Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PGEJF (PGS ASA) | NA | 251.85% | 48.52% | -21.71% | -23.40% | -18.18% | NA | … | … |
Data as of 03/31/2023, Common starting date is 11/24/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PGEJF (PGS ASA) | 11/24/2003 | 03/31/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.40 | 251.85 | 48.52 | -21.71 | -23.40 | -18.18 | NA | … | … | 61.02 | 51.28 | -22.00 | -70.24 | -15.58 | 3.65 | -45.45 | -21.76 | -20.50 | -50.32 | -23.92 | 69.01 | -26.93 | 80.51 | 120.42 | -86.89 | 53.40 | -24.63 | -51.01 | 57.32 | 6.08 |
| Sharpe Ratio | NA | 2.37 | 0.54 | -0.24 | -0.30 | NA | NA | … | … | 6.38 | 0.48 | -0.38 | -0.49 | -0.29 | 0.03 | -0.91 | -0.23 | -0.40 | -1.43 | -0.73 | 1.74 | -0.14 | 1.16 | 1.68 | -0.69 | 1.41 | -0.23 | -0.38 | 1.21 | 4.31 |
| Standard Deviation(%) | NA | 104.93 | 88.45 | 93.86 | 79.28 | NA | NA | … | … | 92.13 | 104.57 | 58.48 | 143.08 | 59.34 | 78.20 | 50.63 | 95.11 | 51.49 | 35.22 | 32.86 | 40.02 | 193.68 | 69.36 | 71.49 | 126.88 | 35.83 | 123.76 | 140.70 | 46.59 | 18.74 |
| Draw Down(%) | NA | 35.29 | 64.86 | 94.84 | 98.30 | NA | NA | … | … | 24.78 | 35.29 | 47.30 | 83.33 | 36.59 | 60.52 | 45.45 | 57.65 | 44.37 | 57.98 | 33.80 | 19.58 | 82.00 | 41.07 | 20.51 | 87.66 | 12.50 | 66.27 | 83.80 | 28.50 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.30 | 0.88 | 1.17 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.16 | 3.30 | 9.59 | 10.04 | 0.00 | 0.00 | 0.00 | 0.00 | 24.12 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/31/2023, Common starting date is 11/24/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGEJF (PGS ASA) |
-56.49%
Mar 2017 – Mar 2020 |
-44.12%
May 2015 – May 2020 |
-31.60%
Mar 2012 – Mar 2022 |
-28.99%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGEJF (PGS ASA) |
67.49%
Feb 2009 – Feb 2012 |
32.49%
Feb 2009 – Feb 2014 |
0.51%
Oct 2008 – Oct 2018 |
-15.66%
Mar 2004 – Mar 2019 |
Annualized Rolling Returns Comparison Chart