Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OXSQL (Oxford Square Capital Corp ELKS) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 12/22/2023, Common starting date is 03/19/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OXSQL (Oxford Square Capital Corp ELKS) | 03/19/2018 | 12/22/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | 200.17 | 8.00 | 4.93 | 8.74 | 1.72 |
| Sharpe Ratio | NA | 0.83 | 0.81 | 0.56 | NA | NA | NA | … | … | 0.94 | 1.85 | 1.44 | 0.09 | 1.09 | 0.10 |
| Standard Deviation(%) | NA | 4.70 | 62.35 | 54.21 | NA | NA | NA | … | … | 4.41 | 107.91 | 5.53 | 54.59 | 6.74 | 8.00 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 2.76 | 2.68 | 43.53 | 2.72 | 5.21 |
| Yield(%) | 0.00 | 5.03 | 27.19 | 19.23 | 9.63 | 6.42 | 4.82 | … | … | 5.01 | 68.95 | 6.50 | 6.39 | 6.64 | 3.23 |
Data as of 12/22/2023, Common starting date is 03/19/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OXSQL (Oxford Square Capital Corp ELKS) |
5.40%
Oct 2019 – Oct 2022 |
30.50%
Apr 2018 – Apr 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OXSQL (Oxford Square Capital Corp ELKS) |
66.00%
Mar 2020 – Mar 2023 |
31.63%
Nov 2018 – Nov 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart