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Crude Long Annual Adjust v2
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Crude Long Annual Adjust v2

Last updated Jul 22, 2024

Asset Allocation

Asset allocation is not available

S&P 500

Transactions

DateTypeSymbolQuantityPrice
Jan 2, 2015BuyCrude Oil WTI1217$47.77
Jan 4, 2011SellCrude Oil WTI641$90.77
Jan 2, 2009BuyCrude Oil WTI641$43.00
Jan 1, 2008SellCrude Oil WTI183.06$95.98
Jan 1, 2007BuyCrude Oil WTI13.7$72.99
Jan 1, 2006BuyCrude Oil WTI16.47$60.73
Jan 1, 2005BuyCrude Oil WTI18.15$55.11
Jan 1, 2004BuyCrude Oil WTI25.47$39.26
Jan 1, 2003BuyCrude Oil WTI34.61$28.89
Jan 1, 2002BuyCrude Oil WTI39.57$25.27

1–10 of 11

Performance

Performance Chart

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Returns By Period

As of Jul 22, 2024, the Crude Long Annual Adjust v2 returned 11.84% Year-To-Date and 4.65% of annualized return in the last 10 years.

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Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Crude Long Annual Adjust v2 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.

The Risk-Adjusted Performance Rank of Crude Long Annual Adjust v2 is 11
Crude Long Annual Adjust v2
The Sharpe Ratio Rank of Crude Long Annual Adjust v2 is 11Sharpe Ratio Rank
The Sortino Ratio Rank of Crude Long Annual Adjust v2 is 11Sortino Ratio Rank
The Omega Ratio Rank of Crude Long Annual Adjust v2 is 11Omega Ratio Rank
The Calmar Ratio Rank of Crude Long Annual Adjust v2 is 00Calmar Ratio Rank
The Martin Ratio Rank of Crude Long Annual Adjust v2 is 00Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Sharpe Ratio

The current Crude Long Annual Adjust v2 Sharpe ratio is -0.42. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.11, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Crude Long Annual Adjust v2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

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Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Crude Long Annual Adjust v2. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.

The current Crude Long Annual Adjust v2 drawdown is 100.00%.

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Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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