Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENB.TO (Enbridge Inc) | NA | 17.60% | 7.18% | 3.69% | 9.15% | 11.35% | 12.69% | … | … |
Data as of 08/23/2021, Common starting date is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENB.TO (Enbridge Inc) | 01/12/1995 | 08/23/2021 |
| 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 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.55 | 17.60 | 7.18 | 3.69 | 9.15 | 11.35 | 12.69 | … | … | 22.64 | -15.21 | 21.74 | -13.73 | -12.99 | 22.83 | -23.00 | 28.72 | 7.88 | 12.94 | 35.38 | 15.71 | 22.93 | -1.12 | -0.65 | 10.81 | 21.74 | 11.17 | 26.03 | -1.82 | -0.69 | 52.53 | -18.72 | 7.80 | 63.70 | 25.31 | 10.39 |
| Sharpe Ratio | NA | 0.90 | 0.21 | 0.11 | 0.36 | NA | NA | … | … | 2.31 | -0.33 | -0.09 | -1.39 | -1.79 | -0.41 | -1.52 | 0.54 | -0.74 | -0.38 | 0.96 | -0.20 | 0.21 | -0.63 | -1.24 | -0.70 | 0.04 | -0.48 | 0.47 | -1.00 | -0.86 | -0.47 | 0.30 | 2.44 | 0.99 | 2.20 | -4.24 |
| Standard Deviation(%) | NA | 19.78 | 31.19 | 27.60 | 24.57 | NA | NA | … | … | 16.26 | 47.26 | 17.57 | 25.40 | 18.08 | 27.44 | 27.33 | 18.74 | 14.40 | 14.97 | 17.58 | 14.24 | 20.52 | 32.58 | 18.39 | 16.47 | 19.81 | 17.49 | 14.30 | 21.52 | 25.91 | 34.08 | 20.73 | 16.85 | 17.11 | 12.35 | 12.03 |
| Draw Down(%) | NA | 17.39 | 39.46 | 39.46 | 39.46 | NA | NA | … | … | 6.33 | 39.46 | 15.33 | 26.27 | 24.24 | 12.10 | 37.60 | 13.90 | 13.94 | 9.45 | 11.64 | 8.50 | 16.27 | 25.32 | 15.37 | 13.18 | 11.14 | 14.01 | 7.23 | 16.35 | 22.08 | 18.99 | 20.86 | 16.73 | 8.99 | 8.23 | 6.15 |
| Yield(%) | 0.00 | 3.79 | 5.45 | 4.72 | 6.54 | 9.12 | 13.56 | … | … | 2.04 | 6.28 | 6.89 | 5.34 | 4.22 | 4.62 | 3.84 | 3.03 | 2.93 | 3.00 | 3.52 | 5.31 | 3.66 | 3.28 | 3.49 | 3.13 | 3.49 | 3.39 | 6.69 | 3.61 | 3.31 | 4.42 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 01/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENB.TO (Enbridge Inc) |
-11.13%
Apr 2015 – Apr 2018 |
-2.91%
Oct 2015 – Oct 2020 |
7.31%
Oct 2010 – Oct 2020 |
9.24%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENB.TO (Enbridge Inc) |
36.11%
Apr 2009 – Apr 2012 |
27.81%
Apr 2009 – Apr 2014 |
20.33%
Apr 2003 – Apr 2013 |
19.94%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart