Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGL (Engility Holdings Inc) | NA | 39.01% | -61.52% | -42.06% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 07/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGL (Engility Holdings Inc) | 07/19/2012 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 39.01 | -61.52 | -42.06 | NA | NA | NA | … | … | 40.00 | -15.15 | -94.20 | 0.32 | -15.82 | 3.76 | -0.08 | 28.14 | 73.42 | 8.20 |
| Sharpe Ratio | NA | 0.17 | -0.26 | -0.23 | NA | NA | NA | … | … | 0.24 | -0.96 | -0.30 | -0.46 | -0.94 | -0.37 | -0.38 | 0.34 | 1.75 | -0.04 |
| Standard Deviation(%) | NA | 227.56 | 240.61 | 184.05 | NA | NA | NA | … | … | 288.19 | 15.40 | 392.53 | 46.59 | 37.57 | 81.82 | 48.69 | 28.04 | 31.31 | 42.36 |
| Draw Down(%) | NA | 78.86 | 96.17 | 96.43 | NA | NA | NA | … | … | 78.86 | 18.24 | 94.54 | 28.16 | 24.66 | 64.29 | 45.27 | 31.97 | 19.50 | 21.07 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 6.42 | 4.28 | 3.21 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 26.60 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 07/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGL (Engility Holdings Inc) |
-65.70%
Nov 2017 – Nov 2020 |
-47.35%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGL (Engility Holdings Inc) |
35.38%
Nov 2012 – Nov 2015 |
19.87%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart