Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NRGSP (The Narragansett Electric Company PFD 4.50%) | NA | 22.79% | 8.98% | 6.52% | 6.09% | 8.20% | 8.07% | … | … |
Data as of 05/31/2023, Common starting date is 07/23/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NRGSP (The Narragansett Electric Company PFD 4.50%) | 07/23/2001 | 05/31/2023 |
| 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 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.79 | 8.98 | 6.52 | 6.09 | 8.20 | 8.07 | … | … | 25.45 | -4.03 | 5.55 | -4.63 | 5.88 | 2.00 | -3.10 | 3.20 | 4.17 | 0.00 | -1.54 | 8.33 | 16.88 | -2.53 | 3.27 | -0.65 | 1.32 | 4.11 | -12.05 | 15.28 | 7.46 | 0.00 | 19.22 |
| Sharpe Ratio | NA | 1.33 | 0.64 | 0.39 | 0.34 | NA | NA | … | … | 3.40 | -0.52 | 1.01 | -0.27 | 0.53 | 0.02 | -0.22 | 0.21 | 0.35 | 0.00 | -0.11 | 0.52 | 0.68 | -0.10 | 0.12 | -0.06 | -0.27 | 0.03 | -0.34 | 0.20 | 0.03 | -0.01 | 0.69 |
| Standard Deviation(%) | NA | 14.67 | 12.29 | 13.58 | 16.02 | NA | NA | … | … | 20.41 | 10.39 | 8.52 | 17.80 | 8.39 | 29.25 | 17.23 | 14.38 | 11.76 | 10.02 | 14.61 | 16.19 | 24.64 | 27.22 | 27.04 | 25.42 | 6.32 | 33.49 | 41.71 | 71.64 | 179.76 | 195.69 | 111.94 |
| Draw Down(%) | NA | 5.17 | 12.12 | 12.12 | 18.18 | NA | NA | … | … | 0.00 | 9.28 | 4.82 | 9.70 | 5.41 | 18.18 | 14.90 | 7.41 | 8.91 | 5.90 | 6.93 | 9.89 | 16.85 | 16.28 | 18.30 | 18.24 | 3.75 | 14.79 | 18.07 | 25.15 | 18.72 | 23.65 | 0.00 |
| Yield(%) | 0.00 | 4.54 | 4.39 | 4.27 | 4.48 | 6.18 | 6.76 | … | … | 2.43 | 4.31 | 4.35 | 4.15 | 4.39 | 4.48 | 4.34 | 4.48 | 4.71 | 4.67 | 4.59 | 4.98 | 5.82 | 5.67 | 5.86 | 5.82 | 5.89 | 6.14 | 5.40 | 2.81 | 0.00 | 0.00 | 0.00 |
Data as of 05/31/2023, Common starting date is 07/23/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRGSP (The Narragansett Electric Company PFD 4.50%) |
-4.18%
Mar 2006 – Mar 2009 |
2.76%
Oct 2005 – Oct 2010 |
4.41%
Aug 2012 – Aug 2022 |
5.72%
Mar 2008 – Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRGSP (The Narragansett Electric Company PFD 4.50%) |
20.69%
May 2003 – May 2006 |
14.89%
Mar 2009 – Mar 2014 |
12.15%
May 2003 – May 2013 |
9.94%
May 2003 – May 2018 |
Annualized Rolling Returns Comparison Chart