Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REGI (Renewable Energy Group Inc) | NA | -10.74% | 63.74% | 38.77% | 24.58% | NA | NA | … | … |
Data as of 06/13/2022, Common starting date is 01/20/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REGI (Renewable Energy Group Inc) | 01/20/2012 | 06/13/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.18 | -10.74 | 63.74 | 38.77 | 24.58 | NA | NA | … | … | 44.91 | -40.07 | 162.78 | 5.91 | 117.80 | 21.65 | 4.41 | -4.33 | -15.27 | 95.56 | -39.77 |
| Sharpe Ratio | NA | -0.14 | 0.87 | 0.61 | 0.42 | NA | NA | … | … | 1.93 | -0.63 | 1.82 | 0.08 | 2.73 | 0.61 | 0.10 | -0.10 | -0.36 | 1.49 | -0.57 |
| Standard Deviation(%) | NA | 57.85 | 72.59 | 61.91 | 57.96 | NA | NA | … | … | 67.53 | 63.52 | 88.82 | 53.48 | 42.67 | 34.86 | 41.89 | 43.36 | 42.40 | 64.20 | 72.61 |
| Draw Down(%) | NA | 52.66 | 71.31 | 71.31 | 71.31 | NA | NA | … | … | 29.79 | 63.32 | 44.39 | 62.94 | 25.70 | 20.90 | 33.58 | 41.41 | 29.33 | 35.88 | 56.19 |
| 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 |
Data as of 06/13/2022, Common starting date is 01/20/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REGI (Renewable Energy Group Inc) |
-17.62%
Sep 2013 – Sep 2016 |
-1.44%
Feb 2012 – Feb 2017 |
19.33%
Mar 2012 – Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REGI (Renewable Energy Group Inc) |
103.07%
Jan 2018 – Jan 2021 |
66.85%
Jan 2016 – Jan 2021 |
24.34%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart