Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASUIX (Arabesque Systematic Usa Fund Inst Cl Sh) | NA | -2.73% | 2.38% | NA | NA | NA | NA | … | … |
Data as of 01/20/2021, Common starting date is 05/03/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASUIX (Arabesque Systematic Usa Fund Inst Cl Sh) | 05/03/2017 | 01/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.73 | 2.38 | NA | NA | NA | NA | … | … | 0.00 | 1.71 | 13.83 | -2.73 | 12.87 |
| Sharpe Ratio | NA | -0.14 | 0.10 | NA | NA | NA | NA | … | … | 0.00 | 0.08 | 1.00 | -0.24 | 1.86 |
| Standard Deviation(%) | NA | 19.56 | 16.53 | NA | NA | NA | NA | … | … | NA | 19.65 | 12.38 | 17.00 | 10.36 |
| Draw Down(%) | NA | 22.06 | 22.06 | NA | NA | NA | NA | … | … | 0.00 | 22.06 | 7.29 | 20.26 | 4.00 |
| Yield(%) | 0.00 | 0.00 | 0.89 | 0.65 | 0.32 | 0.22 | 0.16 | … | … | 0.00 | 0.00 | 0.52 | 2.34 | 0.02 |
Data as of 01/20/2021, Common starting date is 05/03/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASUIX (Arabesque Systematic Usa Fund Inst Cl Sh) |
4.37%
Nov 2017 – Nov 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASUIX (Arabesque Systematic Usa Fund Inst Cl Sh) |
8.41%
Aug 2017 – Aug 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart