Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AXO (Axos Financial Inc) | NA | 13.20% | -0.81% | -0.10% | NA | NA | NA | … | … |
Data as of 03/30/2021, Common starting date is 03/18/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AXO (Axos Financial Inc) | 03/18/2016 | 03/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 13.20 | -0.81 | -0.10 | NA | NA | NA | … | … | -1.10 | -4.15 | 7.33 | -4.37 | 3.28 | -1.19 | -58.15 | 1.97 | 60.33 | -40.67 | -16.36 | 149.02 | 167.39 | -83.27 | 18.53 | -46.67 | 148.57 | 73.27 | 102.00 | -64.29 | -71.31 | 52.50 |
| Sharpe Ratio | NA | 0.57 | -0.04 | -0.03 | 0.05 | NA | NA | … | … | -0.56 | -0.08 | -1.32 | -1.71 | -1.04 | -2.03 | -0.76 | 0.00 | 1.27 | -0.68 | -0.03 | 0.64 | 1.04 | -0.71 | 0.31 | -0.77 | 1.73 | 0.83 | 0.79 | -0.33 | -0.76 | 3.03 |
| Standard Deviation(%) | NA | 23.13 | 35.11 | 29.16 | 573.51 | NA | NA | … | … | 8.17 | 57.82 | 12.09 | 15.16 | 15.43 | 19.04 | 76.95 | 1,711.64 | 47.64 | 60.20 | 495.88 | 234.87 | 160.25 | 118.85 | 50.90 | 65.14 | 84.27 | 86.71 | 127.63 | 200.18 | 98.00 | 79.24 |
| Draw Down(%) | NA | 13.88 | 45.13 | 45.13 | 97.01 | NA | NA | … | … | 2.91 | 44.30 | 4.64 | 10.91 | 5.89 | 9.21 | 78.03 | 96.79 | 24.24 | 61.33 | 89.66 | 82.25 | 43.37 | 86.47 | 36.61 | 60.65 | 42.76 | 62.16 | 37.50 | 79.49 | 81.91 | 29.19 |
| 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 |
Data as of 03/30/2021, Common starting date is 03/18/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXO (Axos Financial Inc) |
-6.37%
Mar 2017 – Mar 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXO (Axos Financial Inc) |
2.32%
Nov 2016 – Nov 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart