Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LRET | NA | -65.71% | -25.88% | NA | NA | NA | NA | … | … |
Data as of 04/01/2020, Common starting date is 05/06/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LRET | 05/06/2015 | 04/01/2020 |
| 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 (%) | 0.12 | -65.71 | -25.88 | NA | NA | NA | NA | … | … | -69.70 | 46.56 | -12.97 | 6.91 | 10.09 | 9.83 |
| Sharpe Ratio | NA | -0.81 | -0.51 | NA | NA | NA | NA | … | … | -0.63 | 1.86 | -0.43 | 0.27 | 0.28 | 0.47 |
| Standard Deviation(%) | NA | 82.41 | 53.20 | NA | NA | NA | NA | … | … | 158.34 | 24.33 | 33.17 | 23.09 | 34.88 | 32.57 |
| Draw Down(%) | NA | 78.21 | 78.21 | NA | NA | NA | NA | … | … | 78.21 | 12.63 | 27.09 | 11.52 | 28.84 | 19.72 |
| Yield(%) | 0.00 | 8.13 | 7.94 | 7.99 | 3.99 | 2.66 | 2.00 | … | … | 2.08 | 10.10 | 7.72 | 7.43 | 8.34 | 4.58 |
Data as of 04/01/2020, Common starting date is 05/06/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRET (LRET) |
-25.82%
Mar 2017 – Mar 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRET (LRET) |
14.67%
Oct 2016 – Oct 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart