EntrepreneurShares
Dec 2010 - Jun 2018
EntrepreneurShares Global Fund
Analysis
Quartile
Risk Analysis
EntrepreneurShares: EntrepreneurShares Global Fund
Universe Rankings: Annualized Returns
Statistic
MSCI World-ND
YTD
4.76%
0.43%
30
1 Year Return
18.64%
11.09%
2 Year Return
21.32%
14.59%
20
3 Year Return
12.69%
8.48%
5 Year Return
11.75%
9.94%
10
Cumulative Return
108.29%
104.55%
Standard Deviation
12.93%
11.72%
0
Gain Deviation MAR (5%)
9.69%
8.76%
Loss Deviation MAR (5%)
8.60%
7.83%
Sharpe Ratio (Citi 3 Mo. T-Bill )
0.76
0.82
-10
YTD
1 Year
3 Year
5 Year
10 Year
Growth of $1000
$2082.95
$2045.46
Num of Negative Periods
33
31
EntrepreneurShares Global Fund
MSCI World-ND
Num of Positive Periods
58
60
Kurtosis
1.52
1.01
eVestment Global All Cap Equity
Background Universe:
Performance Statistics - All Market
Corr (R)
Tracking Err
Excess Rtn
Info Ratio
Bench Rtn
Bat A v g
Std De v
Bench Std De v
Up Mkt Capture
Down Mkt Capture
Beta T-Stat
Benchmark
Alpha
Beta
Returns
MSCI World-ND
0.20% 0.92
1.02
4.95% 0.26%
0.05 10.16% 9.90% 0.54 12.93%
11.72% 101.08%
99.65% 22.76
Vehicle Type: USA - PF - SEC-Registered 1940 Act Mutual Fund - ENTIX - Net of Fees. Displayed in US Dollar (USD). Data frequency: Monthly eVestment Alliance, LLC and its affiliated entities (collectively, “eVestment”) collect information directly from investment management firms and other sources believed to be reliable, however, eVestment does not guarantee or warrant the accuracy, timeliness, or completeness of the information provided and is not responsible for any errors or omissions. Performance results may be provided with additional disclosures available on eVestment’s systems and other important considerations such as fees that may be applicable. Not for general distribution and limited distribution may only be made pursuant to client’s agreement terms. * All categories not necessarily included, Totals may not equal 100%. Copyright 2012-2018 eVestment Alliance, LLC. All Rights Reserved.
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