Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CORR (Corenergy Infras) | NA | -98.06% | -83.68% | -74.80% | -46.86% | -32.86% | NA | -32.37% |
Data as of 02/27/2024, AR inception is 02/02/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CORR (Corenergy Infras) | 02/02/2007 | 02/27/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -93.33 | -98.06 | -83.68 | -74.80 | -46.86 | -32.86 | NA | -32.37 | -93.33 | -78.47 | -27.87 | -52.60 | -84.09 | 45.16 | -6.01 | 19.09 | 170.87 | -49.74 | -2.38 | 24.58 | -21.33 | 16.19 | 19.88 | 62.86 | -59.36 | -14.96 |
| Sharpe Ratio | NA | -0.32 | -0.45 | -0.46 | -0.40 | NA | NA | -0.35 | -0.13 | -1.26 | -0.40 | -0.94 | -0.56 | 2.36 | -0.34 | 0.81 | 3.52 | -1.19 | -0.09 | 1.12 | -0.74 | 0.59 | 0.54 | 0.94 | -1.09 | -0.73 |
| Standard Deviation(%) | NA | 320.46 | 192.18 | 164.30 | 118.70 | NA | NA | 94.56 | 800.81 | 66.09 | 74.27 | 55.81 | 151.66 | 18.50 | 21.37 | 22.92 | 48.43 | 41.99 | 25.60 | 22.00 | 29.14 | 27.18 | 36.58 | 67.09 | 55.20 | 26.45 |
| Draw Down(%) | NA | 98.86 | 99.74 | 99.95 | 99.95 | NA | NA | 99.95 | 95.56 | 81.11 | 61.22 | 68.28 | 92.12 | 11.80 | 13.07 | 12.99 | 31.90 | 59.04 | 27.82 | 14.05 | 36.83 | 23.06 | 32.61 | 46.35 | 67.23 | 40.23 |
| Yield(%) | 0.00 | 0.00 | 1.52 | 1.96 | 5.48 | 6.06 | 2.54 | 2.99 | 0.00 | 0.00 | 5.76 | 3.00 | 2.03 | 8.92 | 7.71 | 8.41 | 18.51 | 8.22 | 7.36 | 6.22 | 5.53 | 5.58 | 6.44 | 12.28 | 8.52 | 3.80 |
Data as of 02/27/2024, AR inception is 02/02/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CORR (Corenergy Infras) |
-66.11%
Sep 2019 - Sep 2022 |
-56.43%
Jan 2019 - Jan 2024 |
-30.77%
Dec 2013 - Dec 2023 |
-19.24%
Jan 2009 - Jan 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CORR (Corenergy Infras) |
53.65%
Feb 2016 - Feb 2019 |
19.12%
Jun 2009 - Jun 2014 |
15.21%
Jun 2009 - Jun 2019 |
-10.65%
Nov 2007 - Nov 2022 |
Annualized Rolling Returns Comparison Chart