Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ELJ (Entergy Louisiana LLC 1ST MTG5.25%) | NA | -1.90% | -0.56% | 0.10% | NA | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 07/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELJ (Entergy Louisiana LLC 1ST MTG5.25%) | 07/06/2012 | 12/17/2020 |
| 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 (%) | 0.00 | -1.90 | -0.56 | 0.10 | NA | NA | NA | … | … | -3.29 | 8.97 | -4.46 | 6.85 | -8.24 | 1.23 | 17.08 | -17.62 | 2.99 |
| Sharpe Ratio | NA | -0.12 | -0.12 | -0.06 | NA | NA | NA | … | … | -0.21 | 0.98 | -0.62 | 0.84 | -0.64 | 0.14 | 1.64 | -1.22 | 0.81 |
| Standard Deviation(%) | NA | 17.49 | 12.26 | 11.67 | NA | NA | NA | … | … | 17.70 | 7.69 | 9.33 | 7.47 | 13.24 | 8.30 | 10.43 | 14.44 | 7.72 |
| Draw Down(%) | NA | 18.17 | 18.17 | 18.17 | NA | NA | NA | … | … | 18.17 | 3.64 | 8.48 | 2.52 | 12.50 | 5.58 | 4.68 | 25.27 | 3.48 |
| 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 | 0.00 |
Data as of 12/17/2020, Common starting date is 07/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELJ (Entergy Louisiana LLC 1ST MTG5.25%) |
-2.73%
Nov 2015 – Nov 2018 |
-1.58%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELJ (Entergy Louisiana LLC 1ST MTG5.25%) |
7.42%
Sep 2013 – Sep 2016 |
3.37%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart