Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSNGX (NATURAL GAS PORTFOLIO NATURAL GAS PORTFOLIO) | NA | 42.95% | -5.08% | -10.66% | -5.14% | -3.40% | 1.79% | … | … |
Data as of 01/05/2022, Common starting date is 06/01/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSNGX (NATURAL GAS PORTFOLIO NATURAL GAS PORTFOLIO) | 06/01/1994 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 42.95 | -5.08 | -10.66 | -5.14 | -3.40 | 1.79 | … | … | 0.00 | 50.78 | -40.59 | 3.58 | -25.36 | -15.67 | 48.47 | -36.83 | -13.28 | 24.67 | 2.43 | -7.65 | 6.25 | 56.32 | -56.69 | 40.82 | 5.18 | 45.61 | 40.24 | 28.68 | -9.56 | -22.75 | 71.28 | 26.17 | -12.40 | -8.03 | 34.89 | 30.39 | -10.57 |
| Sharpe Ratio | NA | 1.54 | -0.12 | -0.33 | -0.18 | NA | NA | … | … | 0.00 | 1.79 | -0.69 | 0.09 | -1.15 | -0.86 | 1.34 | -1.16 | -0.63 | 1.59 | 0.14 | -0.24 | 0.23 | 1.16 | -0.75 | 1.66 | 0.06 | 1.51 | 1.85 | 1.34 | -0.46 | -1.06 | 2.75 | 1.17 | -0.78 | -0.68 | 2.48 | 2.93 | -2.16 |
| Standard Deviation(%) | NA | 27.89 | 40.51 | 34.21 | 30.28 | NA | NA | … | … | NA | 28.36 | 59.40 | 24.46 | 23.36 | 19.04 | 36.14 | 31.75 | 21.07 | 15.45 | 17.69 | 31.87 | 27.07 | 48.27 | 76.43 | 22.76 | 29.83 | 28.71 | 21.18 | 20.88 | 23.05 | 24.15 | 24.35 | 19.57 | 20.45 | 17.18 | 12.50 | 9.00 | 9.62 |
| Draw Down(%) | NA | 19.32 | 70.16 | 76.97 | 84.24 | NA | NA | … | … | 0.00 | 19.32 | 64.47 | 29.30 | 35.81 | 28.48 | 20.53 | 45.49 | 35.46 | 8.57 | 17.07 | 31.25 | 26.41 | 26.60 | 73.01 | 14.57 | 22.49 | 16.81 | 9.50 | 15.03 | 28.56 | 32.38 | 13.68 | 18.39 | 30.56 | 24.18 | 9.77 | 6.55 | 14.63 |
| Yield(%) | 0.00 | 3.25 | 1.37 | 1.22 | 1.22 | 1.97 | 5.01 | … | … | 0.00 | 3.42 | 1.32 | 1.06 | 0.48 | 3.15 | 0.89 | 1.21 | 1.13 | 2.08 | 1.01 | 0.85 | 0.77 | 0.00 | 4.25 | 11.57 | 8.16 | 14.24 | 2.14 | 0.00 | 0.54 | 0.67 | 2.41 | 0.77 | 0.76 | 2.26 | 3.18 | 0.57 | 0.21 |
Data as of 01/05/2022, Common starting date is 06/01/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSNGX (NATURAL GAS PORTFOLIO NATURAL GAS PORTFOLIO) |
-32.19%
Mar 2017 – Mar 2020 |
-22.32%
Mar 2015 – Mar 2020 |
-11.41%
Mar 2010 – Mar 2020 |
-7.64%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSNGX (NATURAL GAS PORTFOLIO NATURAL GAS PORTFOLIO) |
45.45%
Jan 2003 – Jan 2006 |
33.41%
Apr 2003 – Apr 2008 |
20.28%
Aug 1998 – Aug 2008 |
12.22%
Dec 1994 – Dec 2009 |
Annualized Rolling Returns Comparison Chart