Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EEP (Enbridge Energy Partners L.P) | NA | -25.50% | -21.25% | -18.53% | NA | NA | NA | … | … |
Data as of 12/20/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EEP (Enbridge Energy Partners L.P) | 06/18/2012 | 12/20/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.34 | -25.50 | -21.25 | -18.53 | NA | NA | NA | … | … | -24.48 | -45.80 | 10.45 | -42.18 | 33.58 | 7.06 | -3.12 | 13.92 | 25.13 | 133.20 | -45.10 | 9.52 | 21.73 | -8.64 | 11.70 | 28.17 | 8.92 | 8.08 | 29.86 | -22.22 | 18.93 | 36.38 | 47.90 | 6.02 | -8.10 | 36.16 | 24.65 | 0.00 |
| Sharpe Ratio | NA | -1.27 | -1.17 | -1.14 | -0.47 | NA | NA | … | … | -1.26 | -1.88 | -0.55 | -1.73 | 0.56 | -0.62 | -1.31 | -0.19 | 0.31 | 3.44 | -1.38 | -0.79 | -0.05 | -1.73 | -0.48 | 0.61 | -0.50 | -0.56 | 0.27 | -1.26 | 0.88 | 1.61 | 1.77 | 0.08 | -0.45 | 1.88 | 1.20 | 0.00 |
| Standard Deviation(%) | NA | 36.95 | 38.60 | 35.71 | 30.14 | NA | NA | … | … | 37.35 | 34.71 | 42.93 | 34.99 | 27.07 | 18.60 | 17.74 | 24.11 | 20.86 | 33.28 | 46.60 | 15.83 | 12.33 | 17.16 | 16.50 | 14.49 | 21.54 | 23.74 | 24.29 | 20.16 | 17.65 | 20.36 | 24.81 | 25.79 | 24.49 | 18.00 | 18.32 | 1,724.67 |
| Draw Down(%) | NA | 41.43 | 65.83 | 77.95 | 70.89 | NA | NA | … | … | 41.43 | 51.62 | 38.87 | 50.98 | 17.87 | 13.53 | 12.39 | 23.75 | 13.36 | 21.78 | 52.94 | 18.87 | 7.90 | 23.66 | 17.08 | 8.15 | 18.79 | 18.01 | 17.14 | 26.55 | 10.10 | 12.67 | 17.61 | 20.08 | 20.03 | 7.22 | 9.64 | 0.00 |
| Yield(%) | 0.00 | 10.00 | 8.37 | 6.79 | 4.56 | 3.04 | 2.28 | … | … | 9.82 | 6.33 | 9.83 | 5.69 | 7.48 | 7.52 | 3.77 | 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 12/20/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEP (Enbridge Energy Partners L.P) |
-35.72%
May 2015 – May 2018 |
-20.39%
Mar 2013 – Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEP (Enbridge Energy Partners L.P) |
1.73%
Jul 2012 – Jul 2015 |
-11.50%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart