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CTV: Innovid Corp. (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 07/24/1997 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 12/05/2014)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 07/24/1997 |
2014 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.8 | -18.8 | -6.7 | -0.3 | 2.8 | -3.5 | 3.0 | -18.8 | 0.8 | 17.7 | 70.7 | -68.4 | 61.5 | 51.4 | 6.5 | 15.7 | 106.7 | -62.9 | 28.4 | -58.9 | 139.8 | 23.3 | -10.6 |
Sharpe Ratio | NA | -0.23 | -0.07 | -0.01 | 0.03 | NA | 0.03 | -0.1 | 2.75 | 0.36 | 0.9 | -0.9 | 1.35 | 1.17 | 0.12 | 0.37 | 2.46 | -0.95 | 0.46 | -0.88 | 2.57 | 0.35 | -0.53 |
Draw Down(%) | NA | 22.5 | 22.5 | 42.7 | 88.6 | NA | 88.6 | 22.5 | 0.0 | 42.7 | 58.7 | 85.9 | 40.7 | 20.7 | 25.9 | 22.1 | 28.2 | 73.8 | 39.3 | 66.7 | 18.5 | 52.7 | 41.2 |
Standard Deviation(%) | NA | 81.3 | 99.8 | 55.6 | 67.1 | NA | 56.9 | 59.6 | 0.5 | 49.0 | 78.9 | 77.3 | 43.6 | 41.5 | 35.2 | 39.5 | 43.1 | 67.0 | 57.7 | 71.8 | 53.2 | 56.4 | 48.7 |
Treynor Ratio | NA | 0.35 | 0.11 | 0.01 | 0.08 | NA | 0.02 | 0.15 | 4.75 | 0.13 | 0.39 | -0.58 | 0.44 | 0.23 | 0.03 | 0.08 | 0.75 | -0.58 | 0.17 | -0.64 | 2.26 | 0.22 | -0.4 |
Alpha | NA | 0.17 | 0.19 | 0.03 | -0.08 | NA | -0.02 | 0.16 | 0.01 | 0.03 | 0.14 | -0.16 | 0.2 | 0.09 | 0.02 | 0.01 | 0.18 | -0.21 | 0.24 | -0.23 | 0.35 | 0.04 | -0.09 |
Beta | NA | -0.53 | -0.63 | -0.54 | 0.23 | NA | 0.69 | -0.41 | 0.0 | 1.39 | 1.83 | 1.18 | 1.33 | 2.06 | 1.43 | 1.83 | 1.41 | 1.11 | 1.6 | 0.99 | 0.6 | 0.92 | 0.64 |
RSquared | NA | 0.98 | 0.98 | 0.24 | 0.01 | NA | 0.1 | 0.97 | 0.01 | 0.25 | 0.42 | 0.41 | 0.23 | 0.24 | 0.17 | 0.28 | 0.3 | 0.2 | 0.36 | 0.1 | 0.04 | 0.11 | 0.08 |
Yield(%) | N/A | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/24/1997
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