Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EZT (Entergy Texas Inc) | NA | -4.81% | 4.35% | 4.24% | NA | NA | NA | … | … |
Data as of 10/30/2020, Common starting date is 02/05/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EZT (Entergy Texas Inc) | 02/05/2015 | 10/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.04 | -4.81 | 4.35 | 4.24 | NA | NA | NA | … | … | -4.12 | 12.24 | -3.59 | 11.12 | 1.14 | 1.38 |
| Sharpe Ratio | NA | -0.29 | 0.23 | 0.26 | NA | NA | NA | … | … | -0.27 | 0.94 | -0.38 | 1.01 | 0.07 | 0.21 |
| Standard Deviation(%) | NA | 18.04 | 14.39 | 13.61 | NA | NA | NA | … | … | 18.91 | 11.58 | 12.81 | 10.47 | 14.15 | 7.10 |
| Draw Down(%) | NA | 19.61 | 19.61 | 19.61 | NA | NA | NA | … | … | 19.61 | 7.05 | 8.78 | 4.83 | 11.98 | 5.19 |
| Yield(%) | 0.00 | 5.05 | 5.42 | 5.08 | 2.69 | 1.79 | 1.34 | … | … | 3.79 | 5.66 | 5.47 | 5.57 | 5.23 | 1.34 |
Data as of 10/30/2020, Common starting date is 02/05/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EZT (Entergy Texas Inc) |
2.91%
Apr 2015 – Apr 2018 |
3.77%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EZT (Entergy Texas Inc) |
8.99%
Nov 2016 – Nov 2019 |
6.10%
Aug 2015 – Aug 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart