Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALKN (Alkane Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/17/2021, Common starting date is 01/20/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALKN (Alkane Inc) | 01/20/1999 | 05/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 1,500.00 | -44.44 | 28.57 | -36.36 | 450.00 | -52.38 | -30.00 | 100.00 | -25.00 | -97.78 | -30.77 | 766.67 | -90.00 | -99.83 | 0.00 | -66.67 | -30.00 | -91.43 | -82.50 | -41.18 | -98.07 | -74.86 |
| Sharpe Ratio | NA | 8.96 | 0.46 | 0.36 | 0.00 | NA | NA | … | … | 0.26 | 4.31 | -0.15 | 0.12 | -0.12 | 1.19 | -0.27 | -0.11 | 0.25 | -0.07 | -0.30 | -0.12 | 1.91 | -0.25 | -0.25 | -0.01 | -0.24 | -0.16 | -0.10 | -0.06 | -0.07 | -0.15 | -0.20 |
| Standard Deviation(%) | NA | 360.83 | 305.19 | 326.14 | 319.83 | NA | NA | … | … | 323.88 | 343.64 | 299.08 | 229.23 | 318.06 | 374.49 | 191.74 | 271.12 | 404.74 | 360.85 | 326.41 | 250.14 | 401.73 | 366.43 | 410.65 | 333.38 | 286.86 | 188.82 | 891.26 | 1,228.48 | 771.91 | 682.06 | 397.20 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 66.67 | 71.43 | 57.14 | 76.00 | 92.00 | 60.00 | 82.35 | 93.33 | 86.96 | 98.46 | 98.49 | 92.86 | 95.00 | 99.83 | 58.89 | 70.83 | 63.79 | 96.82 | 97.81 | 73.68 | 98.67 | 85.84 |
| 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 |
Data as of 05/17/2021, Common starting date is 01/20/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALKN (Alkane Inc) |
-96.02%
May 2000 – May 2003 |
-93.24%
Jul 2003 – Jul 2008 |
-83.62%
Dec 1999 – Dec 2009 |
-77.27%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALKN (Alkane Inc) |
185.75%
Apr 2018 – Apr 2021 |
133.89%
Apr 2016 – Apr 2021 |
5.37%
Apr 2011 – Apr 2021 |
-38.39%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison Chart