Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ERM (EquityCompass Risk Manager ETF) | NA | 9.96% | 12.12% | 2.80% | NA | NA | NA | … | … |
Data as of 07/25/2023, Common starting date is 04/11/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ERM (EquityCompass Risk Manager ETF) | 04/11/2017 | 07/25/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.96 | 12.12 | 2.80 | NA | NA | NA | … | … | 7.54 | -12.75 | 25.52 | -2.66 | 11.97 | -9.08 | 12.91 |
| Sharpe Ratio | NA | 0.67 | 0.75 | 0.08 | NA | NA | NA | … | … | 1.23 | -0.83 | 1.96 | -0.09 | 0.90 | -0.69 | 2.45 |
| Standard Deviation(%) | NA | 9.50 | 14.71 | 18.57 | NA | NA | NA | … | … | 7.68 | 17.00 | 13.03 | 31.32 | 11.72 | 14.99 | 7.17 |
| Draw Down(%) | NA | 8.50 | 21.14 | 38.43 | NA | NA | NA | … | … | 5.09 | 21.14 | 6.73 | 36.71 | 8.07 | 19.37 | 3.17 |
| Yield(%) | 0.00 | 1.64 | 1.68 | 1.53 | 1.03 | 0.69 | 0.52 | … | … | 0.64 | 1.34 | 1.17 | 1.29 | 2.22 | 1.89 | 0.87 |
Data as of 07/25/2023, Common starting date is 04/11/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERM (EquityCompass Risk Manager ETF) |
-4.63%
Oct 2017 – Oct 2020 |
1.58%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERM (EquityCompass Risk Manager ETF) |
14.72%
Mar 2020 – Mar 2023 |
5.13%
May 2017 – May 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart