Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHG (CH Energy Group Inc) | NA | 3.53% | 22.68% | 18.69% | 8.56% | 7.95% | 11.75% | … | … |
Data as of 06/27/2013, Common starting date is 11/05/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHG (CH Energy Group Inc) | 11/05/1987 | 06/27/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 3.53 | 22.68 | 18.69 | 8.56 | 7.95 | 11.75 | … | … | 1.36 | 16.70 | 24.40 | 19.60 | -13.33 | 21.92 | -11.83 | 20.28 | -0.01 | 7.31 | 5.54 | 12.33 | 2.23 | 44.56 | -17.67 | 13.15 | 60.60 | 18.68 | 39.11 | 5.24 | 14.50 | 29.53 | 42.86 | 32.86 | 31.40 | 78.85 | -22.88 |
| Sharpe Ratio | NA | 1.10 | 1.32 | 0.71 | 0.32 | NA | NA | … | … | 0.97 | 1.23 | 1.03 | 0.94 | -0.46 | 0.48 | -0.56 | 1.10 | -0.13 | 0.43 | 0.33 | 0.49 | 0.00 | 1.40 | -1.31 | 0.57 | 0.33 | 1.21 | 2.70 | 0.14 | 0.90 | 2.05 | 2.89 | 1.61 | 2.13 | 4.22 | -2.56 |
| Standard Deviation(%) | NA | 3.17 | 17.46 | 25.98 | 23.33 | NA | NA | … | … | 2.84 | 13.68 | 23.75 | 20.85 | 29.06 | 43.44 | 26.77 | 15.50 | 16.47 | 14.89 | 14.54 | 23.09 | 20.94 | 28.92 | 15.94 | 17.21 | 16.00 | 12.45 | 13.06 | 16.45 | 13.69 | 13.13 | 13.49 | 17.03 | 12.08 | 17.48 | 33.59 |
| Draw Down(%) | NA | 1.35 | 10.43 | 26.32 | 31.63 | NA | NA | … | … | 1.35 | 3.96 | 10.43 | 11.67 | 26.32 | 23.76 | 19.16 | 7.24 | 12.37 | 11.36 | 17.28 | 20.68 | 13.77 | 19.10 | 26.26 | 10.98 | 8.48 | 8.35 | 5.00 | 18.92 | 17.29 | 6.71 | 6.75 | 13.31 | 5.66 | 5.59 | 24.93 |
| Yield(%) | 0.00 | 3.39 | 5.49 | 6.37 | 4.86 | 5.14 | 9.55 | … | … | 1.70 | 3.82 | 4.39 | 5.00 | 4.32 | 4.87 | 4.04 | 4.61 | 4.54 | 4.67 | 4.60 | 4.89 | 4.97 | 6.74 | 5.10 | 5.47 | 8.16 | 8.59 | 10.79 | 10.14 | 10.24 | 11.58 | 13.70 | 14.88 | 13.03 | 28.53 | 0.00 |
Data as of 06/27/2013, Common starting date is 11/05/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHG (CH Energy Group Inc) |
-5.67%
Jun 2005 – Jun 2008 |
-0.08%
Jun 2003 – Jun 2008 |
3.31%
Jun 1998 – Jun 2008 |
8.23%
May 1998 – May 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHG (CH Energy Group Inc) |
46.16%
Dec 1987 – Dec 1990 |
42.02%
Dec 1987 – Dec 1992 |
33.85%
Dec 1987 – Dec 1997 |
25.04%
Dec 1987 – Dec 2002 |
Annualized Rolling Returns Comparison Chart