Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALJJ (ALJ Regional Holdings Inc) | NA | -5.88% | 53.58% | 2.11% | 9.01% | 8.56% | 18.01% | … | … |
Data as of 05/25/2023, Common starting date is 04/03/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALJJ (ALJ Regional Holdings Inc) | 04/03/1996 | 05/25/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.52 | -5.88 | 53.58 | 2.11 | 9.01 | 8.56 | 18.01 | … | … | 3.23 | 2.20 | 65.45 | -4.35 | -12.21 | -58.41 | -28.25 | -4.36 | 5.52 | 180.65 | 121.43 | 79.49 | 30.00 | 3.45 | 3.57 | 40.00 | -33.33 | 172.73 | -75.56 | 95.65 | 187.50 | -93.55 | 65.33 | -97.48 | 129.95 | 176.00 | -6.25 | 0.00 |
| Sharpe Ratio | NA | -0.17 | 0.76 | 0.01 | 0.12 | NA | NA | … | … | 0.08 | 0.01 | 0.75 | -0.03 | -0.58 | -1.50 | -1.23 | -0.92 | -0.27 | 3.14 | 2.21 | 0.69 | 0.16 | -0.14 | -0.10 | 0.19 | -0.54 | 1.04 | -0.49 | 0.62 | 0.80 | -0.45 | 0.38 | -0.84 | 1.50 | 1.99 | -0.14 | -0.04 |
| Standard Deviation(%) | NA | 52.42 | 80.07 | 84.47 | 68.69 | NA | NA | … | … | 41.95 | 58.81 | 86.72 | 137.84 | 61.18 | 53.21 | 38.63 | 41.57 | 48.34 | 51.60 | 46.61 | 88.70 | 71.73 | 110.72 | 143.26 | 109.38 | 101.98 | 146.02 | 195.78 | 122.76 | 210.49 | 253.28 | 118.37 | 144.06 | 84.55 | 86.62 | 70.02 | 90.32 |
| Draw Down(%) | NA | 32.26 | 51.23 | 85.65 | 94.34 | NA | NA | … | … | 19.52 | 46.55 | 51.23 | 76.87 | 47.24 | 63.51 | 35.31 | 31.02 | 21.65 | 18.03 | 9.64 | 33.93 | 51.39 | 50.00 | 63.33 | 80.52 | 53.33 | 40.00 | 85.11 | 59.26 | 70.00 | 98.56 | 67.74 | 97.48 | 43.37 | 48.24 | 41.82 | 61.25 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/25/2023, Common starting date is 04/03/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALJJ (ALJ Regional Holdings Inc) |
-87.21%
Feb 2000 – Feb 2003 |
-63.66%
Jul 1999 – Jul 2004 |
-38.66%
Nov 1999 – Nov 2009 |
-16.55%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALJJ (ALJ Regional Holdings Inc) |
128.19%
Jul 1996 – Jul 1999 |
96.99%
Feb 2010 – Feb 2015 |
47.69%
Aug 2005 – Aug 2015 |
33.02%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart