Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BID (Sotheby's) | NA | 31.74% | 16.77% | 9.62% | 13.06% | 9.86% | 4.86% | 6.90% |
Data as of 10/14/2019, AR inception is 05/13/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BID (Sotheby's) | 05/13/1988 | 10/14/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 31.74 | 16.77 | 9.62 | 13.06 | 9.86 | 4.86 | 6.90 | 43.41 | -22.98 | 29.45 | 54.74 | -39.69 | -10.08 | 58.89 | 19.75 | -36.19 | 101.42 | 161.19 | -75.91 | 24.35 | 70.12 | 1.10 | 32.94 | 51.78 | -45.82 | -28.37 | -22.71 | -6.25 | 70.67 | 0.67 | 30.70 | 23.91 | -25.20 | 25.51 | 2.08 | 15.66 | -55.85 | 133.54 | 11.03 |
| Sharpe Ratio | NA | 0.56 | 0.38 | 0.22 | 0.30 | NA | NA | 0.08 | 0.95 | -0.80 | 0.96 | 1.11 | -1.43 | -0.32 | 2.29 | 0.51 | -0.64 | 1.88 | 2.47 | -1.02 | 0.35 | 1.66 | -0.03 | 0.86 | 1.12 | -0.98 | -0.64 | -0.44 | -0.15 | 1.52 | -1.53 | 0.99 | 0.73 | -0.82 | 0.68 | -0.01 | 0.33 | -1.21 | 2.38 | 0.55 |
| Standard Deviation(%) | NA | 55.63 | 41.15 | 40.17 | 42.12 | NA | NA | 45.37 | 59.82 | 30.35 | 30.30 | 48.77 | 27.81 | 31.09 | 25.69 | 38.92 | 56.66 | 53.96 | 65.23 | 75.18 | 60.37 | 40.50 | 33.22 | 37.26 | 45.68 | 47.69 | 48.46 | 61.38 | 63.61 | 44.43 | 35.58 | 27.25 | 27.51 | 34.23 | 34.11 | 35.22 | 36.09 | 50.18 | 53.74 | 23.44 |
| Draw Down(%) | NA | 27.40 | 45.73 | 58.98 | 61.35 | NA | NA | 88.58 | 26.49 | 39.30 | 25.53 | 25.74 | 44.77 | 29.61 | 17.77 | 31.35 | 52.39 | 42.28 | 35.99 | 79.87 | 43.88 | 32.12 | 27.43 | 19.83 | 31.18 | 61.35 | 60.60 | 50.83 | 46.39 | 36.73 | 21.19 | 12.30 | 10.83 | 44.87 | 27.73 | 36.07 | 36.36 | 65.22 | 39.30 | 15.07 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.27 | 3.27 | 3.00 | 1.42 | 2.81 | 0.00 | 0.00 | 0.00 | 0.00 | 0.94 | 8.93 | 0.58 | 1.77 | 0.50 | 0.85 | 3.17 | 1.56 | 1.62 | 1.05 | 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 10/14/2019, AR inception is 05/13/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BID (Sotheby's) |
-35.80%
Oct 1999 - Oct 2002 |
-21.15%
Apr 1999 - Apr 2004 |
-12.87%
Feb 1999 - Feb 2009 |
-5.45%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BID (Sotheby's) |
83.05%
Feb 2009 - Feb 2012 |
52.34%
Feb 2009 - Feb 2014 |
22.83%
Feb 2009 - Feb 2019 |
15.94%
Jun 2003 - Jun 2018 |
Annualized Rolling Returns Comparison Chart