Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JENGQ (Just Energy Group Inc) | NA | -99.07% | -94.46% | -84.76% | -62.38% | NA | NA | … | … |
Data as of 12/15/2022, Common starting date is 01/06/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JENGQ (Just Energy Group Inc) | 01/06/2009 | 12/15/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -75.00 | -99.07 | -94.46 | -84.76 | -62.38 | NA | NA | … | … | -98.84 | -83.27 | -90.73 | -49.09 | -23.08 | -21.43 | -23.31 | 36.14 | -26.96 | -25.34 | -14.76 | -25.05 | 9.08 | 66.99 |
| Sharpe Ratio | NA | -0.43 | -0.46 | -0.53 | -0.56 | NA | NA | … | … | -0.42 | -0.36 | -0.57 | -0.55 | -0.66 | -0.74 | -0.67 | 0.98 | -0.63 | -0.60 | -0.48 | -0.91 | 0.34 | 1.93 |
| Standard Deviation(%) | NA | 231.38 | 208.56 | 163.80 | 116.62 | NA | NA | … | … | 236.40 | 218.40 | 165.39 | 92.37 | 37.23 | 29.89 | 35.06 | 36.88 | 42.74 | 42.11 | 30.79 | 27.50 | 26.80 | 35.27 |
| Draw Down(%) | NA | 99.07 | 99.98 | 99.99 | 100.00 | NA | NA | … | … | 99.04 | 86.19 | 92.00 | 75.23 | 44.55 | 34.71 | 31.46 | 15.48 | 46.81 | 43.57 | 42.93 | 44.36 | 23.22 | 21.84 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.66 | 3.40 | 6.65 | 4.99 | … | … | 0.00 | 0.00 | 0.00 | 5.46 | 8.67 | 7.13 | 5.49 | 7.48 | 8.35 | 9.23 | 10.65 | 8.11 | 8.85 | 15.38 |
Data as of 12/15/2022, Common starting date is 01/06/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JENGQ (Just Energy Group Inc) |
-91.94%
Nov 2019 – Nov 2022 |
-78.96%
Nov 2017 – Nov 2022 |
-55.43%
Nov 2012 – Nov 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JENGQ (Just Energy Group Inc) |
29.91%
Mar 2009 – Mar 2012 |
10.02%
Mar 2009 – Mar 2014 |
1.23%
Jun 2009 – Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart