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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
RE (Everest Re Group, Ltd.) NA 33.66% 24.69% 15.52% 13.41% 13.35% 10.68% 13.41%
Data as of 09/08/2023, AR inception is 10/03/1995
More Performance Analytics Comparison
Name Start Date End Date
RE (Everest Re Group, Ltd.) 10/03/1995 09/08/2023
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2023 2022 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 1995
Annualized Return (%) 1.62 33.66 24.69 15.52 13.41 13.35 10.68 13.41 14.04 26.56 20.57 -13.06 30.16 0.73 3.39 21.10 9.94 11.44 44.03 33.30 1.39 1.40 15.50 -22.33 4.27 -1.62 12.58 6.40 53.80 -21.37 -0.88 223.09 -42.22 -5.10 44.13 23.60 19.28
Sharpe Ratio NA 1.03 0.85 0.43 0.50 NA NA 0.39 0.63 0.87 0.84 -0.27 1.65 -0.03 0.13 1.22 0.64 0.75 2.79 2.10 0.05 0.06 0.47 -0.42 0.06 -0.30 0.54 0.29 1.95 -0.66 -0.08 4.76 -1.33 -0.23 1.21 0.58 4.04
Standard Deviation(%) NA 29.07 27.40 31.31 25.41 NA NA 29.41 26.79 28.95 24.34 49.69 17.46 22.48 20.79 17.05 15.46 15.27 15.75 15.96 27.11 21.09 32.94 55.11 19.78 16.20 19.17 18.81 27.25 34.19 38.71 46.00 34.27 37.30 33.32 34.53 25.65
Draw Down(%) NA 13.92 18.01 44.22 44.22 NA NA 52.97 13.68 18.01 14.19 44.22 9.11 21.03 21.57 14.54 11.94 11.80 8.08 11.24 21.19 19.05 22.74 41.22 17.22 16.44 9.99 21.90 14.43 42.20 34.76 17.18 46.24 33.95 22.92 14.00 5.00
Yield(%) 0.00 1.73 2.77 2.80 3.76 4.97 4.44 12.70 0.99 2.38 2.72 2.23 2.69 2.45 2.34 2.60 2.37 2.12 1.97 2.25 2.25 2.25 2.51 1.95 1.93 0.60 0.50 0.48 0.64 0.45 0.41 1.10 0.65 0.49 0.58 0.52 0.15
Data as of 09/08/2023, AR inception is 10/03/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
RE (Everest Re Group, Ltd.) -11.87%
Jan 2006 - Jan 2009
-4.72%
Jan 2004 - Jan 2009
2.24%
Jun 2001 - Jun 2011
6.80%
Oct 2005 - Oct 2020
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
RE (Everest Re Group, Ltd.) 36.05%
Dec 1999 - Dec 2002
32.74%
Dec 1999 - Dec 2004
18.18%
Nov 1995 - Nov 2005
16.10%
Dec 1999 - Dec 2014
Annualized Rolling Returns Comparison Chart