Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| POWR (PowerSecure International Inc) | NA | 0.81% | -8.79% | 23.80% | 5.70% | 28.62% | 8.38% | … | … |
Data as of 03/20/2017, Common starting date is 03/26/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| POWR (PowerSecure International Inc) | 03/26/1993 | 03/20/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.81 | -8.79 | 23.80 | 5.70 | 28.62 | 8.38 | … | … | 0.00 | 24.65 | 29.18 | -32.15 | 119.85 | 57.78 | -36.38 | 7.91 | 119.15 | -75.63 | 9.58 | 37.65 | 237.74 | 84.03 | 453.85 | -57.38 | -39.00 | -78.95 | 123.53 | -57.50 | 48.15 | -25.00 | -47.06 | -66.00 | -39.02 |
| Sharpe Ratio | NA | -36.76 | -0.41 | 0.03 | -0.21 | NA | NA | … | … | 0.00 | -0.14 | 0.24 | -0.45 | 2.11 | 0.87 | -0.81 | -0.20 | 1.27 | -0.99 | -0.23 | 0.21 | 3.28 | 0.66 | 2.40 | -0.36 | -0.44 | -0.65 | 1.15 | -0.79 | 0.54 | -0.35 | -0.53 | -0.85 | -0.86 |
| Standard Deviation(%) | NA | 0.90 | 79.22 | 68.34 | 70.46 | NA | NA | … | … | NA | 66.96 | 44.58 | 113.75 | 48.05 | 45.81 | 68.10 | 53.56 | 79.30 | 96.06 | 55.07 | 75.00 | 66.08 | 97.39 | 181.42 | 212.02 | 137.94 | 156.54 | 104.43 | 76.58 | 81.78 | 79.81 | 95.37 | 80.70 | 57.47 |
| Draw Down(%) | NA | 0.27 | 73.34 | 73.93 | 81.69 | NA | NA | … | … | 0.00 | 36.21 | 32.14 | 73.93 | 23.57 | 39.77 | 54.82 | 36.22 | 30.51 | 78.48 | 33.71 | 46.53 | 28.80 | 72.18 | 56.90 | 85.90 | 82.36 | 95.04 | 53.72 | 74.43 | 43.59 | 55.56 | 52.94 | 72.03 | 47.56 |
| 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 | 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 03/20/2017, Common starting date is 03/26/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| POWR (PowerSecure International Inc) |
-76.13%
Feb 2000 – Feb 2003 |
-52.13%
Oct 1997 – Oct 2002 |
-35.68%
Jun 1993 – Jun 2003 |
-13.85%
Oct 1993 – Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| POWR (PowerSecure International Inc) |
336.10%
Feb 2003 – Feb 2006 |
158.84%
Oct 2002 – Oct 2007 |
50.27%
Oct 2002 – Oct 2012 |
27.86%
Feb 2002 – Feb 2017 |
Annualized Rolling Returns Comparison Chart