Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PEGI (Pattern Energy Group Inc) | NA | 31.54% | 18.43% | 6.60% | NA | NA | NA | … | … |
Data as of 03/18/2020, Common starting date is 09/30/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEGI (Pattern Energy Group Inc) | 09/30/2013 | 03/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.04 | 31.54 | 18.43 | 6.60 | NA | NA | NA | … | … | -0.04 | 51.04 | -13.36 | 13.16 | -9.18 | -15.21 | -18.64 | 29.53 |
| Sharpe Ratio | NA | 1.27 | 0.64 | 0.17 | NA | NA | NA | … | … | -0.08 | 2.16 | -0.47 | 0.63 | -0.28 | -0.38 | -0.66 | 7.59 |
| Standard Deviation(%) | NA | 20.62 | 24.83 | 29.68 | NA | NA | NA | … | … | 13.48 | 23.24 | 31.16 | 19.94 | 33.37 | 40.46 | 28.29 | 23.30 |
| Draw Down(%) | NA | 9.63 | 33.24 | 47.52 | NA | NA | NA | … | … | 7.56 | 9.63 | 22.57 | 20.97 | 26.02 | 44.55 | 31.35 | 3.89 |
| Yield(%) | 0.00 | 7.75 | 8.29 | 5.74 | 4.13 | 2.75 | 2.07 | … | … | 0.00 | 9.05 | 7.75 | 8.85 | 7.78 | 5.50 | 4.13 | 1.34 |
Data as of 03/18/2020, Common starting date is 09/30/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEGI (Pattern Energy Group Inc) |
-9.08%
Dec 2013 – Dec 2016 |
-2.80%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEGI (Pattern Energy Group Inc) |
21.15%
Nov 2016 – Nov 2019 |
9.41%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart