Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BEXP (Brigham Exploration Co) | NA | 38.50% | 128.69% | 33.88% | 31.55% | NA | NA | … | … |
Data as of 12/08/2011, Common starting date is 05/12/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BEXP (Brigham Exploration Co) | 05/12/1997 | 12/08/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 38.50 | 128.69 | 33.88 | 31.55 | NA | NA | … | … | 33.92 | 101.03 | 323.44 | -57.45 | 2.87 | -38.36 | 31.78 | 12.08 | 63.21 | 64.00 | -32.43 | 190.20 | -72.18 | -62.38 | 74.46 |
| Sharpe Ratio | NA | 0.72 | 1.62 | 0.41 | 0.45 | NA | NA | … | … | 0.66 | 1.89 | 2.95 | -0.50 | -0.01 | -0.90 | 0.68 | 0.28 | 1.34 | 0.99 | -0.45 | 1.63 | -0.49 | -0.68 | 2.09 |
| Standard Deviation(%) | NA | 53.72 | 79.58 | 81.44 | 67.37 | NA | NA | … | … | 55.13 | 53.55 | 109.75 | 115.68 | 42.58 | 46.38 | 43.52 | 39.33 | 46.62 | 63.38 | 78.28 | 113.76 | 154.12 | 96.71 | 64.15 |
| Draw Down(%) | NA | 39.26 | 73.58 | 93.73 | 93.73 | NA | NA | … | … | 39.26 | 32.31 | 72.48 | 86.23 | 41.04 | 54.59 | 23.54 | 22.49 | 21.57 | 39.31 | 60.54 | 34.21 | 82.61 | 68.27 | 26.09 |
| 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 |
Data as of 12/08/2011, Common starting date is 05/12/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BEXP (Brigham Exploration Co) |
-46.26%
Feb 2006 – Feb 2009 |
-29.96%
Feb 2004 – Feb 2009 |
-8.71%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BEXP (Brigham Exploration Co) |
129.09%
Nov 2008 – Nov 2011 |
54.56%
Nov 1999 – Nov 2004 |
30.99%
Nov 2001 – Nov 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart