Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESND (Essendant Inc) | NA | 41.44% | -24.31% | -20.94% | NA | NA | NA | … | … |
Data as of 01/31/2019, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESND (Essendant Inc) | 06/18/2012 | 01/31/2019 |
| 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 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.73 | 41.44 | -24.31 | -20.94 | NA | NA | NA | … | … | 1.75 | 35.71 | -55.65 | -35.71 | -22.89 | -8.13 | 48.08 | 21.48 | 107.48 | 12.18 | 69.84 | -27.53 | -1.03 | -3.73 | 4.98 | 12.90 | 42.08 | -14.41 | 40.21 | -15.97 | 9.86 | 8.05 | 146.79 | -29.73 | 318.87 | -13.11 | -10.29 | 91.55 | 0.00 | -44.53 | -29.67 | 28.17 | 5.19 | -32.50 | 1.01 | 83.33 | 45.95 | 70.11 | 17.57 |
| Sharpe Ratio | NA | 0.36 | -0.89 | -0.95 | -0.27 | NA | NA | … | … | 2.47 | 0.25 | -1.44 | -1.20 | -1.67 | -1.15 | 1.30 | 1.23 | 1.14 | -0.19 | 1.04 | -0.87 | -0.74 | -1.21 | -0.69 | -0.27 | 0.70 | -0.97 | 0.45 | -0.80 | 0.11 | 0.10 | 2.70 | -0.57 | 7.09 | -0.36 | -0.33 | 2.52 | -0.11 | -1.22 | -1.05 | 0.75 | 0.02 | -0.91 | -0.09 | 2.06 | 1.30 | 2.78 | 15.92 |
| Standard Deviation(%) | NA | 55.08 | 55.28 | 45.58 | 45.84 | NA | NA | … | … | 8.71 | 56.31 | 52.06 | 58.24 | 24.77 | 23.11 | 22.72 | 21.73 | 78.29 | 33.40 | 49.31 | 54.13 | 31.39 | 21.70 | 23.21 | 24.79 | 32.53 | 35.10 | 43.18 | 49.04 | 57.79 | 48.48 | 52.76 | 57.69 | 44.41 | 44.57 | 37.56 | 35.05 | 33.19 | 40.71 | 33.83 | 31.20 | 48.19 | 40.15 | 44.83 | 37.00 | 30.50 | 22.37 | 27.60 |
| Draw Down(%) | NA | 28.80 | 78.82 | 83.42 | 82.16 | NA | NA | … | … | 1.58 | 28.80 | 62.25 | 56.45 | 28.71 | 19.98 | 19.54 | 12.95 | 28.42 | 28.78 | 46.03 | 50.32 | 35.34 | 20.07 | 19.02 | 17.78 | 37.50 | 44.34 | 22.63 | 43.14 | 50.00 | 37.50 | 12.64 | 42.15 | 14.52 | 43.65 | 36.25 | 12.50 | 28.72 | 50.39 | 46.00 | 19.02 | 42.08 | 46.08 | 28.28 | 24.35 | 21.17 | 19.32 | 4.60 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/31/2019, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESND (Essendant Inc) |
-43.20%
Apr 2015 – Apr 2018 |
-27.39%
Mar 2013 – Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESND (Essendant Inc) |
13.46%
Jul 2012 – Jul 2015 |
-12.77%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart