Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NXY.TO (Nexen Inc TSE) | NA | 39.46% | -47.25% | -35.18% | -7.70% | -4.34% | NA | … | … |
Data as of 02/28/2013, Common starting date is 01/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NXY.TO (Nexen Inc TSE) | 01/13/1995 | 02/28/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.36 | 39.46 | -47.25 | -35.18 | -7.70 | -4.34 | NA | … | … | 6.47 | 65.48 | -28.19 | -89.05 | 18.65 | -32.76 | 0.36 | 16.04 | 128.23 | 4.00 | 37.14 | 10.20 | -16.00 | 29.82 | 79.87 | -50.69 | 47.08 | -1.22 | 45.11 |
| Sharpe Ratio | NA | 0.77 | -0.36 | -0.32 | -0.11 | NA | NA | … | … | 5.94 | 1.26 | -0.72 | -0.41 | 0.36 | -0.43 | -0.09 | 0.33 | 3.20 | 0.10 | 1.79 | 0.30 | -0.55 | 0.56 | 1.85 | -1.26 | -0.27 | -0.24 | 2.47 |
| Standard Deviation(%) | NA | 51.04 | 130.86 | 109.52 | 80.92 | NA | NA | … | … | 8.16 | 52.64 | 39.19 | 216.71 | 51.31 | 78.47 | 30.69 | 38.87 | 39.35 | 31.71 | 20.31 | 29.99 | 33.90 | 46.28 | 41.50 | 42.87 | 30.26 | 19.67 | 17.51 |
| Draw Down(%) | NA | 23.01 | 92.48 | 95.79 | 95.79 | NA | NA | … | … | 2.17 | 25.22 | 44.99 | 91.13 | 36.58 | 67.45 | 24.00 | 24.92 | 24.68 | 19.73 | 17.77 | 25.47 | 29.40 | 24.94 | 25.83 | 52.43 | 22.72 | 13.76 | 17.79 |
| Yield(%) | 0.00 | 0.98 | 0.84 | 0.63 | 0.46 | 0.38 | 0.29 | … | … | 0.00 | 1.19 | 0.88 | 0.78 | 0.87 | 0.53 | 0.20 | 0.18 | 0.26 | 0.21 | 0.13 | 0.00 | 0.00 | 0.00 | 0.46 | 0.24 | 0.34 | 0.12 | 0.18 |
Data as of 02/28/2013, Common starting date is 01/13/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NXY.TO (Nexen Inc TSE) |
-59.61%
Jun 2008 – Jun 2011 |
-42.48%
Dec 2006 – Dec 2011 |
-14.51%
May 2002 – May 2012 |
-8.51%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NXY.TO (Nexen Inc TSE) |
66.47%
Apr 2003 – Apr 2006 |
37.73%
Apr 2003 – Apr 2008 |
21.88%
Aug 1998 – Aug 2008 |
12.79%
Feb 1995 – Feb 2010 |
Annualized Rolling Returns Comparison Chart