Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ERF (Enerplus Corporation) | NA | 46.97% | 44.48% | 25.14% | 1.86% | 3.36% | 5.18% | … | … |
Data as of 05/30/2024, Common starting date is 11/17/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ERF (Enerplus Corporation) | 11/17/2000 | 05/30/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.83 | 46.97 | 44.48 | 25.14 | 1.86 | 3.36 | 5.18 | … | … | 34.32 | -11.37 | 69.37 | 246.51 | -53.92 | -6.96 | -20.06 | 4.38 | 185.16 | -61.73 | -43.82 | 50.42 | -43.99 | -12.06 | 46.27 | 28.61 | -44.18 | 2.12 | -0.86 | 46.82 | 37.10 | 105.46 | 37.86 | 43.61 | 6.66 |
| Sharpe Ratio | NA | 1.55 | 1.00 | 0.38 | 0.01 | NA | NA | … | … | 3.68 | -0.47 | 1.22 | 4.31 | -0.54 | -0.19 | -0.51 | 0.09 | 2.65 | -0.91 | -1.03 | 1.89 | -1.19 | -0.38 | 1.85 | 0.59 | -0.75 | -0.04 | -0.12 | 1.62 | 1.32 | 5.34 | 2.05 | 1.53 | 8.05 |
| Standard Deviation(%) | NA | 27.80 | 46.30 | 61.99 | 58.65 | NA | NA | … | … | 27.36 | 33.69 | 55.87 | 57.20 | 99.83 | 44.30 | 42.01 | 40.98 | 69.71 | 67.61 | 42.73 | 26.66 | 37.09 | 31.46 | 24.95 | 48.59 | 60.33 | 22.98 | 33.88 | 27.59 | 27.41 | 19.63 | 17.93 | 27.42 | 9.25 |
| Draw Down(%) | NA | 23.67 | 35.09 | 84.17 | 93.88 | NA | NA | … | … | 11.53 | 27.02 | 35.09 | 34.45 | 82.13 | 41.17 | 47.64 | 31.97 | 38.81 | 75.20 | 66.89 | 14.47 | 54.05 | 27.45 | 16.09 | 42.31 | 60.35 | 20.87 | 32.21 | 15.56 | 21.55 | 9.28 | 14.94 | 24.71 | 0.83 |
| Yield(%) | 0.00 | 2.92 | 3.74 | 2.81 | 1.16 | 3.01 | 6.35 | … | … | 3.25 | 1.92 | 2.15 | 4.78 | 1.71 | 1.17 | 0.94 | 0.98 | 3.40 | 5.13 | 6.46 | 7.87 | 6.16 | 6.31 | 8.93 | 9.15 | 11.37 | 11.14 | 9.13 | 12.08 | 13.87 | 23.91 | 21.05 | 38.53 | 2.72 |
Data as of 05/30/2024, Common starting date is 11/17/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERF (Enerplus Corporation) |
-42.37%
Mar 2017 – Mar 2020 |
-33.68%
Feb 2011 – Feb 2016 |
-20.31%
Mar 2010 – Mar 2020 |
-13.88%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERF (Enerplus Corporation) |
119.45%
Mar 2020 – Mar 2023 |
54.12%
Jan 2001 – Jan 2006 |
24.80%
Feb 2001 – Feb 2011 |
6.99%
Dec 2001 – Dec 2016 |
Annualized Rolling Returns Comparison Chart