Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SJI (South Jersey Industries Inc) | NA | 49.50% | 10.18% | 8.53% | 6.89% | 8.77% | 11.69% | … | … |
Data as of 01/31/2023, Common starting date is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SJI (South Jersey Industries Inc) | 03/17/1980 | 01/31/2023 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.53 | 49.50 | 10.18 | 8.53 | 6.89 | 8.77 | 11.69 | … | … | 1.58 | 46.15 | 30.19 | -31.41 | 18.63 | -10.98 | -7.30 | 43.24 | -20.18 | 5.31 | 11.19 | -11.41 | 7.55 | 38.34 | -4.19 | 10.42 | 8.02 | 14.65 | 10.88 | 29.78 | 22.65 | 1.29 | 9.58 | 4.62 | 8.59 | -13.61 | 24.36 | 5.41 | 27.59 | -23.68 | 5.33 | 15.72 | 6.71 | -10.24 | 12.93 | 8.09 | -7.48 | 28.38 | 4.57 | 23.03 | 11.95 | 18.66 | -20.24 | 16.67 |
| Sharpe Ratio | NA | 1.36 | 0.22 | 0.21 | 0.22 | NA | NA | … | … | 3.85 | 1.26 | 0.85 | -0.58 | -0.22 | -1.27 | -1.35 | 0.38 | -1.75 | -0.84 | -0.46 | -2.03 | -0.40 | 1.04 | -1.14 | -0.23 | -0.56 | -0.42 | -0.44 | 0.79 | 0.25 | -0.98 | -0.64 | -4.00 | 1.37 | 1.13 | -1.22 | 0.46 | -1.92 | -1.23 | 0.30 | 1.15 | 0.45 | -0.62 | 0.74 | 0.51 | -0.26 | 1.44 | 0.29 | 1.27 | 0.53 | 0.78 | -0.92 | 0.80 |
| Standard Deviation(%) | NA | 35.31 | 42.76 | 36.27 | 29.22 | NA | NA | … | … | 4.83 | 35.74 | 35.37 | 54.66 | 20.68 | 25.67 | 19.67 | 23.57 | 22.12 | 15.80 | 15.81 | 14.86 | 27.53 | 19.01 | 19.99 | 39.98 | 25.00 | 18.32 | 22.80 | 12.91 | 13.60 | 18.93 | 18.57 | 15.99 | 24.49 | 17.43 | 18.25 | 16.10 | 17.97 | 17.93 | 17.93 | 13.52 | 14.99 | 16.53 | 17.40 | 15.94 | 28.17 | 19.64 | 16.01 | 18.07 | 22.45 | 23.82 | 21.88 | 26.86 |
| Draw Down(%) | NA | 7.74 | 42.27 | 44.44 | 44.58 | NA | NA | … | … | 0.62 | 11.32 | 24.50 | 42.36 | 12.78 | 25.88 | 19.25 | 13.68 | 29.46 | 12.70 | 12.26 | 18.58 | 24.44 | 8.66 | 18.23 | 28.51 | 20.95 | 13.10 | 17.22 | 5.72 | 8.49 | 20.05 | 13.49 | 15.81 | 18.59 | 26.33 | 15.58 | 13.83 | 11.24 | 30.21 | 15.21 | 7.14 | 7.14 | 19.64 | 11.89 | 8.11 | 27.78 | 17.06 | 13.22 | 16.19 | 13.66 | 14.29 | 26.44 | 30.18 |
| Yield(%) | 0.00 | 4.96 | 3.94 | 4.03 | 4.04 | 5.48 | 10.33 | … | … | 0.00 | 4.72 | 5.72 | 3.66 | 4.31 | 3.62 | 3.27 | 4.53 | 3.45 | 3.51 | 3.52 | 2.90 | 2.80 | 3.48 | 3.06 | 3.05 | 3.00 | 3.07 | 3.37 | 4.06 | 4.66 | 4.69 | 5.06 | 5.14 | 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 01/31/2023, Common starting date is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SJI (South Jersey Industries Inc) |
-14.35%
Sep 2017 – Sep 2020 |
-3.90%
Sep 1989 – Sep 1994 |
-0.15%
Mar 1987 – Mar 1997 |
3.20%
Sep 1980 – Sep 1995 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SJI (South Jersey Industries Inc) |
27.96%
Apr 2004 – Apr 2007 |
23.78%
Jun 2000 – Jun 2005 |
18.37%
Mar 2001 – Mar 2011 |
15.48%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart