Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ELLI (Ellie Mae Inc) | NA | 13.52% | 3.74% | 31.21% | NA | NA | NA | … | … |
Data as of 04/16/2019, Common starting date is 04/18/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELLI (Ellie Mae Inc) | 04/18/2011 | 04/16/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | 13.52 | 3.74 | 31.21 | NA | NA | NA | … | … | 57.55 | -29.72 | 6.84 | 38.93 | 49.38 | 50.06 | -3.17 | 391.15 | -15.29 |
| Sharpe Ratio | NA | 0.29 | 0.09 | 0.77 | NA | NA | NA | … | … | 9.02 | -0.82 | 0.19 | 0.91 | 1.18 | 1.34 | -0.06 | 6.64 | -0.37 |
| Standard Deviation(%) | NA | 41.25 | 37.11 | 39.63 | NA | NA | NA | … | … | 41.96 | 38.07 | 32.15 | 42.13 | 41.66 | 37.48 | 50.82 | 59.83 | 56.50 |
| Draw Down(%) | NA | 48.98 | 48.98 | 48.98 | NA | NA | NA | … | … | 3.88 | 48.98 | 29.06 | 25.15 | 27.37 | 24.72 | 32.50 | 25.03 | 47.95 |
| 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 04/16/2019, Common starting date is 04/18/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELLI (Ellie Mae Inc) |
-3.16%
Oct 2015 – Oct 2018 |
18.06%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELLI (Ellie Mae Inc) |
96.90%
Nov 2011 – Nov 2014 |
83.42%
Oct 2011 – Oct 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart