Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HEK (Nuverra Environmental Solutions Inc) | NA | 6.25% | -11.41% | -12.92% | NA | NA | NA | … | … |
Data as of 05/17/2013, Common starting date is 11/21/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEK (Nuverra Environmental Solutions Inc) | 11/21/2007 | 05/17/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.06 | 6.25 | -11.41 | -12.92 | NA | NA | NA | … | … | -7.20 | -39.40 | 32.21 | 0.80 | -11.68 | -23.13 | 0.68 |
| Sharpe Ratio | NA | 0.10 | -0.23 | -0.26 | NA | NA | NA | … | … | -0.41 | -0.61 | 0.93 | 0.02 | -0.31 | -0.64 | 0.60 |
| Standard Deviation(%) | NA | 64.30 | 50.91 | 50.38 | NA | NA | NA | … | … | 44.34 | 64.92 | 34.61 | 37.96 | 38.54 | 37.43 | 7.99 |
| Draw Down(%) | NA | 33.20 | 62.45 | 75.00 | NA | NA | NA | … | … | 20.41 | 61.16 | 22.64 | 42.59 | 46.43 | 48.75 | 1.50 |
| 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 |
Data as of 05/17/2013, Common starting date is 11/21/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEK (Nuverra Environmental Solutions Inc) |
-17.12%
Aug 2008 – Aug 2011 |
-13.52%
Feb 2008 – Feb 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEK (Nuverra Environmental Solutions Inc) |
5.58%
Dec 2008 – Dec 2011 |
-10.45%
Mar 2008 – Mar 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart