Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ECHO (Echo Global Logistics Inc) | NA | -98.25% | -70.88% | -54.72% | -29.78% | NA | NA | -24.39% |
Data as of 12/20/2021, AR inception is 10/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECHO (Echo Global Logistics Inc) | 10/02/2009 | 12/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -98.25 | -70.88 | -54.72 | -29.78 | NA | NA | -24.39 | -98.17 | 29.57 | 1.82 | -27.39 | 11.78 | 22.85 | -30.17 | 35.94 | 19.53 | 11.27 | 34.14 | -4.90 | -9.74 |
| Sharpe Ratio | NA | -0.22 | -0.27 | -0.27 | -0.21 | NA | NA | -0.18 | -0.22 | 0.50 | 0.01 | -0.83 | 0.27 | 0.72 | -0.54 | 1.11 | 0.68 | 0.42 | 0.81 | -0.12 | -0.85 |
| Standard Deviation(%) | NA | 445.85 | 260.51 | 203.22 | 146.03 | NA | NA | 133.33 | 453.11 | 58.16 | 34.57 | 34.51 | 41.49 | 31.47 | 56.38 | 32.35 | 28.86 | 27.09 | 42.33 | 42.98 | 39.93 |
| Draw Down(%) | NA | 99.05 | 99.05 | 99.05 | 99.05 | NA | NA | 99.05 | 99.05 | 36.47 | 26.73 | 47.61 | 47.67 | 26.71 | 49.56 | 26.60 | 22.78 | 19.15 | 33.54 | 36.50 | 20.42 |
| 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 |
Data as of 12/20/2021, AR inception is 10/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECHO (Echo Global Logistics Inc) |
-72.46%
Nov 2018 - Nov 2021 |
-53.77%
Nov 2016 - Nov 2021 |
-28.75%
Nov 2011 - Nov 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECHO (Echo Global Logistics Inc) |
23.68%
May 2012 - May 2015 |
21.98%
Jul 2010 - Jul 2015 |
13.63%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart