1.02% | 170.69% | 42.85% | 57.42% | 41.37% | 32.67% | … | … |
Data as of 09/24/2012, Common starting date is 01/05/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTO (FRONTIER OIL CORP) | 01/05/1988 | 09/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.02 | 170.69 | 42.85 | 57.42 | 41.37 | 32.67 | … | … | 1.02 | 81.93 | 49.58 | -2.90 | -68.48 | 41.82 | 53.71 | 182.14 | 55.21 | 0.31 | 3.82 | 144.88 | 1.90 | 43.51 | -38.42 | 148.38 | -3.78 | -30.98 | 22.23 | 7.12 | -19.64 | -33.37 | -37.45 | 69.20 | 23.70 |
| Sharpe Ratio | NA | 5.86 | 3.02 | 0.67 | 1.07 | NA | NA | … | … | 1.15 | 3.19 | 1.29 | -0.05 | -0.73 | 0.98 | 1.10 | 3.63 | 1.87 | -0.01 | 0.06 | 2.64 | -0.04 | 0.66 | -0.69 | 1.68 | -0.13 | -0.73 | 0.47 | 0.10 | -0.41 | -0.74 | -0.99 | 1.91 | 0.45 |
| Standard Deviation(%) | NA | 119.50 | 56.54 | 63.76 | 52.43 | NA | NA | … | … | 1.16 | 48.12 | 38.34 | 59.22 | 94.61 | 39.73 | 46.15 | 49.55 | 29.00 | 27.80 | 46.23 | 55.32 | 61.24 | 60.74 | 60.62 | 54.94 | 55.52 | 47.57 | 41.19 | 49.51 | 53.74 | 49.88 | 43.22 | 33.31 | 42.54 |
| Draw Down(%) | NA | 0.00 | 30.90 | 84.07 | 84.09 | NA | NA | … | … | 0.00 | 20.61 | 26.30 | 38.08 | 81.04 | 30.79 | 32.46 | 29.87 | 16.29 | 21.85 | 52.30 | 29.24 | 43.30 | 39.41 | 56.77 | 17.98 | 30.60 | 41.51 | 24.90 | 37.71 | 37.64 | 35.94 | 42.88 | 12.44 | 19.94 |
| Yield(%) | 0.00 | 1.02 | 7.67 | 1.57 | 3.37 | 4.21 | 5.03 | … | … | 1.02 | 2.18 | 0.00 | 1.81 | 0.58 | 0.65 | 0.28 | 0.29 | 0.32 | 0.29 | 0.30 | 0.57 | 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 09/24/2012, Common starting date is 01/05/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTO (FRONTIER OIL CORP) |
-33.42%
Aug 2007 – Aug 2010 |
-19.13%
Nov 1990 – Nov 1995 |
-5.25%
Nov 1989 – Nov 1999 |
5.87%
Sep 1988 – Sep 2003 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTO (FRONTIER OIL CORP) |
182.28%
Jan 2009 – Jan 2012 |
73.29%
Mar 2001 – Mar 2006 |
52.64%
Jan 2002 – Jan 2012 |
48.89%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison Chart