Performance Comparison
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