Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NESW (New England Service Company Inc) | NA | 84.96% | 20.08% | 11.14% | NA | NA | NA | … | … |
Data as of 11/30/2021, Common starting date is 02/07/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NESW (New England Service Company Inc) | 02/07/2013 | 11/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 84.96 | 20.08 | 11.14 | NA | NA | NA | … | … | 80.85 | -6.25 | 4.35 | 4.07 | 3.51 | 14.38 | 7.28 | 0.87 | 1.47 |
| Sharpe Ratio | NA | 1.68 | 0.49 | 0.31 | NA | NA | NA | … | … | 1.73 | -0.73 | 0.08 | 0.09 | 0.16 | 0.32 | 1.34 | 0.33 | 0.93 |
| Standard Deviation(%) | NA | 50.55 | 39.38 | 33.08 | NA | NA | NA | … | … | 52.89 | 8.85 | 38.85 | 29.51 | 18.48 | 44.42 | 5.40 | 2.57 | 1.73 |
| Draw Down(%) | NA | 10.59 | 27.97 | 32.00 | NA | NA | NA | … | … | 10.59 | 9.36 | 26.09 | 22.60 | 14.20 | 24.44 | 0.09 | 1.45 | 0.49 |
| Yield(%) | 0.00 | 2.45 | 2.75 | 2.46 | 2.69 | 1.80 | 1.35 | … | … | 1.60 | 3.00 | 3.34 | 2.74 | 2.58 | 2.57 | 2.41 | 2.14 | 2.12 |
Data as of 11/30/2021, Common starting date is 02/07/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NESW (New England Service Company Inc) |
-3.27%
Aug 2016 – Aug 2019 |
2.66%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NESW (New England Service Company Inc) |
21.43%
May 2018 – May 2021 |
13.98%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart