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EntrepreneurShares Model - Small Cap Non-US Portfolio
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EntrepreneurShares LLC : Model Small Cap Non-US Portfolio
EntrepreneurShares LLC
Jan 2013 - Jun 2017
Model Small Cap Non-US Portfolio
Analysis
Quartile
Risk Analysis
EntrepreneurShares LLC: Model Small Cap Non-US Portfolio
Universe Rankings: Annualized Returns
Statistic
FTSE All World ex-US
YTD
29.88%
14.16%
60
1 Year Return
38.52%
20.87%
2 Year Return
16.44%
4.60%
40
3 Year Return
18.05%
1.62%
5 Year Return
---
7.98%
20
Cumulative Return
139.38%
28.55%
Standard Deviation
16.47%
11.93%
0
Gain Deviation MAR (5%)
14.61%
8.67%
Loss Deviation MAR (5%)
8.59%
8.05%
Sharpe Ratio (Citi 3 Mo. T-Bill )
1.29
0.47
-20
YTD
1 Year
3 Year
5 Year
10 Year
Best Period
14.92%
8.31%
Growth of $1000
$2393.84
$1285.51
Model Small Cap Non-US Portfolio
FTSE All World ex-US
Num of Negative Periods
17
23
Num of Positive Periods
37
31
eVestment All Global Equity
Background Universe:
Performance Statistics - All Market
Tracking Err
Bench Rtn
Bat A v g
Std De v
Bench Std De v
Corr (R)
Info Ratio
Benchmark
Beta
R^2
Returns
Alpha
FTSE All World ex-US
1.21
0.77
8.34% 21.41%
5.74%
0.70
16.47%
11.93%
0.88
1.88
14.09%
Vehicle Type: SA - Composite - eA Auto - Model Small Cap Non-US Portfolio - Gross of Fees. Displayed in US Dollar (USD). >Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Page 8 Page 9 Page 10 Page 11 Page 12 Page 13
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