Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CATS (Catasys Inc) | NA | 318.95% | 142.63% | 101.56% | -9.36% | -30.29% | NA | … | … |
Data as of 01/22/2021, Common starting date is 12/15/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CATS (Catasys Inc) | 12/15/2003 | 01/22/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.37 | 318.95 | 142.63 | 101.56 | -9.36 | -30.29 | NA | … | … | 16.28 | 278.85 | 74.07 | 149.87 | -29.78 | 147.22 | -82.86 | 107.92 | -27.86 | -44.00 | -94.32 | -75.00 | 12.82 | -86.69 | -68.29 | 50.24 | -0.49 | -13.69 | -3.24 | -8.18 |
| Sharpe Ratio | NA | 2.76 | 1.65 | 1.05 | -0.07 | NA | NA | … | … | 14.36 | 2.43 | 0.80 | 1.85 | -0.49 | 0.94 | -0.91 | 0.88 | -0.57 | -0.59 | -0.43 | -0.53 | -0.03 | -0.90 | -1.45 | 0.46 | -0.38 | -0.48 | -3.84 | -1.42 |
| Standard Deviation(%) | NA | 115.49 | 85.66 | 96.08 | 124.98 | NA | NA | … | … | 98.21 | 113.82 | 63.51 | 69.40 | 100.34 | 119.21 | 110.93 | 101.83 | 82.03 | 107.45 | 263.39 | 177.91 | 178.22 | 117.77 | 62.60 | 60.45 | 57.09 | 69.02 | 13.97 | 51.22 |
| Draw Down(%) | NA | 49.20 | 53.37 | 71.78 | 99.00 | NA | NA | … | … | 16.26 | 49.20 | 36.28 | 39.86 | 71.78 | 50.65 | 86.89 | 51.25 | 42.86 | 63.33 | 95.68 | 94.83 | 73.53 | 87.58 | 73.75 | 48.10 | 50.67 | 76.19 | 3.24 | 8.18 |
| 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 |
Data as of 01/22/2021, Common starting date is 12/15/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CATS (Catasys Inc) |
-83.95%
Jun 2008 – Jun 2011 |
-78.63%
Oct 2007 – Oct 2012 |
-59.08%
Jan 2006 – Jan 2016 |
-39.34%
Jan 2004 – Jan 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CATS (Catasys Inc) |
154.47%
Dec 2017 – Dec 2020 |
95.57%
Dec 2015 – Dec 2020 |
-3.65%
Nov 2010 – Nov 2020 |
-30.01%
Aug 2005 – Aug 2020 |
Annualized Rolling Returns Comparison Chart