Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACME (Acme Communication) | NA | 100.00% | 15.07% | 23.17% | -4.79% | -5.10% | NA | … | … |
Data as of 12/30/2016, Common starting date is 09/30/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACME (Acme Communication) | 09/30/1999 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 100.00 | 100.00 | 15.07 | 23.17 | -4.79 | -5.10 | NA | … | … | 100.00 | -60.00 | 66.67 | -10.20 | 136.82 | -11.10 | 124.00 | 25.00 | -85.35 | -40.83 | 41.41 | -49.36 | -20.16 | 10.16 | 18.25 | -26.14 | -72.56 | 7.26 |
| Sharpe Ratio | NA | 0.60 | 0.09 | 0.15 | -0.03 | NA | NA | … | … | 0.60 | -0.38 | 0.42 | -0.07 | 1.24 | -0.12 | 0.95 | 0.10 | -0.49 | -1.09 | 0.74 | -1.08 | -0.55 | 0.23 | 0.26 | -0.40 | -0.65 | 0.46 |
| Standard Deviation(%) | NA | 165.27 | 161.88 | 150.21 | 152.82 | NA | NA | … | … | 165.60 | 159.66 | 160.56 | 147.74 | 111.76 | 94.79 | 130.07 | 250.04 | 175.60 | 40.24 | 51.44 | 47.51 | 38.05 | 41.08 | 65.98 | 71.93 | 117.66 | 61.17 |
| Draw Down(%) | NA | 75.00 | 80.00 | 80.95 | 97.29 | NA | NA | … | … | 75.00 | 80.00 | 60.00 | 64.29 | 47.13 | 32.33 | 38.24 | 63.08 | 92.90 | 61.02 | 21.52 | 50.07 | 43.22 | 20.33 | 49.78 | 68.63 | 85.29 | 20.20 |
| Yield(%) | 0.00 | 215.00 | 44.29 | 32.93 | 3.89 | 1.93 | 0.32 | … | … | 215.00 | 0.00 | 0.00 | 108.33 | 138.81 | 29.17 | 0.00 | 0.00 | 0.00 | 9.96 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/30/2016, Common starting date is 09/30/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACME (Acme Communication) |
-63.29%
Nov 2006 – Nov 2009 |
-51.55%
Jan 2004 – Jan 2009 |
-38.51%
Nov 1999 – Nov 2009 |
-15.21%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACME (Acme Communication) |
83.63%
Nov 2009 – Nov 2012 |
69.80%
May 2009 – May 2014 |
-5.27%
May 2005 – May 2015 |
-4.71%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison Chart