Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ELU (Entergy Louisiana LLC 1ST MTG BD) | NA | -25.62% | -5.80% | -0.51% | NA | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 05/24/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELU (Entergy Louisiana LLC 1ST MTG BD) | 05/24/2013 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.12 | -25.62 | -5.80 | -0.51 | NA | NA | NA | … | … | -26.08 | 21.92 | -11.42 | 26.36 | -9.30 | 8.17 | 20.22 | -18.99 |
| Sharpe Ratio | NA | -0.71 | -0.30 | -0.07 | NA | NA | NA | … | … | -0.73 | 2.60 | -1.04 | 2.84 | -0.74 | 1.04 | 2.38 | -1.92 |
| Standard Deviation(%) | NA | 36.56 | 22.75 | 18.98 | NA | NA | NA | … | … | 37.23 | 7.97 | 12.22 | 9.11 | 12.78 | 7.84 | 8.51 | 15.36 |
| Draw Down(%) | NA | 29.09 | 29.09 | 29.09 | NA | NA | NA | … | … | 29.09 | 3.38 | 14.54 | 5.74 | 19.84 | 5.28 | 5.71 | 23.06 |
| Yield(%) | 0.00 | 3.47 | 4.31 | 4.73 | 2.99 | 2.00 | 1.50 | … | … | 3.44 | 5.36 | 4.79 | 5.67 | 4.93 | 0.00 | 6.07 | 2.51 |
Data as of 12/17/2020, Common starting date is 05/24/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELU (Entergy Louisiana LLC 1ST MTG BD) |
-5.76%
Nov 2017 – Nov 2020 |
-0.75%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELU (Entergy Louisiana LLC 1ST MTG BD) |
14.76%
Sep 2013 – Sep 2016 |
8.63%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart