Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EEI (Ecology & Environment Inc) | NA | 41.22% | 17.82% | 15.39% | 3.97% | 10.92% | 11.29% | … | … |
Data as of 12/31/2019, Common starting date is 03/17/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EEI (Ecology & Environment Inc) | 03/17/1992 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.98 | 41.22 | 17.82 | 15.39 | 3.97 | 10.92 | 11.29 | … | … | 41.22 | 11.59 | 3.04 | 7.73 | 16.93 | -13.34 | 1.15 | -28.24 | 10.85 | 3.48 | 28.68 | 12.06 | 47.56 | 26.54 | 19.02 | -16.29 | 27.15 | -9.40 | 63.53 | 13.97 | -39.41 | -18.63 | 55.48 | -3.09 | -3.30 | -39.88 | 8.89 | -12.52 |
| Sharpe Ratio | NA | 0.76 | 0.43 | 0.39 | 0.10 | NA | NA | … | … | 0.76 | 0.34 | 0.10 | 0.21 | 0.42 | -0.41 | 0.04 | -0.89 | 0.28 | 0.13 | 0.68 | 0.18 | 1.22 | 1.07 | 0.38 | -0.65 | 0.98 | -0.42 | 1.60 | 0.32 | -1.30 | -1.03 | 2.09 | -0.23 | -0.27 | -1.80 | 0.24 | -0.70 |
| Standard Deviation(%) | NA | 52.53 | 37.87 | 37.76 | 35.14 | NA | NA | … | … | 52.53 | 30.22 | 25.22 | 35.04 | 40.13 | 32.51 | 31.09 | 32.11 | 38.54 | 26.27 | 42.07 | 61.85 | 36.70 | 21.85 | 44.21 | 26.60 | 26.93 | 24.94 | 38.92 | 30.81 | 32.69 | 21.22 | 24.79 | 28.43 | 26.86 | 23.81 | 27.77 | 25.49 |
| Draw Down(%) | NA | 26.42 | 30.36 | 30.36 | 57.97 | NA | NA | … | … | 26.42 | 28.03 | 18.86 | 19.89 | 22.63 | 30.86 | 27.71 | 35.45 | 33.39 | 24.24 | 19.11 | 37.61 | 20.93 | 12.68 | 25.00 | 29.52 | 14.97 | 32.10 | 30.53 | 19.63 | 39.41 | 20.50 | 20.67 | 21.26 | 22.90 | 41.85 | 19.15 | 36.13 |
| Yield(%) | 0.00 | 3.53 | 3.82 | 4.64 | 2.82 | 9.40 | 11.96 | … | … | 2.97 | 3.81 | 3.82 | 4.31 | 5.33 | 4.34 | 2.09 | 2.93 | 3.26 | 2.82 | 3.42 | 3.23 | 49.13 | 4.04 | 4.38 | 3.43 | 4.36 | 3.49 | 5.57 | 5.95 | 3.51 | 2.72 | 4.03 | 3.71 | 3.61 | 2.92 | 1.83 | 1.35 |
Data as of 12/31/2019, Common starting date is 03/17/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEI (Ecology & Environment Inc) |
-19.79%
Aug 1993 – Aug 1996 |
-9.83%
May 2011 – May 2016 |
-3.66%
Feb 1993 – Feb 2003 |
2.92%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEI (Ecology & Environment Inc) |
43.79%
Apr 2005 – Apr 2008 |
29.02%
May 2006 – May 2011 |
19.73%
Sep 1999 – Sep 2009 |
13.17%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison Chart