Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NEGI (National Energy Group, Inc.) | NA | -12.76% | 12.70% | 11.15% | 42.12% | -6.99% | NA | … | … |
Data as of 12/09/2011, Common starting date is 08/21/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEGI (National Energy Group, Inc.) | 08/21/1995 | 12/09/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.76 | 12.70 | 11.15 | 42.12 | -6.99 | NA | … | … | -14.42 | 35.51 | 21.54 | -22.43 | 41.50 | 41.72 | 96.08 | -12.84 | 721.80 | 39.90 | -85.43 | 616.70 | -87.06 | -94.74 | 18.02 | -1.71 | -5.15 |
| Sharpe Ratio | NA | -0.72 | 0.50 | 0.30 | 0.40 | NA | NA | … | … | -0.92 | 1.17 | 0.79 | -0.73 | 0.76 | 0.83 | 1.22 | -0.14 | 3.87 | 0.21 | -0.72 | 2.81 | -0.29 | -0.43 | -0.58 | -0.07 | -0.18 |
| Standard Deviation(%) | NA | 17.82 | 25.32 | 33.05 | 101.35 | NA | NA | … | … | 16.49 | 30.19 | 27.21 | 32.05 | 50.88 | 46.26 | 77.22 | 95.55 | 186.20 | 183.57 | 123.29 | 217.88 | 312.21 | 230.49 | 63.48 | 74.42 | 98.41 |
| Draw Down(%) | NA | 15.71 | 16.71 | 46.14 | 71.18 | NA | NA | … | … | 15.71 | 8.59 | 9.76 | 26.73 | 30.53 | 20.78 | 47.17 | 71.18 | 44.62 | 69.89 | 89.45 | 76.80 | 94.61 | 99.28 | 44.15 | 28.57 | 28.00 |
| Yield(%) | 0.00 | 88.11 | 49.79 | 28.39 | 278.97 | 14.62 | 10.96 | … | … | 91.67 | 29.49 | 0.00 | 0.00 | 54.71 | 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 12/09/2011, Common starting date is 08/21/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEGI (National Energy Group, Inc.) |
-80.15%
Nov 1996 – Nov 1999 |
-65.89%
Aug 1997 – Aug 2002 |
-16.64%
Dec 1995 – Dec 2005 |
-7.87%
Oct 1996 – Oct 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEGI (National Energy Group, Inc.) |
197.39%
Jan 2003 – Jan 2006 |
127.07%
Aug 2002 – Aug 2007 |
44.17%
Dec 1999 – Dec 2009 |
-4.82%
Feb 1996 – Feb 2011 |
Annualized Rolling Returns Comparison Chart