Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENG (ENGlobal Corporation) | NA | -45.45% | -13.00% | 0.37% | -5.69% | -6.50% | -1.98% | … | … |
Data as of 12/05/2024, Common starting date is 01/20/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENG (ENGlobal Corporation) | 01/20/1995 | 12/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 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 (%) | -19.40 | -45.45 | -13.00 | 0.37 | -5.69 | -6.50 | -1.98 | … | … | -36.09 | 116.67 | -40.91 | -58.75 | 226.53 | 71.93 | -34.48 | -63.60 | 146.39 | -48.95 | 35.71 | 174.51 | -75.83 | -43.28 | 18.85 | -3.69 | -71.39 | 76.67 | -23.45 | 170.97 | 57.36 | 65.55 | 65.28 | 44.00 | -42.86 | -89.23 | 44.44 | -13.46 | 642.86 | 40.00 |
| Sharpe Ratio | NA | -0.57 | -0.11 | -0.01 | -0.07 | NA | NA | … | … | -0.48 | 0.52 | -0.46 | -0.45 | 1.81 | 0.62 | -0.90 | -1.10 | 1.36 | -1.26 | 0.21 | 1.69 | -0.97 | -1.01 | 0.01 | -0.29 | -0.85 | 0.93 | -0.70 | 1.82 | 0.60 | 0.59 | 0.62 | 0.22 | -0.85 | -0.55 | 0.81 | -0.63 | 3.20 | -0.17 |
| Standard Deviation(%) | NA | 91.27 | 147.39 | 139.88 | 111.03 | NA | NA | … | … | 93.39 | 220.39 | 92.59 | 131.89 | 124.41 | 78.10 | 62.63 | 75.82 | 82.29 | 53.39 | 80.09 | 92.48 | 97.54 | 61.14 | 45.35 | 77.96 | 106.29 | 59.30 | 66.13 | 82.44 | 62.87 | 78.13 | 73.57 | 103.66 | 130.52 | 115.96 | 95.60 | 95.74 | 198.04 | 113.69 |
| Draw Down(%) | NA | 51.57 | 88.48 | 97.11 | 97.11 | NA | NA | … | … | 51.57 | 75.49 | 64.52 | 84.86 | 52.34 | 44.94 | 58.99 | 74.66 | 28.57 | 54.98 | 66.58 | 56.52 | 87.26 | 62.52 | 43.41 | 56.15 | 86.83 | 33.96 | 61.16 | 35.49 | 50.62 | 47.59 | 28.86 | 45.65 | 89.39 | 92.26 | 49.02 | 58.14 | 69.70 | 33.33 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2024, Common starting date is 01/20/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENG (ENGlobal Corporation) |
-60.15%
Nov 1997 – Nov 2000 |
-50.56%
Oct 2007 – Oct 2012 |
-24.51%
Aug 2008 – Aug 2018 |
-23.20%
Aug 2008 – Aug 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENG (ENGlobal Corporation) |
151.98%
Apr 1996 – Apr 1999 |
83.62%
Mar 2001 – Mar 2006 |
35.26%
Apr 1996 – Apr 2006 |
15.02%
Apr 1996 – Apr 2011 |
Annualized Rolling Returns Comparison Chart