Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GNE-PA (Genie Energy Ltd) | NA | 21.99% | 15.42% | 15.65% | 11.70% | NA | NA | 12.57% |
Data as of 06/15/2023, AR inception is 10/25/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GNE-PA (Genie Energy Ltd) | 10/25/2012 | 06/15/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.26 | 21.99 | 15.42 | 15.65 | 11.70 | NA | NA | 12.57 | 8.95 | 20.30 | 10.51 | -2.08 | 19.76 | 2.04 | -1.61 | -1.19 | 18.90 | -22.09 | 15.60 | -7.72 |
| Sharpe Ratio | NA | 0.59 | 0.67 | 0.67 | 0.49 | NA | NA | 0.48 | 0.39 | 0.99 | 0.83 | -0.09 | 1.30 | 0.04 | -0.09 | -0.07 | 0.80 | -0.87 | 0.55 | -1.40 |
| Standard Deviation(%) | NA | 31.82 | 21.14 | 21.73 | 22.28 | NA | NA | 23.19 | 41.61 | 19.14 | 12.66 | 26.87 | 14.10 | 17.48 | 25.66 | 21.17 | 23.71 | 25.35 | 28.39 | 26.92 |
| Draw Down(%) | NA | 12.37 | 12.37 | 28.87 | 28.87 | NA | NA | 28.87 | 12.37 | 10.23 | 8.23 | 29.21 | 5.74 | 12.41 | 13.69 | 8.50 | 13.62 | 29.17 | 11.76 | 12.57 |
| Yield(%) | 0.00 | 13.10 | 9.21 | 9.80 | 8.82 | 6.37 | 4.78 | 9.55 | 8.75 | 7.94 | 5.40 | 7.25 | 8.37 | 8.70 | 8.21 | 8.42 | 12.60 | 7.85 | 8.47 | 0.00 |
Data as of 06/15/2023, AR inception is 10/25/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNE-PA (Genie Energy Ltd) |
4.49%
Nov 2013 - Nov 2016 |
6.89%
Apr 2013 - Apr 2018 |
11.06%
Apr 2013 - Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNE-PA (Genie Energy Ltd) |
24.40%
Mar 2020 - Mar 2023 |
17.57%
Feb 2018 - Feb 2023 |
13.44%
Feb 2013 - Feb 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart