Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALTS (ALT5 Sigma Corporation) | NA | 2.77% | 4.33% | 2.44% | NA | NA | NA | … | … |
Data as of 05/24/2022, Common starting date is 10/09/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALTS (ALT5 Sigma Corporation) | 10/09/2014 | 05/24/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.77 | 4.33 | 2.44 | NA | NA | NA | … | … | -0.74 | 10.68 | -2.45 | 7.24 | -3.14 | 1.97 | 1.45 | -4.11 | 3.44 |
| Sharpe Ratio | NA | 0.41 | 0.43 | 0.22 | NA | NA | NA | … | … | -0.35 | 1.78 | -0.19 | 1.73 | -0.79 | 0.23 | 0.13 | -0.51 | 2.07 |
| Standard Deviation(%) | NA | 6.42 | 9.29 | 7.87 | NA | NA | NA | … | … | 6.37 | 6.00 | 14.00 | 3.37 | 5.65 | 5.82 | 9.49 | 8.05 | 7.78 |
| Draw Down(%) | NA | 3.58 | 20.55 | 20.55 | NA | NA | NA | … | … | 3.58 | 3.43 | 20.55 | 1.85 | 5.60 | 1.78 | 4.52 | 6.83 | 1.51 |
| Yield(%) | 0.00 | 3.09 | 2.26 | 2.29 | 1.49 | 0.99 | 0.74 | … | … | 0.15 | 3.62 | 0.88 | 2.40 | 1.58 | 3.48 | 1.09 | 1.93 | 0.45 |
Data as of 05/24/2022, Common starting date is 10/09/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALTS (ALT5 Sigma Corporation) |
-3.35%
Mar 2017 – Mar 2020 |
-2.24%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALTS (ALT5 Sigma Corporation) |
5.42%
Dec 2018 – Dec 2021 |
3.22%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart