Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EVT.TO (Economic Investment Trust Common) | NA | 30.52% | 5.85% | 7.62% | 10.51% | 5.21% | 8.01% | … | … |
Data as of 08/23/2021, Common starting date is 08/13/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVT.TO (Economic Investment Trust Common) | 08/13/1996 | 08/23/2021 |
| 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 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.42 | 30.52 | 5.85 | 7.62 | 10.51 | 5.21 | 8.01 | … | … | 17.36 | 2.93 | 8.35 | -12.10 | 7.97 | 7.06 | 10.94 | -5.31 | 63.94 | 9.36 | -20.95 | 9.54 | 26.48 | -47.25 | -6.19 | 22.78 | 46.16 | 17.50 | 21.05 | -14.61 | -6.07 | 4.12 | -7.14 | -7.55 | 28.48 | 26.92 |
| Sharpe Ratio | NA | 1.76 | 0.33 | 0.51 | 0.77 | NA | NA | … | … | 1.52 | 0.14 | -1.53 | -3.90 | -1.08 | -2.49 | -0.58 | -2.16 | 3.94 | -0.63 | -2.84 | -0.44 | 0.25 | -2.17 | -1.52 | 0.02 | 1.27 | -0.10 | 0.10 | -1.82 | -0.74 | -3.49 | 0.79 | 0.74 | -0.63 | 3.80 |
| Standard Deviation(%) | NA | 17.31 | 15.64 | 13.51 | 13.11 | NA | NA | … | … | 18.73 | 19.27 | 9.73 | 8.63 | 10.47 | 10.85 | 13.05 | 11.04 | 11.51 | 14.76 | 13.91 | 20.51 | 31.65 | 30.63 | 18.59 | 19.06 | 19.74 | 20.97 | 17.37 | 18.86 | 37.28 | 18.46 | 22.59 | 34.66 | 28.78 | 21.79 |
| Draw Down(%) | NA | 5.86 | 25.15 | 26.33 | 26.33 | NA | NA | … | … | 5.86 | 25.15 | 8.82 | 14.75 | 5.24 | 8.84 | 9.51 | 10.84 | 3.82 | 12.96 | 21.43 | 7.70 | 13.19 | 49.99 | 17.89 | 8.96 | 5.79 | 13.75 | 10.98 | 25.00 | 28.77 | 7.55 | 21.82 | 38.46 | 11.00 | 4.76 |
| Yield(%) | 0.00 | 5.04 | 2.90 | 2.91 | 4.48 | 2.51 | 4.43 | … | … | 4.07 | 2.48 | 2.21 | 1.75 | 2.40 | 1.46 | 1.52 | 8.23 | 1.97 | 2.19 | 0.92 | 0.95 | 1.25 | 0.78 | 0.62 | 0.76 | 1.09 | 1.29 | 1.58 | 1.37 | 23.98 | 1.98 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 08/13/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVT.TO (Economic Investment Trust Common) |
-15.57%
Mar 2006 – Mar 2009 |
-10.69%
Dec 2006 – Dec 2011 |
2.16%
Apr 2002 – Apr 2012 |
2.59%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVT.TO (Economic Investment Trust Common) |
32.96%
Mar 2003 – Mar 2006 |
20.95%
Oct 2002 – Oct 2007 |
13.41%
Apr 1997 – Apr 2007 |
9.70%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart