Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EDR (Endeavor Group Holdings Inc) | NA | 16.12% | -0.99% | 3.36% | -0.90% | 5.29% | 0.59% | … | … |
Data as of 03/21/2025, Common starting date is 01/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EDR (Endeavor Group Holdings Inc) | 01/26/2005 | 03/21/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.70 | 16.12 | -0.99 | 3.36 | -0.90 | 5.29 | 0.59 | … | … | -6.34 | 33.02 | 5.85 | -35.40 | 1,082.71 | -15.76 | 15.74 | 7.97 | 44.64 | -13.55 | 7.27 | 35.34 | 65.52 | -0.20 | -48.79 | -19.35 | 23.26 | -17.83 |
| Sharpe Ratio | NA | 0.42 | -0.15 | 0.49 | -0.02 | NA | NA | … | … | -0.61 | 1.65 | 0.04 | -0.84 | 0.44 | -0.99 | 0.73 | 0.35 | 2.93 | -0.68 | 0.40 | 1.10 | 1.84 | 0.00 | -0.59 | -0.80 | 0.74 | -0.76 |
| Standard Deviation(%) | NA | 22.91 | 35.54 | 115.59 | 128.53 | NA | NA | … | … | 47.41 | 16.00 | 40.19 | 43.76 | 264.07 | 16.65 | 21.41 | 22.60 | 15.25 | 19.89 | 18.17 | 32.13 | 35.50 | 74.88 | 84.26 | 27.94 | 27.06 | 27.72 |
| Draw Down(%) | NA | 19.48 | 42.15 | 49.21 | 93.58 | NA | NA | … | … | 19.48 | 8.48 | 31.53 | 48.70 | 27.73 | 17.43 | 18.89 | 26.78 | 7.93 | 27.47 | 15.61 | 20.29 | 23.22 | 52.93 | 80.43 | 27.43 | 17.74 | 38.98 |
| Yield(%) | 0.00 | 0.94 | 0.46 | 0.33 | 1.47 | 7.99 | 3.34 | … | … | 0.19 | 1.03 | 0.57 | 0.00 | 0.00 | 3.67 | 4.06 | 3.90 | 5.19 | 3.93 | 3.35 | 3.02 | 4.11 | 7.17 | 7.41 | 5.57 | 8.16 | 4.80 |
Data as of 03/21/2025, Common starting date is 01/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDR (Endeavor Group Holdings Inc) |
-55.36%
Oct 2015 – Oct 2018 |
-33.80%
Oct 2013 – Oct 2018 |
-18.16%
Sep 2008 – Sep 2018 |
-2.31%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDR (Endeavor Group Holdings Inc) |
106.38%
Mar 2021 – Mar 2024 |
28.05%
Mar 2009 – Mar 2014 |
13.44%
Aug 2011 – Aug 2021 |
1.91%
Feb 2010 – Feb 2025 |
Annualized Rolling Returns Comparison Chart