Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BIG (Big Lots Inc) | NA | -98.02% | -86.70% | -64.99% | -44.09% | -29.41% | -20.41% | … | … |
Data as of 09/20/2024, Common starting date is 11/04/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BIG (Big Lots Inc) | 11/04/1987 | 09/20/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 14.44 | -98.02 | -86.70 | -64.99 | -44.09 | -29.41 | -20.41 | … | … | -98.68 | -45.78 | -65.65 | 7.28 | 57.07 | 3.60 | -46.86 | 12.95 | 32.49 | -2.07 | 25.39 | 13.46 | -24.63 | 23.97 | 5.11 | 100.00 | -9.38 | -30.24 | 90.84 | -0.99 | -14.64 | 7.41 | 27.21 | -2.12 | -34.62 | -19.50 | -54.05 | 70.30 | 86.42 | 16.11 | -6.29 | 10.42 | 60.00 | 172.73 | 6.45 | -40.38 | 30.00 | 37.93 |
| Sharpe Ratio | NA | -0.52 | -0.69 | -0.60 | -0.54 | NA | NA | … | … | -0.47 | -0.55 | -0.92 | 0.14 | 0.59 | 0.04 | -1.09 | 0.49 | 1.05 | -0.06 | 0.64 | 0.47 | -0.53 | 0.66 | 0.17 | 2.12 | -0.13 | -0.68 | 2.44 | -0.08 | -0.51 | 0.18 | 0.58 | -0.09 | -0.76 | -0.33 | -0.89 | 1.75 | 1.97 | 0.39 | -0.24 | 0.23 | 1.21 | 2.95 | 0.01 | -0.88 | 0.44 | 8.23 |
| Standard Deviation(%) | NA | 196.50 | 129.80 | 112.57 | 83.55 | NA | NA | … | … | 222.74 | 91.16 | 73.09 | 51.33 | 95.91 | 50.83 | 43.99 | 25.03 | 30.80 | 32.49 | 39.71 | 28.36 | 47.26 | 36.13 | 29.04 | 47.10 | 77.77 | 48.93 | 36.06 | 38.56 | 30.52 | 36.69 | 45.26 | 51.82 | 50.92 | 69.01 | 64.21 | 38.01 | 41.70 | 31.53 | 38.65 | 36.63 | 47.12 | 56.96 | 80.41 | 52.67 | 57.85 | 84.44 |
| Draw Down(%) | NA | 99.15 | 99.85 | 99.90 | 99.90 | NA | NA | … | … | 99.14 | 80.98 | 71.09 | 41.56 | 64.59 | 50.14 | 57.04 | 14.34 | 23.11 | 24.87 | 24.13 | 21.23 | 42.62 | 34.11 | 32.16 | 30.30 | 60.93 | 56.04 | 10.13 | 24.88 | 26.97 | 28.47 | 38.77 | 52.61 | 49.23 | 63.20 | 65.71 | 19.50 | 24.53 | 22.89 | 41.87 | 25.16 | 37.69 | 22.92 | 51.61 | 56.06 | 27.27 | 30.30 |
| Yield(%) | 0.00 | 0.00 | 1.26 | 3.67 | 2.01 | 2.49 | 3.62 | … | … | 0.00 | 2.02 | 2.54 | 2.84 | 4.34 | 4.07 | 2.15 | 2.02 | 2.19 | 1.93 | 1.59 | 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 09/20/2024, Common starting date is 11/04/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIG (Big Lots Inc) |
-76.89%
Aug 2021 – Aug 2024 |
-50.87%
Aug 2019 – Aug 2024 |
-34.06%
Aug 2014 – Aug 2024 |
-21.12%
Aug 2009 – Aug 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIG (Big Lots Inc) |
100.49%
Jan 1990 – Jan 1993 |
54.16%
Jan 1990 – Jan 1995 |
30.32%
Mar 1988 – Mar 1998 |
15.13%
Jan 1990 – Jan 2005 |
Annualized Rolling Returns Comparison Chart