Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ETM (Entercom Communications Corporation) | NA | 128.04% | -11.35% | -17.27% | -4.83% | -9.24% | -10.02% | … | … |
Data as of 06/03/2021, Common starting date is 01/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETM (Entercom Communications Corporation) | 01/29/1999 | 06/03/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.15 | 128.04 | -11.35 | -17.27 | -4.83 | -9.24 | -10.02 | … | … | 74.49 | -46.24 | -15.44 | -44.60 | -25.33 | 38.57 | -7.63 | 15.73 | 50.58 | 13.43 | -46.87 | 63.78 | 472.73 | -90.35 | -47.81 | 0.61 | -17.31 | -32.24 | 12.87 | -6.14 | 45.17 | -49.04 | 115.45 |
| Sharpe Ratio | NA | 1.47 | -0.15 | -0.25 | -0.09 | NA | NA | … | … | 3.81 | -0.38 | -0.26 | -0.91 | -0.78 | 1.04 | -0.20 | 0.51 | 1.29 | 0.30 | -0.65 | 1.06 | 4.55 | -0.77 | -1.43 | -0.11 | -0.88 | -1.49 | 0.49 | -0.17 | 0.75 | -0.75 | 2.89 |
| Standard Deviation(%) | NA | 86.95 | 87.82 | 72.02 | 60.62 | NA | NA | … | … | 73.50 | 123.27 | 63.68 | 50.53 | 33.59 | 36.72 | 38.68 | 30.78 | 39.04 | 45.08 | 72.70 | 60.05 | 103.98 | 118.71 | 35.75 | 25.08 | 22.04 | 22.24 | 25.06 | 42.83 | 58.18 | 70.89 | 43.58 |
| Draw Down(%) | NA | 46.12 | 90.06 | 94.47 | 94.47 | NA | NA | … | … | 35.78 | 83.52 | 58.28 | 50.40 | 41.33 | 18.80 | 26.55 | 28.39 | 27.41 | 41.93 | 64.68 | 67.62 | 53.77 | 95.61 | 52.00 | 24.97 | 22.63 | 43.50 | 16.31 | 37.12 | 42.23 | 62.08 | 17.98 |
| Yield(%) | 0.00 | 0.00 | 2.52 | 1.97 | 1.63 | 1.19 | 0.49 | … | … | 0.00 | 0.43 | 3.70 | 3.30 | 3.38 | 2.10 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.48 | 5.47 | 5.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/03/2021, Common starting date is 01/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETM (Entercom Communications Corporation) |
-69.34%
Oct 2005 – Oct 2008 |
-55.14%
Oct 2003 – Oct 2008 |
-28.05%
Mar 1999 – Mar 2009 |
-17.62%
Apr 2005 – Apr 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETM (Entercom Communications Corporation) |
112.51%
Oct 2008 – Oct 2011 |
66.60%
Oct 2008 – Oct 2013 |
26.58%
Oct 2008 – Oct 2018 |
-4.52%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart