Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NGELF (NGE Capital Limited) | NA | -8.38% | 30.20% | 6.17% | NA | NA | NA | … | … |
Data as of 04/17/2023, Common starting date is 06/08/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGELF (NGE Capital Limited) | 06/08/2015 | 04/17/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.88 | -8.38 | 30.20 | 6.17 | NA | NA | NA | … | … | 1.17 | -9.43 | 26.19 | -7.69 | 8.33 | 18.74 | 29.09 | 37.00 | -16.67 |
| Sharpe Ratio | NA | -0.58 | 1.09 | 0.14 | NA | NA | NA | … | … | -0.14 | -0.58 | 1.47 | -0.12 | 0.27 | 0.51 | 0.80 | 0.33 | -1.15 |
| Standard Deviation(%) | NA | 19.30 | 26.70 | 36.97 | NA | NA | NA | … | … | 8.74 | 18.73 | 17.81 | 66.01 | 25.32 | 34.50 | 35.64 | 111.35 | 23.76 |
| Draw Down(%) | NA | 15.79 | 15.79 | 58.10 | NA | NA | NA | … | … | 2.88 | 15.79 | 3.64 | 54.17 | 21.33 | 19.23 | 18.77 | 60.51 | 19.17 |
| 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 |
Data as of 04/17/2023, Common starting date is 06/08/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGELF (NGE Capital Limited) |
-8.61%
Oct 2017 – Oct 2020 |
2.38%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGELF (NGE Capital Limited) |
65.71%
Aug 2016 – Aug 2019 |
35.69%
Aug 2016 – Aug 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart