Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENH (Endurance Specialty Holdings Ltd) | NA | 45.49% | 23.31% | 20.84% | 13.10% | NA | NA | … | … |
Data as of 03/28/2017, Common starting date is 03/03/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENH (Endurance Specialty Holdings Ltd) | 03/03/2003 | 03/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 45.49 | 23.31 | 20.84 | 13.10 | NA | NA | … | … | 1.04 | 47.56 | 9.34 | 4.57 | 51.63 | 7.12 | -14.40 | 26.88 | 26.14 | -24.50 | 17.11 | 5.17 | 7.84 | 4.42 | 114.62 |
| Sharpe Ratio | NA | 1.40 | 1.01 | 1.01 | 0.46 | NA | NA | … | … | 5.53 | 1.41 | 0.54 | 0.31 | 3.60 | 0.36 | -0.52 | 1.27 | 0.70 | -0.52 | 0.63 | 0.09 | 0.25 | 0.19 | 3.17 |
| Standard Deviation(%) | NA | 32.22 | 22.86 | 20.63 | 27.66 | NA | NA | … | … | 0.75 | 33.42 | 17.24 | 14.51 | 14.35 | 19.88 | 27.61 | 21.17 | 37.21 | 48.90 | 22.53 | 22.10 | 22.59 | 18.55 | 46.77 |
| Draw Down(%) | NA | 8.13 | 13.64 | 17.95 | 52.91 | NA | NA | … | … | 0.10 | 8.13 | 12.39 | 13.19 | 6.63 | 17.95 | 34.74 | 11.20 | 39.80 | 51.65 | 12.03 | 16.77 | 23.37 | 16.98 | 14.26 |
| Yield(%) | 0.00 | 2.33 | 2.72 | 3.37 | 3.41 | 4.54 | 3.41 | … | … | 0.41 | 2.39 | 2.35 | 2.39 | 3.18 | 3.26 | 2.59 | 2.69 | 3.24 | 2.40 | 2.76 | 2.79 | 2.96 | 2.39 | 1.41 |
Data as of 03/28/2017, Common starting date is 03/03/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENH (Endurance Specialty Holdings Ltd) |
-8.12%
Feb 2006 – Feb 2009 |
-4.95%
Feb 2004 – Feb 2009 |
7.06%
Jun 2004 – Jun 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENH (Endurance Specialty Holdings Ltd) |
29.37%
Jul 2012 – Jul 2015 |
23.76%
Nov 2011 – Nov 2016 |
13.61%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart