Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/24/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FE (FirstEnergy Corp.) | 7.42% | 15.12% | 1.75% | 4.33% | 5.89% | 5.56% | 4.40% | 6.29% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FE (FirstEnergy Corp.) | 11/10/1997 | 04/24/2025 |
The return data shown below all have the same latest date: 04/24/2025.
AR inception is since 11/10/1997.
AR inception is since 11/10/1997.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.62 | 15.12 | 1.75 | 4.33 | 5.89 | 5.56 | 4.40 | 6.29 | 7.42 | 13.24 | -8.86 | 4.79 | 41.81 | -34.18 | 34.13 | 27.85 | 3.61 | 1.94 | -15.20 | 23.54 | -16.57 | -1.10 | 27.84 | -15.64 | 0.53 | -30.65 | 23.69 | 27.29 | 28.72 | 16.63 | 11.72 | -1.46 | 17.35 | 47.73 | -30.33 | 12.28 | 15.14 |
| Sharpe Ratio | NA | 0.52 | -0.20 | -0.01 | 0.17 | NA | NA | 0.18 | 0.69 | 0.44 | -0.66 | 0.15 | 2.15 | -0.63 | 2.25 | 1.27 | 0.18 | 0.07 | -0.70 | 1.14 | -0.84 | -0.08 | 1.18 | -0.82 | 0.01 | -0.67 | 0.91 | 1.54 | 1.73 | 1.08 | 0.44 | -0.07 | 0.67 | 1.52 | -1.60 | 0.44 | 14.33 |
| Standard Deviation(%) | NA | 20.46 | 21.30 | 25.94 | 25.89 | NA | NA | 25.34 | 31.78 | 15.05 | 20.07 | 23.38 | 19.45 | 54.63 | 14.52 | 20.93 | 16.27 | 25.27 | 21.90 | 20.55 | 19.87 | 15.46 | 23.54 | 19.28 | 31.19 | 47.14 | 22.87 | 15.69 | 15.36 | 14.51 | 24.97 | 38.70 | 22.97 | 28.68 | 21.02 | 20.22 | 12.03 |
| Draw Down(%) | NA | 12.99 | 28.59 | 40.82 | 47.68 | NA | NA | 55.75 | 12.76 | 11.22 | 22.00 | 25.23 | 10.77 | 47.68 | 6.10 | 9.52 | 13.50 | 16.07 | 26.70 | 11.33 | 29.35 | 18.04 | 12.86 | 25.62 | 32.42 | 44.94 | 16.86 | 6.38 | 12.42 | 10.08 | 27.12 | 34.46 | 18.22 | 21.13 | 31.63 | 13.56 | 1.31 |
| Yield(%) | 0.00 | 4.44 | 3.57 | 3.77 | 4.21 | 4.62 | 4.20 | 6.48 | 1.06 | 4.51 | 3.76 | 3.78 | 5.29 | 3.28 | 4.14 | 4.67 | 4.65 | 4.57 | 3.67 | 4.45 | 5.24 | 5.14 | 7.30 | 4.70 | 4.43 | 3.06 | 3.31 | 3.60 | 4.24 | 4.24 | 4.55 | 4.27 | 5.81 | 6.80 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FE (FirstEnergy Corp.) |
-16.78%
May 2007 - May 2010 |
-9.99%
Jun 2008 - Jun 2013 |
-3.78%
May 2007 - May 2017 |
-0.39%
Jun 2008 - Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FE (FirstEnergy Corp.) |
29.71%
Aug 2003 - Aug 2006 |
24.17%
Aug 2003 - Aug 2008 |
14.41%
Jun 1998 - Jun 2008 |
9.26%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison Chart