Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USEI (Us Energy Initiative) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/17/2021, Common starting date is 11/15/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USEI (Us Energy Initiative) | 11/15/1996 | 05/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 50.00 | -33.33 | -85.71 | 425.00 | 0.00 | -66.67 | 33.33 | -68.23 | 758.48 | -50.75 | 34.00 | 19.05 | -96.85 | -77.78 | -64.00 | -71.43 | 677.77 | -40.00 | -58.33 | -30.77 | -40.57 | 40.00 | -64.29 | -63.16 | -17.39 |
| Sharpe Ratio | NA | 6.21 | 0.16 | 0.18 | 0.04 | NA | NA | … | … | 380.69 | 0.09 | -0.07 | -0.40 | 1.50 | 0.00 | -0.28 | 0.12 | -0.25 | 2.09 | -0.09 | 0.05 | 0.03 | -0.16 | -0.52 | -0.52 | -0.37 | 1.86 | -0.09 | -0.10 | -0.10 | -0.07 | 0.09 | -0.17 | -0.45 | -1.15 |
| Standard Deviation(%) | NA | 482.80 | 454.98 | 403.32 | 368.34 | NA | NA | … | … | 343.58 | 534.92 | 509.87 | 218.67 | 284.66 | 381.50 | 237.71 | 285.02 | 273.07 | 369.63 | 578.18 | 660.86 | 608.87 | 594.15 | 157.00 | 130.41 | 198.84 | 364.39 | 448.87 | 572.49 | 319.82 | 607.79 | 421.05 | 397.95 | 148.21 | 72.48 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 80.00 | 75.00 | 85.71 | 76.92 | 66.67 | 90.00 | 94.41 | 94.36 | 93.48 | 83.50 | 88.67 | 79.00 | 97.20 | 91.07 | 82.25 | 80.00 | 66.67 | 88.00 | 93.62 | 83.64 | 96.80 | 81.82 | 92.59 | 69.23 | 26.53 |
| 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 | 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 05/17/2021, Common starting date is 11/15/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USEI (Us Energy Initiative) |
-88.71%
Oct 2005 – Oct 2008 |
-77.45%
Jun 2005 – Jun 2010 |
-59.97%
May 2000 – May 2010 |
-45.25%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USEI (Us Energy Initiative) |
243.14%
Mar 2011 – Mar 2014 |
74.25%
Mar 2009 – Mar 2014 |
27.51%
Mar 2011 – Mar 2021 |
-21.68%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart