Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CWEI (Clayton Williams Energy Inc) | NA | 686.99% | -3.02% | 11.63% | 16.52% | 16.70% | 13.36% | … | … |
Data as of 04/25/2017, Common starting date is 05/25/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CWEI (Clayton Williams Energy Inc) | 05/25/1993 | 04/25/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.17 | 686.99 | -3.02 | 11.63 | 16.52 | 16.70 | 13.36 | … | … | 10.60 | 303.31 | -53.65 | -22.15 | 104.87 | -47.29 | -9.63 | 139.71 | -22.91 | 45.83 | -14.18 | -13.01 | 82.27 | -20.84 | 138.30 | -7.33 | -51.48 | 128.57 | 18.13 | -33.33 | -13.67 | 434.62 | -40.91 | -56.00 | -26.47 |
| Sharpe Ratio | NA | 8.42 | -0.03 | 0.14 | 0.19 | NA | NA | … | … | 0.59 | 2.52 | -0.69 | -0.33 | 2.54 | -0.97 | -0.14 | 2.97 | -0.30 | 0.47 | -0.33 | -0.39 | 1.81 | -0.38 | 2.67 | -0.14 | -0.77 | 1.59 | 0.16 | -0.45 | -1.08 | 4.98 | -0.34 | -0.58 | -0.83 |
| Standard Deviation(%) | NA | 81.58 | 94.74 | 83.76 | 82.92 | NA | NA | … | … | 64.79 | 119.47 | 77.26 | 66.51 | 41.23 | 49.14 | 67.33 | 46.97 | 76.74 | 94.62 | 51.65 | 42.44 | 44.28 | 57.03 | 51.63 | 62.16 | 70.89 | 78.53 | 95.24 | 80.91 | 63.36 | 85.09 | 131.34 | 100.98 | 50.13 |
| Draw Down(%) | NA | 32.90 | 95.06 | 95.06 | 95.06 | NA | NA | … | … | 13.65 | 75.85 | 60.65 | 65.34 | 18.84 | 62.95 | 64.25 | 27.65 | 68.92 | 72.41 | 40.15 | 49.76 | 30.51 | 54.00 | 29.03 | 46.45 | 70.61 | 54.84 | 71.60 | 61.67 | 48.72 | 34.37 | 68.00 | 64.41 | 32.43 |
| 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 | 0.00 | 0.00 |
Data as of 04/25/2017, Common starting date is 05/25/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWEI (Clayton Williams Energy Inc) |
-41.13%
Mar 2013 – Mar 2016 |
-39.01%
Mar 2011 – Mar 2016 |
-14.13%
Mar 2006 – Mar 2016 |
-4.75%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWEI (Clayton Williams Energy Inc) |
72.61%
Sep 2002 – Sep 2005 |
72.04%
Sep 1995 – Sep 2000 |
32.69%
Nov 1995 – Nov 2005 |
26.35%
Nov 1995 – Nov 2010 |
Annualized Rolling Returns Comparison Chart