Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ELG | NA | 18.53% | 0.15% | 3.36% | -2.24% | NA | NA | -4.51% |
Data as of 12/17/2010, AR inception is 10/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELG | 10/02/2000 | 12/17/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.71 | 18.53 | 0.15 | 3.36 | -2.24 | NA | NA | -4.51 | 15.65 | 37.00 | -37.69 | 10.75 | 8.73 | 2.77 | 5.27 | 28.34 | -32.13 | -25.90 | -24.10 |
| Sharpe Ratio | NA | 0.97 | -0.01 | 0.07 | -0.15 | NA | NA | -0.24 | 0.84 | 1.45 | -1.03 | 0.53 | 0.51 | 0.06 | 0.39 | 1.52 | -1.01 | -0.70 | -1.66 |
| Standard Deviation(%) | NA | 19.05 | 28.64 | 23.79 | 25.04 | NA | NA | 25.35 | 19.23 | 25.49 | 37.35 | 14.61 | 10.73 | 10.21 | 11.08 | 18.16 | 32.99 | 41.01 | 43.20 |
| Draw Down(%) | NA | 16.32 | 50.58 | 51.50 | 61.45 | NA | NA | 67.87 | 16.32 | 22.99 | 48.02 | 9.00 | 8.95 | 8.80 | 10.82 | 12.80 | 40.15 | 48.56 | 27.28 |
| Yield(%) | 0.00 | 0.64 | 0.63 | 0.68 | 0.42 | 0.22 | 0.17 | 0.33 | 0.62 | 1.17 | 0.58 | 0.91 | 0.50 | 0.75 | 1.39 | 0.63 | 0.32 | 0.13 | 0.02 |
Data as of 12/17/2010, AR inception is 10/02/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELG (ELG) |
-15.96%
Nov 2000 - Nov 2003 |
-7.87%
Nov 2000 - Nov 2005 |
-2.84%
Nov 2000 - Nov 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELG (ELG) |
13.96%
Jan 2003 - Jan 2006 |
12.44%
Sep 2002 - Sep 2007 |
-2.84%
Nov 2000 - Nov 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart