Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ERTS | NA | 25.21% | 4.50% | -17.73% | -4.38% | 6.33% | 11.54% | 18.78% |
Data as of 12/19/2011, AR inception is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ERTS | 03/26/1990 | 12/19/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.46 | 25.21 | 4.50 | -17.73 | -4.38 | 6.33 | 11.54 | 18.78 | 21.15 | -7.72 | 10.66 | -72.54 | 15.98 | -3.73 | -15.19 | 29.36 | 91.60 | -16.98 | 40.66 | 1.48 | 49.68 | 48.43 | 26.29 | 14.62 | 35.69 | -35.83 | 45.45 | 115.69 | 299.11 | 12.13 |
| Sharpe Ratio | NA | 0.62 | 0.11 | -0.41 | -0.14 | NA | NA | 0.26 | 0.53 | -0.24 | 0.22 | -1.18 | 0.44 | -0.22 | -0.47 | 1.04 | 2.86 | -0.41 | 0.65 | -0.03 | 0.76 | 0.75 | -0.50 | 0.18 | 0.56 | -0.65 | 0.79 | 2.00 | 5.18 | 0.14 |
| Standard Deviation(%) | NA | 39.90 | 41.32 | 45.24 | 41.12 | NA | NA | 53.96 | 41.18 | 33.06 | 48.57 | 62.10 | 29.38 | 31.38 | 36.77 | 27.40 | 31.73 | 44.07 | 60.54 | 90.28 | 61.21 | 59.82 | 57.50 | 60.63 | 56.68 | 60.10 | 54.70 | 55.96 | 56.59 | 80.21 |
| Draw Down(%) | NA | 29.66 | 38.92 | 76.66 | 79.37 | NA | NA | 79.37 | 29.66 | 28.24 | 31.33 | 74.11 | 14.24 | 29.75 | 28.82 | 20.52 | 21.11 | 31.01 | 32.15 | 47.95 | 32.64 | 39.01 | 44.50 | 28.36 | 44.79 | 60.61 | 32.24 | 23.40 | 30.50 | 61.57 |
| Yield(%) | 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 | 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/19/2011, AR inception is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERTS (ERTS) |
-36.26%
Oct 2007 - Oct 2010 |
-24.03%
Jan 2005 - Jan 2010 |
-5.56%
Aug 2000 - Aug 2010 |
3.20%
Aug 1995 - Aug 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERTS (ERTS) |
169.57%
Oct 1990 - Oct 1993 |
79.03%
Oct 1990 - Oct 1995 |
47.94%
Oct 1990 - Oct 2000 |
37.15%
Oct 1990 - Oct 2005 |
Annualized Rolling Returns Comparison Chart