Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TNEN (True North Energy Corp) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | -100.00% |
Data as of 03/07/2022, AR inception is 04/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TNEN (True North Energy Corp) | 04/26/2005 | 03/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | -100.00 | -100.00 | 134.74 | -10.32 | -50.52 | -68.00 | 275.00 | 150.00 | -93.60 | -99.26 | -55.00 | -40.00 | 400.00 | -23.66 | -37.62 | -88.33 | -94.78 | 2,200.00 | 650.00 |
| Sharpe Ratio | NA | 0.05 | 0.21 | -0.01 | -0.18 | NA | NA | -0.12 | 0.00 | 0.56 | -0.07 | -0.20 | -0.27 | 0.79 | 0.48 | -0.15 | -0.35 | -0.51 | -0.27 | 1.56 | -0.09 | -0.16 | -0.50 | -0.74 | 5.62 | 7.14 |
| Standard Deviation(%) | NA | 216.10 | 207.22 | 254.87 | 305.05 | NA | NA | 286.04 | NA | 239.03 | 159.74 | 254.80 | 258.04 | 350.68 | 310.95 | 622.62 | 280.44 | 107.18 | 149.31 | 256.86 | 272.78 | 240.88 | 177.40 | 131.47 | 396.35 | 249.12 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 65.00 | 54.79 | 83.33 | 90.28 | 89.26 | 81.74 | 99.36 | 99.26 | 68.97 | 82.18 | 88.64 | 66.67 | 84.00 | 95.59 | 95.07 | 87.47 | 41.86 |
| 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 |
Data as of 03/07/2022, AR inception is 04/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNEN (True North Energy Corp) |
-94.50%
Jan 2013 - Jan 2016 |
-85.20%
Apr 2011 - Apr 2016 |
-71.61%
Feb 2006 - Feb 2016 |
-56.05%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNEN (True North Energy Corp) |
54.47%
Aug 2015 - Aug 2018 |
28.47%
Mar 2016 - Mar 2021 |
-48.75%
May 2005 - May 2015 |
-44.99%
Jun 2005 - Jun 2020 |
Annualized Rolling Returns Comparison Chart