Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMNI (Omni Energy Services Corp) | NA | 71.25% | -26.74% | 2.18% | 3.63% | NA | NA | … | … |
Data as of 10/27/2010, Common starting date is 12/08/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMNI (Omni Energy Services Corp) | 12/08/1997 | 10/27/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 71.25 | -26.74 | 2.18 | 3.63 | NA | NA | … | … | 117.46 | 5.88 | -75.61 | -50.15 | 166.03 | 89.69 | -69.92 | 748.68 | -73.32 | -44.95 | 52.04 | -73.38 | -63.83 | 1.12 |
| Sharpe Ratio | NA | 0.93 | -0.27 | 0.01 | 0.02 | NA | NA | … | … | 2.14 | 0.06 | -0.78 | -0.88 | 2.32 | 0.76 | -0.78 | 8.45 | -0.48 | -0.40 | 0.25 | -0.65 | -0.75 | 0.22 |
| Standard Deviation(%) | NA | 76.72 | 95.91 | 90.96 | 123.90 | NA | NA | … | … | 73.38 | 96.98 | 97.65 | 60.93 | 70.45 | 114.96 | 91.12 | 88.50 | 153.94 | 119.19 | 191.01 | 118.23 | 89.41 | 70.86 |
| Draw Down(%) | NA | 40.66 | 91.82 | 95.38 | 95.38 | NA | NA | … | … | 40.66 | 64.81 | 84.25 | 64.78 | 43.39 | 51.22 | 78.13 | 23.08 | 77.50 | 70.13 | 87.43 | 80.33 | 81.01 | 19.55 |
| 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 |
Data as of 10/27/2010, Common starting date is 12/08/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMNI (Omni Energy Services Corp) |
-58.87%
May 1998 – May 2001 |
-52.65%
Mar 1998 – Mar 2003 |
-24.86%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMNI (Omni Energy Services Corp) |
95.60%
Jul 2003 – Jul 2006 |
45.05%
Dec 2002 – Dec 2007 |
2.89%
Jul 2000 – Jul 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart