Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/27/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CRR (CARBO Ceramics Inc) | NA | -94.35% | -73.98% | -65.48% | -44.17% | -29.87% | -18.58% | -16.14% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CRR (CARBO Ceramics Inc) | 04/23/1996 | 12/27/2019 |
The return data shown below all have the same latest date: 12/27/2019.
AR inception is since 04/23/1996.
AR inception is since 04/23/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -35.73 | -94.35 | -73.98 | -65.48 | -44.17 | -29.87 | -18.58 | -16.14 | -94.46 | -65.82 | -2.68 | -39.19 | -56.15 | -65.17 | 50.83 | -35.64 | 19.85 | 53.40 | 95.07 | -3.06 | 0.76 | -33.22 | 23.74 | 35.54 | 53.66 | -13.05 | 5.63 | 72.87 | 26.75 | -44.75 | 54.24 | 1.67 |
| Sharpe Ratio | NA | -0.89 | -1.01 | -1.00 | -0.91 | NA | NA | -0.57 | -0.89 | -1.44 | -0.30 | -0.84 | -1.04 | -1.62 | 0.67 | -1.12 | 0.02 | 0.95 | 1.34 | -0.33 | -0.54 | -1.38 | 0.09 | 0.54 | 1.43 | -0.87 | -0.36 | 0.89 | 0.34 | -0.81 | 1.54 | -0.03 |
| Standard Deviation(%) | NA | 131.68 | 94.17 | 88.61 | 71.61 | NA | NA | 58.76 | 132.15 | 60.80 | 74.55 | 87.19 | 71.55 | 51.65 | 48.47 | 48.54 | 56.99 | 36.62 | 57.10 | 68.46 | 39.27 | 40.46 | 30.75 | 29.64 | 24.02 | 37.53 | 44.36 | 56.05 | 69.42 | 59.67 | 32.75 | 36.45 |
| Draw Down(%) | NA | 96.23 | 98.82 | 99.58 | 99.89 | NA | NA | 99.89 | 96.23 | 75.74 | 63.02 | 74.32 | 66.24 | 77.68 | 32.45 | 54.04 | 47.67 | 20.06 | 30.54 | 49.05 | 29.13 | 50.93 | 22.54 | 12.55 | 11.92 | 27.84 | 40.70 | 33.17 | 35.54 | 55.60 | 15.87 | 22.61 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.31 | 0.80 | 0.83 | 2.42 | 2.36 | 0.00 | 0.00 | 0.00 | 0.00 | 1.59 | 1.11 | 1.43 | 0.83 | 0.85 | 1.07 | 1.94 | 1.67 | 1.42 | 0.75 | 0.76 | 0.85 | 1.13 | 0.92 | 0.95 | 1.48 | 1.77 | 0.94 | 1.43 | 0.46 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRR (CARBO Ceramics Inc) |
-64.23%
Jun 2014 - Jun 2017 |
-61.00%
Jun 2014 - Jun 2019 |
-38.72%
Nov 2009 - Nov 2019 |
-26.91%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRR (CARBO Ceramics Inc) |
56.35%
Mar 2009 - Mar 2012 |
38.73%
Mar 2009 - Mar 2014 |
25.04%
Aug 2001 - Aug 2011 |
19.82%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart