Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EAB (Entergy Arkansas Inc. 1MTG BD 52) | NA | -3.68% | 5.27% | 5.41% | NA | NA | NA | … | … |
Data as of 10/13/2020, Common starting date is 12/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EAB (Entergy Arkansas Inc. 1MTG BD 52) | 12/18/2012 | 10/13/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.04 | -3.68 | 5.27 | 5.41 | NA | NA | NA | … | … | 0.13 | 8.00 | -13.45 | 10.29 | -17.09 | 2.03 | 9.21 | -22.74 | -0.40 |
| Sharpe Ratio | NA | -0.12 | 0.22 | 0.28 | NA | NA | NA | … | … | 0.00 | 0.56 | -1.14 | 0.60 | -1.18 | 0.24 | 0.95 | -1.57 | -4.65 |
| Standard Deviation(%) | NA | 28.08 | 18.88 | 16.38 | NA | NA | NA | … | … | 31.31 | 11.75 | 12.99 | 16.16 | 14.57 | 8.32 | 9.71 | 14.49 | 2.56 |
| Draw Down(%) | NA | 27.78 | 28.12 | 28.12 | NA | NA | NA | … | … | 25.58 | 9.35 | 18.01 | 12.18 | 21.45 | 7.18 | 6.83 | 29.19 | 0.68 |
| Yield(%) | 0.00 | 4.49 | 4.91 | 4.96 | 3.79 | 2.52 | 1.89 | … | … | 3.53 | 5.32 | 4.89 | 5.59 | 4.90 | 5.19 | 6.04 | 4.73 | 0.00 |
Data as of 10/13/2020, Common starting date is 12/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAB (Entergy Arkansas Inc. 1MTG BD 52) |
1.74%
Nov 2015 – Nov 2018 |
3.99%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAB (Entergy Arkansas Inc. 1MTG BD 52) |
14.99%
Sep 2013 – Sep 2016 |
9.69%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart