Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARCI (JanOne Inc) | NA | -84.75% | -44.52% | -44.15% | -10.40% | -8.04% | 0.25% | … | … |
Data as of 09/10/2019, Common starting date is 11/11/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARCI (JanOne Inc) | 11/11/1991 | 09/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.47 | -84.75 | -44.52 | -44.15 | -10.40 | -8.04 | 0.25 | … | … | -61.53 | -57.31 | -7.14 | 6.67 | -61.82 | -4.18 | 970.90 | -73.20 | 47.06 | 47.83 | -22.03 | -67.04 | 316.28 | -56.12 | 6.52 | 67.27 | 37.50 | -50.25 | 221.60 | 11.11 | 50.00 | -66.67 | -10.00 | -86.49 | 14.73 | -70.68 | -9.84 | 79.41 | 21.43 |
| Sharpe Ratio | NA | -0.49 | -0.36 | -0.11 | -0.04 | NA | NA | … | … | -0.38 | -0.76 | -0.07 | 0.01 | -0.10 | -0.07 | 3.41 | -1.21 | 0.78 | 0.70 | -0.21 | -0.68 | 2.46 | -0.57 | 0.06 | 0.66 | 0.30 | -0.75 | 1.49 | 0.03 | 0.23 | -0.33 | -0.40 | -0.61 | 0.14 | -0.81 | -0.17 | 1.19 | 11.74 |
| Standard Deviation(%) | NA | 177.55 | 127.64 | 410.17 | 306.23 | NA | NA | … | … | 203.18 | 77.19 | 111.78 | 653.06 | 607.13 | 56.01 | 284.60 | 60.86 | 60.67 | 67.78 | 104.54 | 99.45 | 128.20 | 105.21 | 70.69 | 100.06 | 123.59 | 68.76 | 151.56 | 215.76 | 201.62 | 209.75 | 162.43 | 146.08 | 76.40 | 90.56 | 71.89 | 63.93 | 27.15 |
| Draw Down(%) | NA | 90.60 | 91.12 | 95.90 | 96.96 | NA | NA | … | … | 80.18 | 73.58 | 51.52 | 86.22 | 93.20 | 39.48 | 81.18 | 81.60 | 31.51 | 46.41 | 70.96 | 75.31 | 42.82 | 71.54 | 40.22 | 41.56 | 50.96 | 69.25 | 52.63 | 62.00 | 50.00 | 87.50 | 50.00 | 87.18 | 46.43 | 74.14 | 58.44 | 27.66 | 0.00 |
| 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 | 0.00 |
Data as of 09/10/2019, Common starting date is 11/11/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCI (JanOne Inc) |
-69.99%
May 1996 – May 1999 |
-59.34%
May 1994 – May 1999 |
-32.56%
Mar 1993 – Mar 2003 |
-20.06%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCI (JanOne Inc) |
102.47%
May 1999 – May 2002 |
71.54%
Jul 2009 – Jul 2014 |
27.33%
Jun 2003 – Jun 2013 |
27.62%
May 1999 – May 2014 |
Annualized Rolling Returns Comparison Chart