Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BRKS (Brooks Automation Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
Data as of 01/14/2022, AR inception is 02/02/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRKS (Brooks Automation Inc) | 02/02/1995 | 01/14/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | 63.10 | 62.03 | 11.23 | 40.56 | 63.55 | -13.25 | 25.66 | 34.60 | -18.77 | 15.14 | 5.71 | 47.68 | -56.02 | -8.26 | 14.92 | -27.24 | -27.46 | 107.16 | -71.82 | 44.93 | -13.82 | 122.65 | -20.41 | 12.21 | 23.58 | 32.50 |
| Sharpe Ratio | NA | 0.66 | 1.01 | 0.81 | 0.65 | NA | NA | 0.13 | NA | 1.07 | 1.03 | 1.33 | 0.20 | 0.88 | 2.09 | -0.42 | 0.92 | 1.29 | -0.57 | 0.27 | 0.10 | 0.58 | -0.78 | -0.33 | 0.29 | -0.84 | -0.55 | 1.71 | -0.95 | 0.53 | -0.17 | 1.50 | -0.34 | 0.11 | 0.26 | 0.48 |
| Standard Deviation(%) | NA | 52.18 | 52.97 | 51.22 | 41.97 | NA | NA | 60.53 | NA | 52.20 | 60.91 | 45.44 | 50.74 | 45.45 | 30.20 | 31.42 | 27.90 | 26.83 | 33.17 | 56.34 | 54.11 | 82.73 | 73.21 | 34.35 | 40.45 | 35.02 | 52.06 | 62.39 | 76.87 | 81.93 | 106.98 | 79.85 | 70.06 | 81.79 | 77.44 | 67.65 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 100.00 | 48.45 | 27.71 | 40.99 | 34.19 | 20.60 | 26.14 | 20.54 | 18.19 | 42.14 | 46.98 | 48.56 | 46.97 | 80.47 | 39.53 | 39.89 | 37.53 | 57.44 | 43.48 | 82.52 | 59.72 | 77.42 | 41.94 | 55.78 | 67.56 | 39.68 | 44.79 |
| Yield(%) | 0.00 | 0.50 | 1.46 | 2.37 | 3.64 | 1.78 | 0.42 | 1.52 | 0.00 | 0.60 | 0.93 | 1.53 | 1.62 | 2.40 | 3.89 | 3.17 | 3.45 | 3.72 | 3.07 | 1.74 | 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 01/14/2022, AR inception is 02/02/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRKS (Brooks Automation Inc) |
-54.46%
Apr 2000 - Apr 2003 |
-32.19%
Apr 2000 - Apr 2005 |
-19.93%
Apr 2000 - Apr 2010 |
-12.45%
Apr 2000 - Apr 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRKS (Brooks Automation Inc) |
87.41%
Apr 1997 - Apr 2000 |
62.39%
Apr 2016 - Apr 2021 |
31.52%
Sep 2011 - Sep 2021 |
16.97%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart