Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
HYEG (Hydrogen Engine Center Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | -100.00% |
Data as of 09/28/2021, AR inception is 11/10/2005
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
HYEG (Hydrogen Engine Center Inc) | 11/10/2005 | 09/28/2021 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | -100.00 | -100.00 | 1,100.00 | -60.00 | -64.29 | -48.15 | 28.57 | 10.53 | 137.50 | 33.33 | -64.71 | 183.33 | 20.00 | -58.33 | -81.82 | -79.69 | -38.10 | -35.58 |
Sharpe Ratio | NA | -0.12 | 0.03 | -0.08 | -0.03 | NA | NA | -0.09 | -0.37 | 3.50 | -0.15 | -0.23 | -0.38 | -0.05 | -0.04 | 0.54 | 0.04 | -0.16 | 0.83 | 0.01 | -0.21 | -0.37 | -0.83 | -0.45 | -1.45 |
Standard Deviation(%) | NA | 250.09 | 408.28 | 344.76 | 342.49 | NA | NA | 306.05 | 221.76 | 310.45 | 538.16 | 371.86 | 178.08 | 118.65 | 212.46 | 218.81 | 421.10 | 538.62 | 197.42 | 213.68 | 363.70 | 273.02 | 122.20 | 133.86 | 94.04 |
Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 64.71 | 91.67 | 92.86 | 66.67 | 41.18 | 50.00 | 46.15 | 70.00 | 90.48 | 54.29 | 50.00 | 93.33 | 89.33 | 80.60 | 88.57 | 35.58 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/28/2021, AR inception is 11/10/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
HYEG (Hydrogen Engine Center Inc) |
-84.02%
Feb 2006 - Feb 2009 |
-60.19%
Jan 2006 - Jan 2011 |
-35.04%
May 2006 - May 2016 |
-23.39%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
HYEG (Hydrogen Engine Center Inc) |
128.94%
Nov 2012 - Nov 2015 |
45.41%
Nov 2012 - Nov 2017 |
23.31%
Jan 2011 - Jan 2021 |
-15.41%
Jan 2006 - Jan 2021 |
Annualized Rolling Returns Comparison Chart