Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESL (Esterline Technologies Corporation) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 03/13/2019, Common starting date is 11/06/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESL (Esterline Technologies Corporation) | 11/06/1987 | 03/13/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 62.58 | -16.26 | 10.12 | -26.15 | 7.57 | 60.29 | 13.65 | -18.40 | 68.24 | 7.60 | -26.78 | 28.64 | 8.17 | 13.91 | 22.42 | 50.93 | 10.37 | -39.01 | 127.03 | -46.84 | 20.83 | 37.80 | 10.00 | 72.73 | 80.33 | -34.41 | -25.60 | 150.00 | -44.44 | -10.89 | 44.29 | -13.58 |
| Sharpe Ratio | NA | 1.97 | 0.72 | 0.07 | 0.50 | NA | NA | … | … | 0.90 | 1.15 | -0.98 | -0.50 | -1.47 | -0.45 | 2.07 | -0.15 | -0.84 | 1.48 | -0.22 | -0.71 | 0.23 | -0.41 | -0.22 | 0.09 | 0.87 | -0.20 | -0.94 | 2.02 | -1.23 | 0.40 | 1.21 | 0.18 | 1.65 | 1.90 | -0.96 | -0.57 | 3.08 | -1.26 | -0.43 | 0.93 | -1.10 |
| Standard Deviation(%) | NA | 30.64 | 33.39 | 37.80 | 39.27 | NA | NA | … | … | 3.15 | 35.54 | 36.41 | 47.83 | 30.37 | 24.54 | 20.16 | 32.72 | 44.10 | 33.60 | 50.56 | 65.48 | 28.69 | 35.07 | 32.29 | 32.33 | 36.19 | 46.13 | 65.23 | 51.29 | 40.60 | 44.25 | 28.09 | 36.67 | 41.78 | 40.70 | 37.75 | 48.73 | 47.21 | 39.24 | 38.61 | 42.41 | 60.93 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 12.30 | 31.74 | 36.26 | 40.44 | 16.13 | 11.84 | 30.88 | 40.78 | 22.84 | 52.50 | 58.41 | 14.31 | 32.15 | 17.80 | 23.49 | 20.06 | 34.17 | 58.07 | 25.48 | 53.20 | 33.33 | 25.15 | 21.78 | 32.91 | 22.86 | 43.27 | 54.48 | 24.39 | 52.58 | 29.20 | 35.11 | 25.00 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/13/2019, Common starting date is 11/06/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESL (Esterline Technologies Corporation) |
-22.12%
Mar 2006 – Mar 2009 |
-12.39%
Jul 1988 – Jul 1993 |
1.65%
May 2008 – May 2018 |
5.27%
Jun 1988 – Jun 2003 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESL (Esterline Technologies Corporation) |
60.45%
Jun 1994 – Jun 1997 |
41.66%
Dec 1993 – Dec 1998 |
23.72%
Dec 1990 – Dec 2000 |
19.55%
May 1993 – May 2008 |
Annualized Rolling Returns Comparison Chart