Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ABTL (Autobytel Inc) | NA | -60.34% | -9.50% | 12.47% | -8.08% | -3.24% | NA | … | … |
Data as of 10/06/2017, Common starting date is 03/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABTL (Autobytel Inc) | 03/29/1999 | 10/06/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.89 | -60.34 | -9.50 | 12.47 | -8.08 | -3.24 | NA | … | … | -47.81 | -40.38 | 106.97 | -27.96 | 280.15 | 13.71 | -18.60 | -14.00 | 122.22 | -83.64 | -21.43 | -29.15 | -18.21 | -33.70 | 225.36 | 62.79 | -31.20 | -83.54 | -57.07 |
| Sharpe Ratio | NA | -1.00 | -0.16 | 0.21 | -0.12 | NA | NA | … | … | -1.15 | -0.63 | 1.60 | -0.39 | 5.83 | 0.36 | -0.31 | -0.23 | 1.12 | -0.86 | -0.43 | -0.66 | -0.38 | -0.43 | 3.56 | 0.67 | -0.32 | -0.85 | -0.63 |
| Standard Deviation(%) | NA | 60.98 | 61.19 | 60.55 | 70.41 | NA | NA | … | … | 50.05 | 64.69 | 66.89 | 71.73 | 48.03 | 37.80 | 60.03 | 60.10 | 108.88 | 98.57 | 57.19 | 49.19 | 53.70 | 80.92 | 63.04 | 92.22 | 105.31 | 102.54 | 110.73 |
| Draw Down(%) | NA | 61.10 | 71.96 | 71.96 | 93.24 | NA | NA | … | … | 51.41 | 51.06 | 23.44 | 57.11 | 15.82 | 34.67 | 52.38 | 42.19 | 59.65 | 87.03 | 50.11 | 50.10 | 40.78 | 65.49 | 35.20 | 57.35 | 76.67 | 87.41 | 72.39 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/06/2017, Common starting date is 03/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABTL (Autobytel Inc) |
-61.74%
Mar 2006 – Mar 2009 |
-54.06%
Mar 2004 – Mar 2009 |
-33.08%
Apr 1999 – Apr 2009 |
-15.29%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABTL (Autobytel Inc) |
105.08%
Sep 2001 – Sep 2004 |
55.89%
Mar 2009 – Mar 2014 |
2.26%
Apr 2001 – Apr 2011 |
8.79%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart