Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NGG (National Grid plc) | 20.14% | 38.84% | 6.15% | 11.13% | 5.85% | 10.29% | NA | 8.42% |
Data as of 05/30/2025, AR inception is 08/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGG (National Grid plc) | 08/01/2005 | 05/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.55 | 38.84 | 6.15 | 11.13 | 5.85 | 10.29 | NA | 8.42 | 20.14 | -1.26 | 18.82 | -12.72 | 28.96 | -0.78 | 38.53 | -13.75 | 5.52 | -12.66 | 2.78 | 12.84 | 19.35 | 25.03 | 15.35 | -4.31 | 13.43 | -36.73 | 18.95 | 54.97 | 6.08 |
| Sharpe Ratio | NA | 1.28 | 0.09 | 0.50 | 0.21 | NA | NA | 0.30 | 2.71 | -0.32 | 0.77 | -0.57 | 1.90 | -0.03 | 2.16 | -0.71 | 0.40 | -0.66 | 0.15 | 0.92 | 1.39 | 1.73 | 0.70 | -0.19 | 0.43 | -0.77 | 0.84 | 2.96 | 0.68 |
| Standard Deviation(%) | NA | 23.88 | 24.02 | 22.38 | 22.46 | NA | NA | 23.55 | 28.31 | 24.42 | 19.10 | 24.68 | 15.24 | 38.37 | 17.16 | 21.17 | 12.23 | 19.57 | 18.10 | 13.94 | 13.89 | 14.53 | 22.02 | 23.29 | 30.94 | 48.83 | 19.10 | 17.58 | 18.59 |
| Draw Down(%) | NA | 19.05 | 37.48 | 39.22 | 39.22 | NA | NA | 55.02 | 9.58 | 20.76 | 19.75 | 39.22 | 11.01 | 34.04 | 13.51 | 18.67 | 14.62 | 22.80 | 12.23 | 9.31 | 11.37 | 8.37 | 8.52 | 27.64 | 30.11 | 46.35 | 11.65 | 8.64 | 13.86 |
| Yield(%) | 0.00 | 12.08 | 6.12 | 6.93 | 4.58 | 8.18 | 6.65 | 7.00 | 0.00 | 10.35 | 5.85 | 4.28 | 5.71 | 5.01 | 6.34 | 5.31 | 4.62 | 3.97 | 4.35 | 4.96 | 5.05 | 5.91 | 6.21 | 11.81 | 5.23 | 3.35 | 3.78 | 4.66 | 1.73 |
Data as of 05/30/2025, AR inception is 08/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGG (National Grid plc) |
-15.92%
May 2007 - May 2010 |
-2.54%
May 2014 - May 2019 |
2.37%
Dec 2007 - Dec 2017 |
2.71%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGG (National Grid plc) |
24.27%
May 2010 - May 2013 |
20.76%
Mar 2009 - Mar 2014 |
10.73%
Oct 2005 - Oct 2015 |
9.95%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart