Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LIME (Lime Energy Co) | NA | 327.46% | 21.79% | 9.94% | -16.05% | -31.49% | -25.45% | … | … |
Data as of 11/09/2018, Common starting date is 08/14/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LIME (Lime Energy Co) | 08/14/1998 | 11/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.57 | 327.46 | 21.79 | 9.94 | -16.05 | -31.49 | -25.45 | … | … | 349.63 | -38.64 | -23.61 | -1.71 | 1.38 | -28.82 | -81.76 | -21.29 | -8.60 | -4.94 | -50.79 | 50.00 | -90.00 | -51.61 | -47.46 | 206.49 | -38.40 | -58.33 | -60.66 | 335.71 | -22.22 |
| Sharpe Ratio | NA | 2.14 | -0.02 | -0.11 | -0.39 | NA | NA | … | … | 3.31 | -0.45 | -0.81 | -0.35 | -0.15 | -0.62 | -1.24 | -0.75 | -0.57 | -0.33 | -0.62 | 0.27 | -0.95 | -1.34 | -1.30 | 2.31 | -0.62 | -0.71 | -1.27 | 2.46 | 0.02 |
| Standard Deviation(%) | NA | 143.62 | 112.44 | 104.68 | 90.78 | NA | NA | … | … | 135.83 | 129.53 | 71.22 | 57.40 | 115.61 | 75.93 | 81.02 | 53.06 | 47.64 | 72.02 | 113.84 | 103.61 | 118.71 | 54.31 | 51.53 | 81.06 | 93.23 | 113.86 | 102.18 | 146.84 | 146.79 |
| Draw Down(%) | NA | 50.70 | 79.41 | 87.43 | 98.76 | NA | NA | … | … | 50.00 | 71.67 | 61.47 | 33.75 | 60.86 | 56.99 | 86.44 | 48.55 | 47.86 | 51.61 | 72.50 | 61.90 | 95.24 | 56.45 | 54.17 | 45.78 | 67.25 | 77.30 | 80.77 | 58.40 | 52.73 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 11/09/2018, Common starting date is 08/14/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LIME (Lime Energy Co) |
-70.81%
Oct 2003 – Oct 2006 |
-56.45%
Jul 2001 – Jul 2006 |
-47.26%
Dec 2003 – Dec 2013 |
-41.39%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LIME (Lime Energy Co) |
17.97%
Oct 2015 – Oct 2018 |
10.70%
Oct 2013 – Oct 2018 |
-16.62%
Oct 2008 – Oct 2018 |
-30.73%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison Chart