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). 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 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
Jan 2013 - Jun 2017
Model Small Cap Non-US Portfolio
Analysis
Historical Performance - Monthly Returns
Jan
Feb
Mar
Apr
Ma y
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2017
6.54%
5.57%
4.48%
3.26%
2.12%
4.81%
---
---
---
---
---
---
29.88%
2016
-8.64%
1.05%
14.92%
2.34%
-0.17%
-6.07%
6.34%
2.26%
0.64%
-4.76%
1.03%
1.28%
8.58%
2015
1.70%
10.19%
0.43%
9.61%
1.72%
-3.95%
-0.75%
-6.70%
-4.95%
10.40%
-0.62%
-0.44%
15.88%
2014
-0.65%
5.75%
0.36%
-3.71%
-0.71%
1.63%
1.02%
2.05%
-3.48%
0.34%
1.87%
-1.02%
3.14%
2013
5.24%
1.14%
0.80%
5.03%
1.14%
-5.94%
10.12%
-1.01%
11.24%
2.42%
2.87%
3.70%
42.03%
Vehicle Type: SA - Composite - eA Auto - Model Small Cap Non-US Portfolio - Gross 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 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
EntrepreneurShares LLC
Jan 2013 - Jun 2017
Model Small Cap Non-US Portfolio
Charts
Growth of $1,000
Drawdown
2000
0.0%
1500
-10.0%
1000
-20.0%
500
-30.0%
2013
2014
2015
2016
2017
2014
2015
2016
2017
Model Small Cap Non-US Portfolio
FTSE All World ex-US
Model Small Cap Non-US Portfolio
FTSE All World ex-US
Distribution of Monthly Returns
Standard Deviation - One Year Rolling
20%
10
10%
0
0%
Jan '14
Jul '14
Jan '15
Jul '15
Jan '16
Jul '16
Jan '17
Model Small Cap Non-US Portfolio
FTSE All World ex-US
Model Small Cap Non-US Portfolio
FTSE All World ex-US
Vehicle Type: SA - Composite - eA Auto - Model Small Cap Non-US Portfolio - Gross 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 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
EntrepreneurShares LLC
Jan 2013 - Jun 2017
Model Small Cap Non-US Portfolio
Peer Analysis
Background Universe: All Global Equity
25
20
15
10
5
0
-5
-10
Excess Returns
Returns
Standard Deviation
Ann. Alpha
Tracking Error
Model Small Cap Non-US Portfolio
FTSE All World ex-US
Vehicle Type: SA - Composite - eA Auto - Model Small Cap Non-US Portfolio - Gross 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 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
EntrepreneurShares LLC
Jan 2013 - Jun 2017
Model Small Cap Non-US Portfolio
Peer Analysis
Background Universe: All Global Equity displaying 1054 peers
30%
25%
20%
15%
10%
5%
0%
-5%
-10%
-15%
-20%
0%
5%
10%
15%
20%
25%
30%
35%
40%
45%
50%
Standard Deviation
eVestment All Global Equity
Model Small Cap Non-US Portfolio
FTSE All World ex-US
Vehicle Type: SA - Composite - eA Auto - Model Small Cap Non-US Portfolio - Gross 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 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
EntrepreneurShares LLC
Jan 2013 - Jun 2017
Model Small Cap Non-US Portfolio
Peer Analysis
Background Universe: All Global Equity
50
40
30
20
10
0
-10
-20
-30
YTD
2016
2015
2014
2013
Model Small Cap Non-US Portfolio
FTSE All World ex-US
Vehicle Type: SA - Composite - eA Auto - Model Small Cap Non-US Portfolio - Gross 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 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
EntrepreneurShares LLC
Jan 2013 - Jun 2017
Model Small Cap Non-US Portfolio
Snapshot
Description
Firm Name:
EntrepreneurShares LLC
Product Name:
Model Small Cap Non-US Portfolio
Asset Class:
Equity
Investment Focus: Geographic Focus: Inception Date: Pref. Benchmark:
Long Only
Global
01/01/2013
FTSE All World ex-US
Assets Under Management (Million) displayed in US Dollar (USD)
Total Firm:
---
Total Product:
$0.0
Total Product
$0
Q1 2016 Q2 2016 Q3 2016 Q4 2016 Q1 2017 Q2 2017
--- --- --- --- ---
$0.0
Q1 2016
Q2 2016
Q3 2016
Q4 2016
Q1 2017
Q2 2017
Contact Information
Marketing Contact
Database Contact
Vehicle Type: SA - Composite - eA Auto - Model Small Cap Non-US Portfolio - Gross 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 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
EntrepreneurShares LLC
Jan 2013 - Jun 2017
Model Small Cap Non-US Portfolio
Snapshot
Investment Philosophy
Vehicle Type: SA - Composite - eA Auto - Model Small Cap Non-US Portfolio - Gross 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 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
Model - Small Cap Non-US Portfolio Year-to-Date
EntrepreneurShares 175 Federal Street, Suite 875 Boston, MA 02110 www.ershares.com | +1 (617) 917 2603
Model - Small Cap Non-US Portfolio 1 Year
EntrepreneurShares 175 Federal Street, Suite 875 Boston, MA 02110 www.ershares.com | +1 (617) 917 2603
Model - Small Cap Non-US Portfolio 2 Year
EntrepreneurShares 175 Federal Street, Suite 875 Boston, MA 02110 www.ershares.com | +1 (617) 917 2603
Model - Small Cap Non-US Portfolio 3 Year
EntrepreneurShares 175 Federal Street, Suite 875 Boston, MA 02110 www.ershares.com | +1 (617) 917 2603
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