Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATRM (ATRM Holdings Inc) | NA | -60.00% | -50.82% | -42.66% | -37.27% | -30.40% | -24.90% | … | … |
Data as of 10/07/2019, Common starting date is 08/11/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATRM (ATRM Holdings Inc) | 08/11/1993 | 10/07/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -60.00 | -50.82 | -42.66 | -37.27 | -30.40 | -24.90 | … | … | 10.00 | -80.58 | -39.41 | -43.71 | 3.78 | -56.44 | 33.60 | -31.51 | -68.94 | -9.27 | 32.82 | -67.45 | 68.26 | -21.24 | 15.31 | 23.66 | 311.69 | -46.90 | -47.27 | -58.29 | -40.06 | -38.89 | 35.85 | -33.75 | 160.87 | 13.58 | 12.50 |
| Sharpe Ratio | NA | -0.22 | -0.18 | -0.19 | -0.21 | NA | NA | … | … | 0.04 | -0.21 | -0.26 | -0.31 | 0.03 | -0.72 | 0.21 | -0.38 | -0.85 | -0.15 | 0.39 | -0.76 | 1.37 | -0.34 | 0.22 | 0.25 | 3.29 | -0.41 | -0.41 | -0.63 | -0.51 | -0.55 | -0.35 | -0.55 | 2.84 | 0.19 | 0.54 |
| Standard Deviation(%) | NA | 284.66 | 281.59 | 233.63 | 179.07 | NA | NA | … | … | 293.94 | 381.01 | 153.65 | 142.65 | 129.83 | 78.81 | 158.71 | 84.68 | 81.35 | 62.35 | 83.72 | 90.11 | 48.01 | 72.34 | 58.93 | 91.06 | 94.61 | 115.91 | 121.77 | 98.90 | 85.28 | 76.75 | 54.43 | 67.52 | 55.33 | 55.44 | 60.41 |
| Draw Down(%) | NA | 81.82 | 97.33 | 98.79 | 99.84 | NA | NA | … | … | 56.25 | 94.78 | 50.95 | 76.82 | 64.65 | 65.93 | 65.48 | 62.28 | 74.47 | 54.08 | 52.31 | 83.14 | 21.95 | 51.59 | 48.21 | 64.40 | 33.96 | 77.35 | 80.51 | 78.65 | 55.15 | 78.00 | 42.59 | 61.05 | 33.21 | 21.28 | 23.91 |
| 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 |
Data as of 10/07/2019, Common starting date is 08/11/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATRM (ATRM Holdings Inc) |
-67.33%
Jun 2015 – Jun 2018 |
-52.90%
Jan 2014 – Jan 2019 |
-43.25%
Aug 2008 – Aug 2018 |
-33.28%
Jun 2004 – Jun 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATRM (ATRM Holdings Inc) |
93.60%
Feb 2003 – Feb 2006 |
51.04%
Oct 2002 – Oct 2007 |
3.64%
Sep 2001 – Sep 2011 |
-5.70%
Sep 1993 – Sep 2008 |
Annualized Rolling Returns Comparison Chart