Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XTO (XTO ENERGY INC) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 12/30/2010, Common starting date is 05/13/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XTO (XTO ENERGY INC) | 05/13/1993 | 12/30/2010 |
| 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 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 33.60 | -30.67 | 37.37 | 12.23 | 65.96 | 56.62 | 53.13 | 41.24 | -5.33 | 345.83 | 22.44 | -54.20 | 52.13 | 43.03 | 24.42 | 8.28 | -11.55 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.70 | -0.42 | 1.29 | 0.29 | 1.71 | 1.74 | 1.86 | 1.15 | -0.08 | 5.31 | 0.35 | -0.96 | 0.19 | 1.16 | 0.68 | 0.18 | -0.53 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 47.66 | 74.29 | 26.75 | 30.86 | 37.29 | 32.04 | 28.24 | 34.90 | 100.10 | 64.38 | 54.25 | 59.96 | 253.11 | 33.88 | 30.24 | 29.79 | 36.92 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 26.88 | 63.46 | 17.26 | 21.96 | 22.73 | 16.56 | 16.05 | 25.06 | 43.28 | 28.71 | 44.36 | 72.57 | 71.75 | 30.17 | 18.18 | 18.38 | 30.44 |
| Yield(%) | NA | 0.53 | 0.80 | 1.51 | 1.38 | 1.46 | 1.33 | … | … | 0.53 | 1.33 | 0.92 | 0.86 | 3.75 | 0.55 | 0.26 | 0.39 | 0.08 | 0.05 | 0.08 | 0.08 | 0.11 | 0.10 | 0.12 | 0.15 | 0.16 | 0.11 |
Data as of 12/30/2010, Common starting date is 05/13/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XTO (XTO ENERGY INC) |
-14.76%
Jan 1997 – Jan 2000 |
1.48%
Feb 1994 – Feb 1999 |
23.64%
Aug 1993 – Aug 2003 |
26.32%
Oct 1993 – Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XTO (XTO ENERGY INC) |
96.84%
Feb 1999 – Feb 2002 |
81.57%
Feb 2000 – Feb 2005 |
43.95%
Feb 1999 – Feb 2009 |
32.55%
Jun 1993 – Jun 2008 |
Annualized Rolling Returns Comparison Chart