Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NFEC (NF Energy Saving Corporation) | NA | 607.07% | 117.54% | 35.54% | 29.57% | NA | NA | … | … |
Data as of 02/07/2019, Common starting date is 10/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NFEC (NF Energy Saving Corporation) | 10/19/2006 | 02/07/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.01 | 607.07 | 117.54 | 35.54 | 29.57 | NA | NA | … | … | -55.50 | 1,521.65 | 11.49 | 19.18 | -54.09 | 0.00 | 55.88 | 52.24 | -86.63 | -52.29 | 1,300.00 | -60.00 | -50.98 | -49.50 |
| Sharpe Ratio | NA | 3.38 | 0.70 | 0.11 | 0.12 | NA | NA | … | … | -0.86 | 8.79 | -0.09 | -0.12 | -0.74 | -0.22 | 0.34 | 0.22 | -1.00 | -0.98 | 4.87 | -0.38 | -0.48 | -0.73 |
| Standard Deviation(%) | NA | 173.33 | 128.34 | 116.81 | 135.46 | NA | NA | … | … | 118.38 | 170.74 | 81.88 | 119.83 | 98.47 | 85.44 | 110.68 | 157.42 | 104.96 | 72.48 | 263.33 | 210.49 | 152.70 | 171.56 |
| Draw Down(%) | NA | 69.77 | 69.77 | 82.56 | 97.29 | NA | NA | … | … | 63.59 | 62.32 | 40.62 | 44.83 | 68.26 | 60.10 | 47.12 | 77.02 | 90.89 | 66.37 | 64.29 | 89.09 | 73.33 | 49.50 |
| 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 |
Data as of 02/07/2019, Common starting date is 10/19/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NFEC (NF Energy Saving Corporation) |
-60.85%
Sep 2009 – Sep 2012 |
-31.97%
Dec 2010 – Dec 2015 |
-16.55%
May 2007 – May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NFEC (NF Energy Saving Corporation) |
178.27%
Dec 2015 – Dec 2018 |
58.15%
Dec 2013 – Dec 2018 |
35.57%
Dec 2008 – Dec 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart