Performance

Energy Majors +63.30%

Watchlist

Select an item

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Energy Majors	+3.11%	+55.99%	+63.30%	+21.34%	-19.03%	1.89	2.50%

XOM	+2.79%	+52.37%	+62.60%	+27.61%	-20.11%	1.84	2.25%
CVX	+2.88%	+53.77%	+56.10%	+20.10%	-20.81%	1.80	3.02%
COP	+3.55%	+59.38%	+75.39%	+18.99%	-22.28%	1.86	2.23%
EOG	+3.21%	+56.82%	+57.54%	+16.93%	-13.65%	1.57	2.50%

Summary

Energy Majors at a glance

Energy Majors returned +63.30% over the past year and +21.34% a year over five years. Its worst drop in that year was -19.03%, smaller than 17% of portfolios on Redstone, and its Sharpe ratio of 1.89 beats 100% of portfolios on Redstone. It yields 2.50%.

Ranking

How Energy Majors ranks

1Y Return Rank

5Y Return Rank

100

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

+0.00%

Rolling Volatility

+1.28%

METRICS

Correlation Matrix

	COP	CVX	EOG	XOM
COP	1.00	0.83	0.87	0.82
CVX	0.83	1.00	0.79	0.85
EOG	0.87	0.79	1.00	0.78
XOM	0.82	0.85	0.78	1.00

Actions

Portfolio

Allocation

4 Assets

XOM

CVX

COP

EOG

Metrics

Risk Indicators

Alpha53.96%

Beta-0.70x

Sharpe1.89

Sortino2.84

Omega1.35

Calmar3.33

Martin6.76

Portfolios

Energy Majors: returns, risk and holdings

Energy Majors at a glance

How Energy Majors ranks

More portfolios