Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EAE (Entergy Arkansas Inc. 1STMTG BD4.75%63) | NA | 1.60% | 4.57% | 5.62% | NA | NA | NA | … | … |
Data as of 10/13/2020, Common starting date is 06/06/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EAE (Entergy Arkansas Inc. 1STMTG BD4.75%63) | 06/06/2013 | 10/13/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | 1.60 | 4.57 | 5.62 | NA | NA | NA | … | … | -1.37 | 21.19 | -5.92 | 24.52 | -10.60 | 10.38 | 23.47 | -14.44 |
| Sharpe Ratio | NA | 0.08 | 0.24 | 0.36 | NA | NA | NA | … | … | -0.09 | 1.88 | -0.59 | 2.58 | -0.86 | 1.33 | 2.50 | -1.44 |
| Standard Deviation(%) | NA | 19.66 | 14.69 | 13.34 | NA | NA | NA | … | … | 21.91 | 10.51 | 12.23 | 9.29 | 12.58 | 7.80 | 9.39 | 16.63 |
| Draw Down(%) | NA | 18.13 | 18.42 | 19.32 | NA | NA | NA | … | … | 18.13 | 4.63 | 12.28 | 5.45 | 19.32 | 4.59 | 4.86 | 17.43 |
| Yield(%) | 0.00 | 2.35 | 3.99 | 4.30 | 2.97 | 1.98 | 1.48 | … | … | 1.15 | 5.26 | 4.80 | 5.53 | 4.82 | 0.00 | 6.19 | 2.54 |
Data as of 10/13/2020, Common starting date is 06/06/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAE (Entergy Arkansas Inc. 1STMTG BD4.75%63) |
0.11%
Nov 2015 – Nov 2018 |
5.05%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAE (Entergy Arkansas Inc. 1STMTG BD4.75%63) |
13.92%
Sep 2013 – Sep 2016 |
8.61%
Feb 2014 – Feb 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart