Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENV (Envestnet Inc) | NA | 70.19% | -7.71% | -0.68% | 1.85% | NA | NA | … | … |
Data as of 11/22/2024, Common starting date is 07/30/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENV (Envestnet Inc) | 07/30/2010 | 11/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 70.19 | -7.71 | -0.68 | 1.85 | NA | NA | … | … | 27.50 | -19.74 | -22.23 | -3.58 | 18.18 | 41.55 | -1.32 | 41.42 | 18.09 | -39.26 | 21.94 | 188.89 | 16.64 | -4.58 | 69.58 |
| Sharpe Ratio | NA | 2.41 | -0.35 | -0.08 | 0.01 | NA | NA | … | … | 0.98 | -0.66 | -0.64 | -0.10 | 0.33 | 1.49 | -0.08 | 1.46 | 0.43 | -0.68 | 0.57 | 4.92 | 0.46 | -0.08 | 5.49 |
| Standard Deviation(%) | NA | 26.38 | 33.31 | 38.65 | 38.95 | NA | NA | … | … | 24.55 | 36.73 | 37.03 | 36.04 | 53.49 | 27.00 | 32.56 | 28.02 | 41.22 | 58.10 | 38.46 | 38.39 | 36.05 | 56.65 | 44.96 |
| Draw Down(%) | NA | 13.24 | 59.85 | 62.32 | 65.77 | NA | NA | … | … | 13.24 | 51.37 | 48.63 | 26.37 | 46.31 | 25.41 | 26.93 | 21.18 | 34.20 | 50.48 | 28.68 | 12.35 | 15.91 | 35.52 | 14.82 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.07 | 1.55 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 18.59 | 0.00 |
Data as of 11/22/2024, Common starting date is 07/30/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENV (Envestnet Inc) |
-22.04%
Nov 2020 – Nov 2023 |
-6.99%
Nov 2018 – Nov 2023 |
-0.44%
Nov 2013 – Nov 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENV (Envestnet Inc) |
74.33%
Aug 2011 – Aug 2014 |
35.39%
Aug 2011 – Aug 2016 |
27.15%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart