Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EDE (The Empire District Electric Company) | NA | 23.06% | 18.97% | 14.81% | 8.56% | 8.97% | 8.88% | 9.44% |
Data as of 12/30/2016, AR inception is 11/04/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EDE (The Empire District Electric Company) | 11/04/1987 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | 23.06 | 18.97 | 14.81 | 8.56 | 8.97 | 8.88 | 9.44 | 25.25 | -1.33 | 36.50 | 16.56 | 1.47 | -1.94 | 26.59 | 14.96 | -17.63 | -2.62 | 28.47 | -5.13 | 9.72 | 28.27 | -7.39 | -14.97 | 22.56 | -3.73 | 33.94 | 12.40 | 12.41 | 19.97 | -16.96 | 3.29 | -5.98 | 61.95 | 9.90 | 20.52 | -0.13 | 7.12 |
| Sharpe Ratio | NA | -0.53 | -0.22 | -0.37 | -0.52 | NA | NA | -0.19 | -0.43 | -0.80 | 1.18 | -0.14 | -1.22 | -0.71 | 0.51 | -0.15 | -1.03 | -1.04 | 0.38 | -1.46 | -0.65 | 0.48 | -1.06 | -1.09 | -0.02 | -0.29 | 1.22 | 0.43 | 0.64 | 1.01 | -1.04 | 0.09 | -0.55 | 4.90 | 0.45 | 1.75 | -0.61 | 4.60 |
| Standard Deviation(%) | NA | 20.43 | 20.54 | 18.24 | 22.87 | NA | NA | 20.42 | 20.39 | 24.87 | 15.29 | 14.06 | 14.11 | 28.77 | 15.74 | 25.09 | 36.04 | 23.77 | 16.14 | 17.94 | 15.24 | 18.77 | 25.59 | 33.74 | 27.27 | 24.21 | 25.00 | 20.35 | 13.76 | 15.97 | 19.13 | 13.91 | 14.98 | 11.83 | 10.15 | 8.46 | 7.82 | 11.29 |
| Draw Down(%) | NA | 7.07 | 31.78 | 31.78 | 47.50 | NA | NA | 47.50 | 6.05 | 31.78 | 6.58 | 12.39 | 9.73 | 20.11 | 9.86 | 32.65 | 29.69 | 17.28 | 9.60 | 18.62 | 16.00 | 11.53 | 28.16 | 31.66 | 21.56 | 17.90 | 17.66 | 13.89 | 7.20 | 11.11 | 21.19 | 20.54 | 15.67 | 7.06 | 8.54 | 4.46 | 7.71 | 3.64 |
| Yield(%) | 0.00 | 3.64 | 4.55 | 4.85 | 4.38 | 5.48 | 6.31 | 4.83 | 3.74 | 3.48 | 4.60 | 4.82 | 4.75 | 2.87 | 6.79 | 7.15 | 5.59 | 5.16 | 6.20 | 5.67 | 5.84 | 6.93 | 6.10 | 4.95 | 5.85 | 5.13 | 6.52 | 6.87 | 7.11 | 7.94 | 6.40 | 6.10 | 2.67 | 7.65 | 7.56 | 8.04 | 7.18 | 1.87 |
Data as of 12/30/2016, AR inception is 11/04/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDE (The Empire District Electric Company) |
-9.18%
Feb 2006 - Feb 2009 |
-3.96%
Feb 2004 - Feb 2009 |
0.77%
Feb 1999 - Feb 2009 |
3.95%
Nov 2000 - Nov 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDE (The Empire District Electric Company) |
29.14%
Feb 1989 - Feb 1992 |
18.37%
Oct 1988 - Oct 1993 |
14.22%
Nov 1990 - Nov 2000 |
10.41%
Mar 1989 - Mar 2004 |
Annualized Rolling Returns Comparison Chart