Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLAYTON WILLIAMS ENERGY, INC.401(k) PLAN AND TRUST Tactical Asset Allocation Moderate | NA | 11.66% | 9.76% | 12.83% | 8.11% | 9.46% | 9.21% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLAYTON WILLIAMS ENERGY, INC.401(k) PLAN AND TRUST Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.41 | 11.66 | 9.76 | 12.83 | 8.11 | 9.46 | 9.21 | … | … | -0.06 | 23.23 | -6.92 | 14.84 | 20.44 | 20.95 | 16.16 | 5.90 | 1.07 | -3.98 | 3.42 | 9.22 | 11.27 | 4.87 | 15.13 | 23.21 | -4.76 | 8.13 | 18.91 | 2.88 | 13.62 | 16.93 | -2.72 | 0.64 |
| Sharpe Ratio | NA | 1.50 | 0.91 | 1.42 | 1.04 | NA | NA | … | … | -0.04 | 2.33 | -0.90 | 1.71 | 2.37 | 2.22 | 1.55 | 0.88 | 0.17 | -0.56 | 0.67 | 1.33 | 2.52 | 0.51 | 1.19 | 2.48 | -1.80 | 0.56 | 2.24 | 0.12 | 1.98 | 3.98 | -1.23 | -1.02 |
| Standard Deviation(%) | NA | 8.05 | 8.62 | 8.76 | 7.82 | NA | NA | … | … | 7.89 | 8.15 | 9.26 | 8.67 | 8.52 | 8.82 | 9.57 | 5.98 | 5.15 | 7.19 | 5.07 | 6.93 | 4.45 | 9.50 | 12.64 | 9.32 | 3.16 | 9.10 | 6.98 | 5.94 | 6.41 | 4.08 | 3.10 | 1.63 |
| Draw Down(%) | NA | 4.57 | 12.95 | 12.95 | 12.95 | NA | NA | … | … | 1.60 | 4.57 | 12.95 | 4.66 | 3.61 | 1.30 | 5.55 | 3.84 | 3.84 | 9.59 | 5.15 | 6.20 | 3.14 | 9.44 | 8.32 | 4.83 | 6.63 | 7.90 | 4.86 | 5.19 | 6.36 | 2.75 | 5.91 | 1.87 |
| Yield(%) | NA | 14.82 | 10.40 | 13.00 | 9.89 | NA | NA | … | … | 0.86 | 15.33 | 9.46 | 5.75 | 11.85 | 22.07 | 18.03 | 3.59 | 2.94 | 4.61 | 4.70 | 4.49 | 4.28 | 1.60 | 2.57 | 3.15 | 1.34 | 9.83 | 7.98 | 6.35 | 4.89 | 4.12 | 0.74 | 2.32 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLAYTON WILLIAMS ENERGY, INC.401(k) PLAN AND TRUST Tactical Asset Allocation Moderate |
-0.62%
Feb 2015 – Feb 2018 |
2.12%
Apr 2013 – Apr 2018 |
5.66%
Oct 2007 – Oct 2017 |
7.22%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLAYTON WILLIAMS ENERGY, INC.401(k) PLAN AND TRUST Tactical Asset Allocation Moderate |
22.15%
May 2018 – May 2021 |
15.53%
Dec 2016 – Dec 2021 |
10.89%
Jan 2003 – Jan 2013 |
10.18%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison Chart