crude test
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Crude Oil WTI | 100% |
Transactions
Date | Type | Symbol | Quantity | Price |
---|---|---|---|---|
Jan 15, 2015 | Buy | Crude Oil WTI | 1200 | $47.00 |
Jan 6, 2011 | Sell | Crude Oil WTI | 640 | $90.00 |
Jan 6, 2009 | Buy | Crude Oil WTI | 641 | $47.80 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in crude test, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns By Period
As of Sep 20, 2024, the crude test returned 0.21% Year-To-Date and -1.85% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
crude test | 0.21% | -0.18% | -10.95% | -19.89% | 3.63% | -1.85% |
Portfolio components: | ||||||
Crude Oil WTI | 0.21% | -0.18% | -10.95% | -19.89% | 3.63% | -2.12% |
Monthly Returns
The table below presents the monthly returns of crude test, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 5.86% | 3.18% | 6.27% | -1.49% | -6.03% | 5.91% | -4.45% | -5.60% | 0.21% | ||||
2023 | -1.73% | -2.31% | -1.79% | 1.47% | -11.32% | 3.75% | 15.80% | 2.24% | 8.56% | -10.76% | -6.25% | -5.67% | -10.73% |
2022 | 17.21% | 8.59% | 4.76% | 4.40% | 9.53% | -7.77% | -11.22% | -4.62% | -11.23% | 8.86% | -6.91% | -0.36% | 6.71% |
2021 | 7.58% | 17.82% | -3.80% | 7.47% | 6.51% | 8.49% | 0.65% | -7.37% | 9.53% | 12.02% | -21.26% | 13.64% | 55.01% |
2020 | -15.56% | -13.19% | -54.24% | -8.01% | 88.11% | 10.81% | 2.55% | 5.81% | -5.61% | -11.01% | 26.68% | 7.01% | -20.54% |
2019 | 18.45% | 6.38% | 7.64% | 3.77% | -16.29% | 10.45% | -0.86% | -5.94% | -1.87% | 0.20% | 1.83% | 10.68% | 34.46% |
2018 | 7.13% | -4.77% | 5.35% | 5.59% | -2.23% | 10.61% | -7.27% | 1.51% | 7.88% | -13.27% | -22.02% | -10.84% | -24.84% |
2017 | -1.69% | 2.27% | -6.31% | -3.48% | -1.06% | -4.72% | 8.97% | -5.86% | 9.40% | 5.24% | 5.55% | 5.26% | 12.47% |
2016 | -9.23% | 0.39% | 13.60% | 19.77% | 6.93% | -1.57% | -17.11% | 11.58% | 7.92% | -2.86% | 5.51% | 8.66% | 45.03% |
2015 | -6.59% | 3.15% | -4.34% | 25.27% | 0.96% | -1.21% | -20.77% | 4.41% | -8.35% | 3.33% | -10.60% | -11.07% | -28.28% |
2014 | -0.94% | 5.23% | -0.98% | -1.81% | 2.98% | 2.59% | -6.83% | -2.25% | -5.00% | -11.65% | -17.87% | -19.47% | -45.87% |
2013 | 6.18% | -5.58% | 5.45% | -3.72% | -1.59% | 6.55% | 7.18% | 2.49% | -4.94% | -5.81% | -3.80% | 6.15% | 7.19% |
Expense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of crude test is 1, indicating that it is in the bottom 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Crude Oil WTI | -0.17 | -0.06 | 0.99 | -0.10 | -0.53 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the crude test. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the crude test was 96.39%, occurring on Apr 20, 2020. The portfolio has not yet recovered.
The current crude test drawdown is 74.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-96.39% | Jan 4, 2011 | 2659 | Apr 20, 2020 | — | — | — |
-30.05% | Jan 7, 2009 | 26 | Feb 12, 2009 | 24 | Mar 17, 2009 | 50 |
-21.68% | Apr 7, 2010 | 38 | May 20, 2010 | 142 | Nov 5, 2010 | 180 |
-18.11% | Jun 12, 2009 | 27 | Jul 14, 2009 | 33 | Aug 21, 2009 | 60 |
-15.57% | Mar 27, 2009 | 19 | Apr 19, 2009 | 12 | May 3, 2009 | 31 |
Volatility
Volatility Chart
The current crude test volatility is 10.57%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.