Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AVX (AVX Corporation) | NA | 24.66% | 12.13% | 11.28% | 6.84% | 6.11% | -0.89% | … | … |
Data as of 03/30/2020, Common starting date is 08/15/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AVX (AVX Corporation) | 08/15/1995 | 03/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24.66 | 12.13 | 11.28 | 6.84 | 6.11 | -0.89 | … | … | 6.41 | 38.06 | -9.49 | 12.48 | 32.98 | -10.59 | 3.44 | 32.70 | -13.12 | -15.90 | 23.34 | 62.13 | -39.95 | -8.37 | 3.11 | 16.32 | -23.36 | 71.95 | -58.01 | 45.11 | -34.12 | 198.27 | -6.52 | -13.46 | -18.05 | -14.03 |
| Sharpe Ratio | NA | 0.69 | 0.34 | 0.37 | 0.24 | NA | NA | … | … | 2.17 | 0.88 | -0.35 | 0.56 | 1.51 | -0.43 | 0.16 | 2.17 | -0.58 | -0.49 | 0.97 | 1.98 | -1.25 | -0.37 | -0.01 | 0.61 | -0.80 | 1.71 | -1.12 | 0.71 | -0.46 | 3.89 | -0.20 | -0.35 | -0.56 | -0.64 |
| Standard Deviation(%) | NA | 39.65 | 32.18 | 28.38 | 26.42 | NA | NA | … | … | 13.16 | 41.72 | 31.16 | 21.24 | 21.54 | 24.56 | 21.00 | 15.08 | 22.72 | 32.66 | 24.08 | 31.39 | 32.73 | 31.30 | 33.24 | 23.08 | 30.33 | 41.60 | 52.94 | 61.64 | 82.46 | 50.09 | 49.81 | 48.46 | 38.26 | 57.24 |
| Draw Down(%) | NA | 28.97 | 36.36 | 36.36 | 42.25 | NA | NA | … | … | 1.65 | 28.97 | 31.44 | 12.75 | 11.86 | 17.74 | 14.22 | 7.39 | 32.20 | 32.12 | 21.59 | 13.97 | 44.68 | 27.71 | 33.67 | 18.71 | 40.82 | 23.54 | 69.54 | 37.21 | 69.34 | 28.96 | 39.25 | 52.30 | 39.50 | 42.95 |
| Yield(%) | 0.00 | 2.58 | 2.77 | 3.07 | 2.60 | 2.48 | 0.36 | … | … | 0.56 | 2.94 | 2.62 | 2.83 | 3.56 | 3.03 | 2.87 | 3.02 | 2.30 | 1.54 | 1.35 | 1.99 | 1.20 | 1.08 | 1.05 | 1.24 | 0.91 | 1.49 | 0.65 | 0.97 | 0.44 | 1.54 | 1.68 | 1.09 | 0.82 | 0.16 |
Data as of 03/30/2020, Common starting date is 08/15/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVX (AVX Corporation) |
-39.28%
Apr 2000 – Apr 2003 |
-25.16%
Apr 2000 – Apr 2005 |
-9.85%
Apr 2000 – Apr 2010 |
-6.67%
Apr 2000 – Apr 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVX (AVX Corporation) |
65.17%
Apr 1997 – Apr 2000 |
21.26%
Jul 1996 – Jul 2001 |
10.41%
Feb 2009 – Feb 2019 |
7.04%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart