Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EIHI (Eastern Insurance Holdings Inc) | NA | 45.73% | 29.56% | 27.82% | NA | NA | NA | … | … |
Data as of 12/31/2013, Common starting date is 09/05/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EIHI (Eastern Insurance Holdings Inc) | 09/05/2006 | 12/31/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.12 | 45.73 | 29.56 | 27.82 | NA | NA | NA | … | … | 45.73 | 24.35 | 20.00 | 41.77 | 10.66 | -49.98 | 14.71 | 2.82 |
| Sharpe Ratio | NA | 2.08 | 1.57 | 0.85 | NA | NA | NA | … | … | 1.98 | 1.24 | 1.38 | 1.57 | 0.17 | -0.87 | 0.76 | 0.33 |
| Standard Deviation(%) | NA | 21.96 | 18.79 | 32.78 | NA | NA | NA | … | … | 23.06 | 19.70 | 14.46 | 26.63 | 61.35 | 58.53 | 15.35 | 17.10 |
| Draw Down(%) | NA | 8.88 | 10.74 | 47.31 | NA | NA | NA | … | … | 8.88 | 10.74 | 6.55 | 14.16 | 47.31 | 59.51 | 11.25 | 6.29 |
| Yield(%) | 0.00 | 1.81 | 2.44 | 3.56 | 1.40 | 0.93 | 0.70 | … | … | 1.82 | 2.04 | 2.35 | 3.19 | 3.13 | 2.16 | 1.39 | 0.00 |
Data as of 12/31/2013, Common starting date is 09/05/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIHI (Eastern Insurance Holdings Inc) |
-19.94%
Oct 2006 – Oct 2009 |
0.24%
Oct 2006 – Oct 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIHI (Eastern Insurance Holdings Inc) |
36.68%
Oct 2009 – Oct 2012 |
25.94%
Nov 2008 – Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart