EntrepreneurShares
Aug 2005 - Oct 2017
Entrepreneur US Small Cap Strategy
Analysis
Quartile
Risk Analysis
EntrepreneurShares: Entrepreneur US Small Cap Strategy
Universe Rankings: Annualized Returns
Statistic
Russell 2000 Growth
YTD
22.86%
18.62%
50
1 Year Return
38.42%
31.00%
40
2 Year Return
18.64%
14.17%
3 Year Return
12.03%
10.51%
30
Cumulative Return
362.03%
186.54%
Standard Deviation
18.74%
19.25%
20
Gain Deviation MAR (5%)
14.00%
13.42%
Loss Deviation MAR (5%)
12.64%
13.81%
10
Sharpe Ratio (Citi 3 Mo. T-Bill )
0.65
0.41
Growth of $1000
$4620.34
$2865.43
0
YTD
1 Year
3 Year
5 Year
10 Year
Num of Negative Periods
48
57
Num of Positive Periods
99
90
Entrepreneur US Small Cap Strategy
Russell 2000 Growth
Kurtosis
1.56
1.51
eVestment US All Cap Growth 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
Russell 2000 Growth
0.92
4.98% 0.90
7.43% 4.33%
0.58 13.31% 8.97% 0.56 18.74%
19.25%
99.51%
85.55% 29.05
Vehicle Type: USA - SA - Composite - Entrepreneur US All Cap Strategy - 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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