EntrepreneurShares LLC
Jan 2013 - Oct 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
43.90%
23.38%
60
1 Year Return
47.36%
23.82%
2 Year Return
23.51%
11.81%
40
3 Year Return
22.11%
6.42%
Cumulative Return
154.22%
38.94%
20
Standard Deviation
15.79%
11.62%
Gain Deviation MAR (5%)
13.98%
8.54%
0
Loss Deviation MAR (5%)
8.35%
7.77%
Sharpe Ratio (Citi 3 Mo. T-Bill )
1.34
0.59
Growth of $1000
$2542.22
$1389.37
-20
YTD
1 Year
3 Year
5 Year
10 Year
Num of Negative Periods
17
23
Num of Positive Periods
41
35
Model Small Cap Non-US Portfolio
FTSE All World ex-US
Kurtosis
0.59
0.04
eVestment All Global 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
FTSE All World ex-US
0.86 12.55% 1.17
8.22% 14.25%
1.73 21.29% 7.04% 0.72 15.79%
11.62% 156.32%
73.01% 12.79
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.
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