Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BOGLX (BOGLE SMALL CAP GROWTH INVESTOR) | NA | 16.67% | 4.61% | 12.79% | 6.14% | 10.54% | NA | 10.70% |
Data as of 10/31/2017, AR inception is 10/01/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BOGLX (BOGLE SMALL CAP GROWTH INVESTOR) | 10/01/1999 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.67 | 4.61 | 12.79 | 6.14 | 10.54 | NA | 10.70 | 4.11 | 19.63 | -7.78 | 2.27 | 46.78 | 25.96 | -4.94 | 29.02 | 45.74 | -48.19 | -5.59 | 15.29 | 17.26 | 10.78 | 58.66 | -17.56 | 5.07 | 22.55 | 30.08 |
| Sharpe Ratio | NA | 1.43 | 0.24 | 0.71 | 0.22 | NA | NA | 0.39 | 0.45 | 0.91 | -0.40 | 0.12 | 2.89 | 1.47 | -0.15 | 1.11 | 1.34 | -1.10 | -0.41 | 0.67 | 0.96 | 0.54 | 3.00 | -0.77 | 0.13 | 0.63 | 16.13 |
| Standard Deviation(%) | NA | 11.24 | 18.00 | 17.76 | 26.59 | NA | NA | 24.16 | 9.74 | 21.26 | 19.54 | 18.45 | 16.20 | 17.73 | 33.27 | 26.13 | 34.15 | 44.66 | 21.01 | 18.07 | 15.79 | 18.05 | 19.35 | 24.25 | 21.81 | 29.56 | 11.34 |
| Draw Down(%) | NA | 6.91 | 32.03 | 32.03 | 66.15 | NA | NA | 68.45 | 6.91 | 18.92 | 21.66 | 15.93 | 6.49 | 15.52 | 31.46 | 20.53 | 31.62 | 60.98 | 20.52 | 18.75 | 10.56 | 18.34 | 12.21 | 32.17 | 23.30 | 19.77 | 2.42 |
| Yield(%) | 0.00 | 0.00 | 8.36 | 8.02 | 4.70 | 9.74 | 10.12 | 11.24 | 0.00 | 0.00 | 13.46 | 14.05 | 0.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 12.81 | 21.61 | 15.27 | 9.35 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/31/2017, AR inception is 10/01/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BOGLX (BOGLE SMALL CAP GROWTH INVESTOR) |
-25.34%
Feb 2006 - Feb 2009 |
-10.89%
Feb 2004 - Feb 2009 |
2.57%
Aug 2000 - Aug 2010 |
6.99%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BOGLX (BOGLE SMALL CAP GROWTH INVESTOR) |
35.91%
Feb 2009 - Feb 2012 |
32.74%
Feb 2009 - Feb 2014 |
11.88%
Mar 2003 - Mar 2013 |
11.00%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison Chart