Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RLJE (RLJ Entertainment Inc) | NA | 59.85% | 22.60% | -16.85% | NA | NA | NA | … | … |
Data as of 11/09/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RLJE (RLJ Entertainment Inc) | 06/18/2012 | 11/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 59.85 | 22.60 | -16.85 | NA | NA | NA | … | … | 69.88 | 129.94 | -7.73 | -70.95 | -58.46 | -4.20 | -49.75 | 0.42 |
| Sharpe Ratio | NA | 0.93 | -0.02 | -0.34 | NA | NA | NA | … | … | 1.54 | 1.74 | -0.38 | -0.44 | -1.21 | -0.45 | -1.95 | -9.35 |
| Standard Deviation(%) | NA | 42.28 | 83.55 | 112.97 | NA | NA | NA | … | … | 43.15 | 64.09 | 108.77 | 204.70 | 63.45 | 50.74 | 46.02 | 1.99 |
| Draw Down(%) | NA | 16.38 | 66.16 | 94.61 | NA | NA | NA | … | … | 13.36 | 34.75 | 54.88 | 87.27 | 60.48 | 33.11 | 52.71 | 1.04 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/09/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RLJE (RLJ Entertainment Inc) |
-65.72%
Jul 2012 – Jul 2015 |
-36.17%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RLJE (RLJ Entertainment Inc) |
72.60%
Jul 2015 – Jul 2018 |
-15.99%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart