Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TLM.TO (Talisman Energy TSE) | NA | -12.45% | -2.37% | -8.90% | -1.43% | 5.10% | 6.89% | … | … |
Data as of 05/08/2015, Common starting date is 01/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLM.TO (Talisman Energy TSE) | 01/13/1995 | 05/08/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.41 | -12.45 | -2.37 | -8.90 | -1.43 | 5.10 | 6.89 | … | … | 7.79 | -23.46 | 12.35 | -11.20 | -40.30 | 13.83 | 63.80 | -32.91 | -6.30 | -2.85 | 90.86 | 32.23 | 29.36 | -6.03 | 8.72 | 50.81 | 36.92 | -38.40 | -4.06 | 65.04 | 29.23 |
| Sharpe Ratio | NA | -0.22 | -0.06 | -0.21 | -0.05 | NA | NA | … | … | 1.79 | -0.37 | 0.49 | -0.33 | -1.07 | 0.56 | 1.38 | -0.45 | -0.33 | -0.17 | 2.45 | 1.06 | 1.79 | -0.24 | 0.17 | 1.19 | 0.80 | -0.86 | -2.22 | 3.25 | 1.22 |
| Standard Deviation(%) | NA | 57.73 | 40.61 | 38.41 | 43.68 | NA | NA | … | … | 13.37 | 64.19 | 25.02 | 34.68 | 37.87 | 24.65 | 46.29 | 74.39 | 28.56 | 36.44 | 36.20 | 29.39 | 16.06 | 29.51 | 37.21 | 39.36 | 42.35 | 48.23 | 26.59 | 18.72 | 21.89 |
| Draw Down(%) | NA | 63.83 | 68.99 | 80.85 | 80.85 | NA | NA | … | … | 3.94 | 66.41 | 15.16 | 30.08 | 51.61 | 21.42 | 26.02 | 65.39 | 22.18 | 31.67 | 17.22 | 11.61 | 7.54 | 25.92 | 25.34 | 21.98 | 30.51 | 49.12 | 23.10 | 8.89 | 18.84 |
| Yield(%) | 0.00 | 3.14 | 2.85 | 1.71 | 0.59 | 0.33 | 0.45 | … | … | 1.50 | 2.40 | 2.41 | 2.00 | 1.22 | 1.26 | 1.75 | 1.05 | 0.93 | 0.23 | 0.35 | 0.07 | 0.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/08/2015, 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 |
|---|---|---|---|---|
| TLM.TO (Talisman Energy TSE) |
-24.98%
Nov 2011 – Nov 2014 |
-19.77%
Nov 2009 – Nov 2014 |
-5.56%
Nov 2004 – Nov 2014 |
2.77%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLM.TO (Talisman Energy TSE) |
53.59%
Jan 2003 – Jan 2006 |
31.93%
Jan 2001 – Jan 2006 |
22.32%
Aug 1998 – Aug 2008 |
14.53%
Dec 1995 – Dec 2010 |
Annualized Rolling Returns Comparison Chart