Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HKN (HKN, Inc.) | NA | -6.19% | -17.43% | -27.70% | -8.42% | -35.87% | -24.84% | … | … |
Data as of 10/26/2012, Common starting date is 01/15/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HKN (HKN, Inc.) | 01/15/1990 | 10/26/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.74 | -6.19 | -17.43 | -27.70 | -8.42 | -35.87 | -24.84 | … | … | -7.51 | -39.14 | -4.63 | 23.57 | -63.11 | -36.86 | -10.53 | 9.62 | -55.56 | 431.82 | -82.11 | -63.61 | -58.27 | -59.50 | -71.39 | 133.00 | 71.43 | -17.84 | 90.18 | -64.89 | -36.20 | 300.00 | -73.00 |
| Sharpe Ratio | NA | -0.12 | -0.27 | -0.37 | -0.12 | NA | NA | … | … | -0.19 | -0.58 | -0.07 | 0.28 | -0.86 | -0.98 | -0.28 | 0.13 | -0.78 | 3.60 | -0.71 | -0.72 | -0.46 | -0.67 | -1.01 | 1.21 | 0.92 | -0.26 | 0.93 | -0.63 | -0.36 | 2.67 | -0.93 |
| Standard Deviation(%) | NA | 51.58 | 63.93 | 74.77 | 80.82 | NA | NA | … | … | 46.88 | 68.10 | 64.50 | 83.09 | 73.93 | 40.98 | 49.54 | 59.19 | 72.18 | 119.68 | 117.58 | 92.53 | 134.79 | 92.94 | 73.92 | 64.03 | 72.87 | 82.62 | 93.94 | 105.31 | 105.30 | 110.11 | 85.20 |
| Draw Down(%) | NA | 35.62 | 67.66 | 89.31 | 95.69 | NA | NA | … | … | 29.59 | 55.95 | 51.05 | 56.11 | 81.76 | 39.25 | 47.37 | 36.21 | 69.23 | 42.86 | 85.94 | 87.66 | 82.64 | 77.00 | 76.46 | 32.71 | 29.93 | 40.00 | 35.74 | 74.61 | 66.73 | 46.75 | 77.23 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/26/2012, Common starting date is 01/15/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HKN (HKN, Inc.) |
-76.27%
Jul 1999 – Jul 2002 |
-69.21%
Feb 1998 – Feb 2003 |
-44.02%
Apr 1999 – Apr 2009 |
-36.00%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HKN (HKN, Inc.) |
83.59%
Jun 1994 – Jun 1997 |
38.76%
Apr 1993 – Apr 1998 |
-9.63%
Jul 2002 – Jul 2012 |
-18.61%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart