Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENRFF (Enerflex Ltd) | NA | -35.57% | -13.78% | -16.91% | -6.54% | NA | NA | … | … |
Data as of 10/13/2022, Common starting date is 06/14/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENRFF (Enerflex Ltd) | 06/14/2011 | 10/13/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.60 | -35.57 | -13.78 | -16.91 | -6.54 | NA | NA | … | … | -15.86 | 13.05 | -43.78 | -19.71 | -4.48 | -3.54 | 32.78 | -32.06 | 0.36 | 18.87 | -7.15 | -9.27 |
| Sharpe Ratio | NA | -0.57 | -0.23 | -0.33 | -0.16 | NA | NA | … | … | -0.33 | 0.29 | -0.60 | -0.50 | -0.18 | -0.13 | 0.71 | -0.88 | 0.01 | 1.05 | -0.30 | -0.34 |
| Standard Deviation(%) | NA | 63.23 | 61.48 | 52.81 | 44.41 | NA | NA | … | … | 62.04 | 48.98 | 73.18 | 42.53 | 32.53 | 33.42 | 45.91 | 36.58 | 30.73 | 17.98 | 23.80 | 47.31 |
| Draw Down(%) | NA | 55.87 | 68.35 | 78.99 | 81.90 | NA | NA | … | … | 48.75 | 36.19 | 68.12 | 47.50 | 19.14 | 23.79 | 27.61 | 43.69 | 29.94 | 8.29 | 24.04 | 40.91 |
| Yield(%) | 0.00 | 1.01 | 1.43 | 1.31 | 1.82 | 1.21 | 0.91 | … | … | 0.94 | 1.51 | 1.38 | 3.16 | 2.36 | 1.72 | 2.69 | 1.91 | 2.06 | 2.30 | 1.41 | 0.86 |
Data as of 10/13/2022, Common starting date is 06/14/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENRFF (Enerflex Ltd) |
-36.94%
Apr 2017 – Apr 2020 |
-21.13%
Apr 2015 – Apr 2020 |
-7.01%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENRFF (Enerflex Ltd) |
30.45%
Sep 2011 – Sep 2014 |
10.30%
Jun 2012 – Jun 2017 |
1.01%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart