Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENBA (Enbridge 6.375 Fixed to Floating Rate Subordinated Notes Series 2018 B Exp 2078) | NA | 10.32% | 10.94% | NA | NA | NA | NA | … | … |
Data as of 04/14/2023, Common starting date is 04/27/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENBA (Enbridge 6.375 Fixed to Floating Rate Subordinated Notes Series 2018 B Exp 2078) | 04/27/2018 | 04/14/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 10.32 | 10.94 | NA | NA | NA | NA | … | … | 4.10 | 2.31 | 7.06 | -2.47 | 19.75 | -6.77 |
| Sharpe Ratio | NA | 0.73 | 0.86 | NA | NA | NA | NA | … | … | 2.20 | 0.08 | 0.93 | -0.06 | 2.20 | -1.30 |
| Standard Deviation(%) | NA | 10.30 | 11.56 | NA | NA | NA | NA | … | … | 4.52 | 11.89 | 7.54 | 43.65 | 8.43 | 8.65 |
| Draw Down(%) | NA | 7.13 | 9.73 | NA | NA | NA | NA | … | … | 1.00 | 7.13 | 3.43 | 45.85 | 5.71 | 11.19 |
| Yield(%) | 0.00 | 4.72 | 6.04 | 6.03 | 3.01 | 2.01 | 1.51 | … | … | 0.00 | 6.00 | 5.97 | 5.78 | 6.64 | 4.79 |
Data as of 04/14/2023, Common starting date is 04/27/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENBA (Enbridge 6.375 Fixed to Floating Rate Subordinated Notes Series 2018 B Exp 2078) |
3.59%
Sep 2019 – Sep 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENBA (Enbridge 6.375 Fixed to Floating Rate Subordinated Notes Series 2018 B Exp 2078) |
22.03%
Mar 2020 – Mar 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart