Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AXE (Anixter International Inc) | NA | 70.59% | 8.67% | 8.08% | 6.44% | 4.81% | 4.89% | … | … |
Data as of 06/22/2020, Common starting date is 07/19/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AXE (Anixter International Inc) | 07/19/1984 | 06/22/2020 |
| 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 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | 70.59 | 8.67 | 8.08 | 6.44 | 4.81 | 4.89 | … | … | 6.24 | 69.58 | -28.54 | -6.23 | 34.21 | -31.73 | -1.54 | 40.36 | -0.39 | -0.16 | 19.13 | 56.37 | -51.63 | 14.68 | 38.81 | -2.97 | 31.71 | 11.32 | -19.86 | 34.18 | 50.32 | 1.54 | 23.11 | 2.33 | -13.42 | 7.58 | 23.66 | 22.40 | 21.19 | 96.10 | -56.25 | 19.73 | 4.26 | 29.36 | 37.11 | 14.39 | 59.15 |
| Sharpe Ratio | NA | 1.77 | 0.20 | 0.20 | 0.18 | NA | NA | … | … | 0.33 | 2.01 | -0.71 | -0.21 | 0.92 | -1.25 | -0.06 | 2.15 | -0.02 | 0.00 | 0.63 | 1.17 | -0.81 | 0.36 | 1.24 | -0.17 | 1.31 | 0.35 | -0.54 | 0.66 | 0.55 | -0.04 | 0.49 | -1.31 | -0.47 | 0.16 | 0.81 | 0.67 | 0.70 | 2.21 | -1.25 | 0.46 | -0.01 | 0.40 | 0.75 | 0.30 | 2.80 |
| Standard Deviation(%) | NA | 37.41 | 38.08 | 36.14 | 32.73 | NA | NA | … | … | 39.61 | 33.96 | 42.23 | 32.30 | 36.94 | 25.34 | 25.52 | 18.76 | 28.14 | 41.83 | 30.22 | 48.13 | 64.66 | 32.53 | 28.82 | 29.83 | 23.47 | 30.73 | 38.85 | 49.00 | 83.41 | 41.26 | 40.41 | 40.29 | 35.37 | 23.87 | 25.54 | 30.30 | 26.58 | 41.54 | 48.95 | 30.46 | 30.63 | 63.61 | 43.88 | 30.16 | 61.66 |
| Draw Down(%) | NA | 24.93 | 42.68 | 45.35 | 64.38 | NA | NA | … | … | 24.93 | 20.01 | 40.90 | 28.24 | 36.60 | 35.95 | 28.78 | 8.54 | 37.03 | 40.33 | 23.22 | 32.28 | 69.35 | 31.82 | 14.57 | 25.56 | 16.03 | 15.97 | 39.38 | 27.19 | 52.03 | 45.23 | 46.33 | 31.69 | 36.87 | 21.16 | 23.33 | 24.34 | 15.79 | 18.71 | 66.67 | 30.87 | 20.93 | 58.49 | 30.35 | 28.29 | 27.74 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.95 | 3.14 | 3.48 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 8.02 | 7.75 | 0.00 | 7.18 | 0.00 | 0.00 | 0.00 | 0.00 | 11.90 | 6.14 | 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 06/22/2020, Common starting date is 07/19/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXE (Anixter International Inc) |
-20.90%
Sep 1987 – Sep 1990 |
-12.33%
May 2014 – May 2019 |
-2.01%
Feb 2006 – Feb 2016 |
1.66%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXE (Anixter International Inc) |
52.73%
Oct 1990 – Oct 1993 |
36.74%
Oct 1990 – Oct 1995 |
24.14%
Oct 1990 – Oct 2000 |
19.27%
Apr 1985 – Apr 2000 |
Annualized Rolling Returns Comparison Chart