Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XCO (EXCO Resources Inc) | NA | -95.23% | -73.40% | -63.23% | -43.76% | NA | NA | … | … |
Data as of 12/26/2017, Common starting date is 02/09/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XCO (EXCO Resources Inc) | 02/09/2006 | 12/26/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 12.28 | -95.23 | -73.40 | -63.23 | -43.76 | NA | NA | … | … | -94.87 | -29.54 | -42.86 | -57.91 | -18.37 | -33.75 | -45.59 | -7.76 | 134.98 | -41.47 | -8.46 | 29.58 |
| Sharpe Ratio | NA | -0.24 | -0.28 | -0.31 | -0.28 | NA | NA | … | … | -0.23 | -0.20 | -0.32 | -0.88 | -0.45 | -0.65 | -0.95 | -0.16 | 1.69 | -0.37 | -0.36 | 0.73 |
| Standard Deviation(%) | NA | 407.95 | 261.97 | 205.72 | 154.46 | NA | NA | … | … | 411.23 | 147.10 | 133.54 | 66.02 | 40.50 | 52.02 | 48.12 | 50.17 | 79.95 | 114.25 | 31.97 | 42.10 |
| Draw Down(%) | NA | 97.75 | 99.15 | 99.75 | 99.94 | NA | NA | … | … | 97.75 | 69.06 | 79.76 | 66.27 | 44.32 | 44.47 | 54.34 | 39.14 | 37.88 | 88.71 | 29.57 | 26.61 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.98 | 0.54 | 0.44 | 0.33 | … | … | 0.00 | 0.00 | 0.00 | 2.87 | 3.01 | 1.55 | 0.82 | 0.63 | 0.51 | 0.00 | 0.00 | 0.00 |
Data as of 12/26/2017, Common starting date is 02/09/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XCO (EXCO Resources Inc) |
-76.87%
Nov 2014 – Nov 2017 |
-65.27%
Nov 2012 – Nov 2017 |
-44.22%
Nov 2007 – Nov 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XCO (EXCO Resources Inc) |
16.66%
Nov 2008 – Nov 2011 |
11.20%
May 2006 – May 2011 |
-18.28%
Apr 2006 – Apr 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart