Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSESX (ENERGY SERVICE PORTFOLIO ENERGY SERVICE PORTFOLIO) | NA | 19.90% | -9.52% | -17.05% | -8.82% | -5.17% | 0.17% | … | … |
Data as of 01/05/2022, Common starting date is 01/29/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSESX (ENERGY SERVICE PORTFOLIO ENERGY SERVICE PORTFOLIO) | 01/29/1987 | 01/05/2022 |
| 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 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 19.90 | -9.52 | -17.05 | -8.82 | -5.17 | 0.17 | … | … | 0.00 | 29.37 | -35.97 | 0.31 | -44.12 | -12.50 | 36.58 | -26.42 | -24.24 | 27.48 | 2.57 | -12.56 | 27.92 | 61.96 | -63.19 | 55.23 | 8.65 | 54.14 | 34.93 | 7.59 | -0.68 | -21.01 | 50.34 | 72.55 | -49.70 | 51.82 | 49.02 | 40.88 | 0.44 | 20.96 | 3.43 | -23.48 | 1.92 | 59.44 | -0.40 | -20.11 |
| Sharpe Ratio | NA | 0.52 | -0.18 | -0.42 | -0.26 | NA | NA | … | … | 0.00 | 0.76 | -0.49 | -0.04 | -1.69 | -0.62 | 1.13 | -0.88 | -1.06 | 1.49 | 0.11 | -0.31 | 0.89 | 1.27 | -0.90 | 1.93 | 0.16 | 1.89 | 1.37 | 0.25 | -0.05 | -0.57 | 1.03 | 1.51 | -1.09 | 1.65 | 2.95 | 2.81 | -0.19 | 1.29 | 0.06 | -1.46 | -0.18 | 3.75 | -0.32 | -0.66 |
| Standard Deviation(%) | NA | 38.12 | 51.20 | 42.65 | 35.27 | NA | NA | … | … | NA | 38.67 | 73.82 | 30.79 | 27.09 | 21.46 | 32.24 | 30.18 | 22.80 | 18.38 | 23.23 | 40.56 | 31.41 | 48.72 | 70.74 | 27.19 | 33.25 | 27.50 | 24.84 | 27.58 | 40.19 | 41.75 | 44.66 | 45.87 | 49.00 | 29.08 | 15.23 | 13.12 | 13.78 | 14.46 | 16.36 | 18.70 | 20.24 | 14.25 | 16.23 | 38.93 |
| Draw Down(%) | NA | 30.03 | 76.09 | 85.80 | 90.59 | NA | NA | … | … | 0.00 | 30.03 | 70.55 | 36.25 | 53.34 | 31.13 | 18.41 | 33.70 | 41.54 | 10.86 | 26.61 | 41.01 | 29.30 | 26.39 | 74.20 | 12.73 | 27.24 | 15.11 | 12.89 | 20.46 | 36.80 | 54.38 | 29.07 | 24.29 | 58.57 | 27.00 | 8.94 | 14.88 | 12.02 | 19.59 | 12.85 | 34.59 | 25.18 | 8.34 | 25.84 | 52.89 |
| Yield(%) | 0.00 | 3.18 | 1.57 | 1.68 | 2.24 | 2.26 | 4.40 | … | … | 0.00 | 3.37 | 1.10 | 2.01 | 0.69 | 5.65 | 0.56 | 0.71 | 10.93 | 0.26 | 0.00 | 0.00 | 0.00 | 0.09 | 3.86 | 3.81 | 5.99 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.34 | 5.72 | 8.60 | 5.21 | 4.67 | 4.34 | 0.52 | 0.00 | 0.00 | 0.33 | 0.00 | 0.00 | 0.00 |
Data as of 01/05/2022, Common starting date is 01/29/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSESX (ENERGY SERVICE PORTFOLIO ENERGY SERVICE PORTFOLIO) |
-44.30%
Mar 2017 – Mar 2020 |
-29.31%
Mar 2015 – Mar 2020 |
-15.64%
Mar 2010 – Mar 2020 |
-9.36%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSESX (ENERGY SERVICE PORTFOLIO ENERGY SERVICE PORTFOLIO) |
48.38%
Sep 1994 – Sep 1997 |
33.75%
Jun 2003 – Jun 2008 |
23.47%
Aug 1998 – Aug 2008 |
19.76%
Dec 1992 – Dec 2007 |
Annualized Rolling Returns Comparison Chart