Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WTR (Essential Utilities Inc) | NA | 42.62% | 18.51% | 14.12% | 14.10% | 8.79% | 12.04% | … | … |
Data as of 02/24/2020, Common starting date is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WTR (Essential Utilities Inc) | 03/17/1980 | 02/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -4.44 | 42.62 | 18.51 | 14.12 | 14.10 | 8.79 | 12.04 | … | … | 10.08 | 37.29 | -12.85 | 30.59 | 0.81 | 11.61 | 13.18 | 16.00 | 15.28 | -1.91 | 28.38 | -14.96 | -2.88 | -6.94 | -16.56 | 48.03 | 11.27 | 34.10 | -8.65 | 15.05 | 48.04 | -30.02 | 33.90 | 48.11 | 43.67 | 14.48 | -1.36 | 14.84 | 1.59 | 29.90 | -12.61 | 5.71 | -6.25 | -19.42 | 22.65 | 21.43 | 2.19 | 26.85 | 45.95 | 105.32 | 69.70 |
| Sharpe Ratio | NA | 1.09 | -0.17 | -0.51 | -0.37 | NA | NA | … | … | 5.15 | 0.80 | -1.69 | 0.85 | -1.73 | -0.37 | -0.33 | -0.14 | -0.22 | -0.82 | 0.52 | -1.37 | -0.53 | -1.21 | -1.61 | 1.03 | -0.44 | 0.82 | -0.94 | -0.17 | -0.52 | -0.15 | 1.90 | 0.05 | 2.53 | -3.49 | 0.02 | 0.91 | 0.09 | 1.16 | -0.45 | 0.28 | -0.26 | -0.65 | 0.99 | 0.95 | 0.09 | 1.02 | 1.78 | 0.34 | 2.51 |
| Standard Deviation(%) | NA | 17.42 | 17.53 | 17.86 | 18.50 | NA | NA | … | … | 18.40 | 17.48 | 20.37 | 13.36 | 19.17 | 18.64 | 16.11 | 18.26 | 14.91 | 25.01 | 18.76 | 24.42 | 42.26 | 24.11 | 24.25 | 26.33 | 19.12 | 17.96 | 30.14 | 36.86 | 39.78 | 32.44 | 35.41 | 29.47 | 17.93 | 13.62 | 18.49 | 16.25 | 17.11 | 25.69 | 28.07 | 20.38 | 23.93 | 30.01 | 22.77 | 22.53 | 25.40 | 26.24 | 25.65 | 309.88 | 37.79 |
| Draw Down(%) | NA | 7.26 | 17.70 | 19.60 | 19.60 | NA | NA | … | … | 4.44 | 7.26 | 17.49 | 6.20 | 19.60 | 12.85 | 11.06 | 18.80 | 10.09 | 18.48 | 10.44 | 27.09 | 32.16 | 19.82 | 30.35 | 19.91 | 16.14 | 6.72 | 34.83 | 18.37 | 21.74 | 31.92 | 24.50 | 23.78 | 7.97 | 6.00 | 10.97 | 13.86 | 12.60 | 8.40 | 30.25 | 7.21 | 26.32 | 36.18 | 13.70 | 17.93 | 21.52 | 13.73 | 7.89 | 82.89 | 17.73 |
| 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 | 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 02/24/2020, 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 |
|---|---|---|---|---|
| WTR (Essential Utilities Inc) |
-14.57%
Sep 2005 – Sep 2008 |
-6.48%
Sep 2005 – Sep 2010 |
1.50%
Sep 2005 – Sep 2015 |
6.52%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WTR (Essential Utilities Inc) |
80.91%
May 1980 – May 1983 |
54.17%
May 1980 – May 1985 |
23.45%
May 1980 – May 1990 |
19.04%
Sep 1990 – Sep 2005 |
Annualized Rolling Returns Comparison Chart