Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ELR (SPDR Dow Jones Large Cap) | NA | -0.27% | -12.75% | -3.57% | NA | NA | NA | … | … |
Data as of 03/30/2015, Common starting date is 11/16/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELR (SPDR Dow Jones Large Cap) | 11/16/2005 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.53 | -0.27 | -12.75 | -3.57 | NA | NA | NA | … | … | -7.87 | 5.85 | 16.70 | 15.92 | 1.70 | 15.45 | 27.24 | -37.43 | 5.89 | 14.02 | 2.74 |
| Sharpe Ratio | NA | -0.01 | -0.11 | 0.31 | NA | NA | NA | … | … | -1.68 | 0.14 | 2.76 | 1.31 | 0.07 | 0.87 | 1.02 | -1.18 | 0.20 | 1.05 | 3.79 |
| Standard Deviation(%) | NA | 33.18 | 120.87 | 23.73 | NA | NA | NA | … | … | 17.35 | 40.52 | 12.73 | 12.22 | 23.86 | 17.70 | 26.63 | 32.51 | 14.52 | 10.26 | 6.02 |
| Draw Down(%) | NA | 18.82 | 63.11 | 63.11 | NA | NA | NA | … | … | 8.89 | 18.82 | 6.05 | 9.91 | 20.29 | 15.31 | 26.49 | 46.07 | 9.35 | 7.67 | 1.17 |
| Yield(%) | 0.00 | 2.26 | 1.67 | 2.00 | 1.71 | 1.14 | 0.85 | … | … | 0.00 | 2.21 | 1.84 | 2.31 | 1.84 | 1.45 | 2.06 | 1.34 | 1.96 | 1.80 | 0.20 |
Data as of 03/30/2015, Common starting date is 11/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELR (SPDR Dow Jones Large Cap) |
-15.31%
Feb 2006 – Feb 2009 |
-10.63%
Aug 2008 – Aug 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELR (SPDR Dow Jones Large Cap) |
25.32%
Feb 2009 – Feb 2012 |
6.78%
Jun 2008 – Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart