Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CCMP (CMC Materials Inc) | NA | 23.73% | 18.31% | 20.28% | 20.60% | 14.24% | 10.00% | 11.43% |
Data as of 07/06/2022, AR inception is 04/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CCMP (CMC Materials Inc) | 04/04/2000 | 07/06/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.84 | 23.73 | 18.31 | 20.28 | 20.60 | 14.24 | 10.00 | 11.43 | -8.94 | 29.05 | 6.31 | 53.46 | 2.96 | 48.96 | 46.46 | -7.48 | 3.54 | 28.70 | 7.22 | 13.99 | 25.76 | 26.43 | -27.40 | 5.80 | 15.88 | -26.90 | -18.22 | 3.81 | -40.44 | 52.59 | 108.75 |
| Sharpe Ratio | NA | 0.55 | 0.32 | 0.41 | 0.54 | NA | NA | 0.22 | -0.91 | 0.55 | 0.08 | 1.44 | 0.05 | 2.06 | 1.81 | -0.32 | 0.14 | 1.19 | 0.27 | 0.37 | 0.87 | 0.57 | -0.58 | 0.09 | 0.35 | -0.93 | -0.40 | 0.07 | -0.59 | 0.52 | 1.62 |
| Standard Deviation(%) | NA | 42.30 | 55.24 | 47.25 | 37.55 | NA | NA | 47.82 | 19.12 | 53.11 | 73.33 | 36.19 | 33.28 | 23.52 | 25.37 | 23.16 | 25.89 | 24.12 | 26.81 | 37.81 | 29.38 | 46.19 | 48.63 | 32.37 | 36.47 | 31.28 | 48.02 | 43.31 | 69.96 | 98.21 | 101.90 |
| Draw Down(%) | NA | 20.08 | 46.73 | 46.73 | 46.73 | NA | NA | 80.87 | 11.01 | 38.68 | 46.73 | 23.36 | 30.98 | 15.69 | 19.28 | 27.22 | 18.06 | 15.70 | 29.92 | 36.67 | 30.17 | 29.49 | 52.73 | 24.05 | 32.44 | 31.64 | 53.32 | 30.77 | 61.58 | 61.76 | 43.76 |
| Yield(%) | 0.00 | 0.97 | 1.49 | 2.09 | 3.06 | 4.36 | 2.98 | 4.36 | 0.24 | 1.26 | 1.20 | 1.76 | 1.66 | 1.26 | 1.66 | 0.00 | 0.00 | 0.00 | 31.09 | 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 07/06/2022, AR inception is 04/04/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCMP (CMC Materials Inc) |
-22.86%
Jan 2002 - Jan 2005 |
-17.10%
Jan 2001 - Jan 2006 |
-6.46%
Aug 2000 - Aug 2010 |
-2.50%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCMP (CMC Materials Inc) |
45.90%
Apr 2016 - Apr 2019 |
36.28%
Feb 2016 - Feb 2021 |
23.25%
Feb 2009 - Feb 2019 |
15.97%
Jan 2007 - Jan 2022 |
Annualized Rolling Returns Comparison Chart