Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESREF (ESG Re Limited) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 10/08/2008, Common starting date is 09/04/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESREF (ESG Re Limited) | 09/04/1995 | 10/08/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | -100.00 | -60.00 | -60.00 | 525.00 | -88.57 | -31.37 | -90.00 | 177.17 | -73.49 | -65.73 | -13.83 | 43.47 | 59.80 | 0.00 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -0.11 | -0.20 | 0.93 | -0.27 | -0.06 | -0.75 | 2.04 | -0.88 | -1.18 | -0.40 | -0.09 | 0.09 | NA |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 595.18 | 317.55 | 564.65 | 335.19 | 548.86 | 121.97 | 87.79 | 88.44 | 58.55 | 42.87 | 131.82 | 429.65 | 0.00 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 90.00 | 89.58 | 88.89 | 97.78 | 98.59 | 94.12 | 28.57 | 73.49 | 76.13 | 50.21 | 3.37 | 0.00 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/08/2008, Common starting date is 09/04/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESREF (ESG Re Limited) |
-85.06%
Sep 2001 – Sep 2004 |
-74.28%
Sep 1999 – Sep 2004 |
-54.45%
Sep 1998 – Sep 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESREF (ESG Re Limited) |
58.74%
Feb 2005 – Feb 2008 |
-26.18%
Jan 2001 – Jan 2006 |
-45.20%
Mar 1998 – Mar 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart