Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EEQ (Enbridge Energy Management L.L.C) | NA | -10.67% | -9.31% | -8.96% | 15.50% | 12.77% | NA | … | … |
Data as of 12/20/2018, Common starting date is 10/11/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EEQ (Enbridge Energy Management L.L.C) | 10/11/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.87 | -10.67 | -9.31 | -8.96 | 15.50 | 12.77 | NA | … | … | -19.53 | -43.32 | 29.55 | -38.24 | 44.93 | 5.90 | -11.08 | 12.59 | 27.17 | 141.19 | -50.15 | 15.45 | 118.66 | -1.16 | 10.46 | 40.49 | 3.95 |
| Sharpe Ratio | NA | -1.06 | -0.98 | -0.97 | -0.50 | NA | NA | … | … | -1.12 | -1.75 | -0.12 | -1.74 | 0.98 | -0.67 | -1.80 | -0.26 | 0.44 | 3.57 | -1.47 | -0.41 | 1.50 | -1.40 | -0.64 | 1.42 | -0.12 |
| Standard Deviation(%) | NA | 37.25 | 37.86 | 34.76 | 29.70 | NA | NA | … | … | 37.62 | 35.93 | 39.49 | 32.62 | 27.07 | 18.71 | 16.61 | 22.44 | 19.66 | 34.32 | 47.34 | 16.16 | 64.53 | 15.88 | 14.26 | 14.94 | 24.69 |
| Draw Down(%) | NA | 40.89 | 63.91 | 71.59 | 71.59 | NA | NA | … | … | 40.89 | 48.96 | 35.09 | 47.09 | 18.08 | 14.41 | 12.94 | 23.77 | 13.10 | 23.14 | 55.99 | 16.47 | 10.23 | 19.58 | 18.19 | 9.59 | 8.38 |
| Yield(%) | 0.00 | 8.20 | 2.17 | 1.09 | 2.66 | 3.78 | 10.00 | … | … | 7.72 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.44 | 0.00 | 0.00 | 0.00 | 0.00 | 8.85 | 0.00 | 0.00 | 0.00 | 84.74 | 28.82 |
Data as of 12/20/2018, Common starting date is 10/11/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEQ (Enbridge Energy Management L.L.C) |
-29.97%
Mar 2015 – Mar 2018 |
-13.79%
Mar 2013 – Mar 2018 |
5.02%
May 2008 – May 2018 |
13.00%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEQ (Enbridge Energy Management L.L.C) |
90.44%
Dec 2008 – Dec 2011 |
54.99%
Nov 2002 – Nov 2007 |
40.17%
Nov 2002 – Nov 2012 |
22.56%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart