Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CDIR (Concepts Direct Inc) | NA | 37.50% | 67.68% | 75.18% | -4.81% | -18.30% | -9.63% | -1.65% |
Data as of 02/27/2015, AR inception is 06/30/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CDIR (Concepts Direct Inc) | 06/30/1994 | 02/27/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 37.50 | 67.68 | 75.18 | -4.81 | -18.30 | -9.63 | -1.65 | -5.71 | 150.00 | 16.67 | 100.00 | -40.00 | 400.00 | -88.89 | 20.00 | 36.36 | 10.00 | -86.67 | 1,257.14 | -63.79 | -63.75 | -44.44 | -86.76 | 29.85 | -60.12 | 104.88 | 54.72 | 140.91 | 214.29 |
| Sharpe Ratio | NA | 0.43 | 0.48 | 0.44 | -0.03 | NA | NA | -0.03 | -2.12 | 1.48 | 0.40 | 0.46 | -0.43 | 1.43 | -0.48 | 0.17 | 0.17 | 0.07 | -0.38 | 6.14 | -0.31 | -0.48 | -0.40 | -0.60 | 0.24 | -0.58 | 0.49 | 0.55 | 1.04 | 3.31 |
| Standard Deviation(%) | NA | 86.22 | 142.02 | 171.56 | 171.10 | NA | NA | 161.93 | 14.96 | 101.31 | 41.88 | 221.77 | 93.33 | 279.36 | 183.55 | 110.51 | 193.65 | 94.29 | 232.32 | 204.72 | 206.72 | 134.08 | 119.21 | 151.97 | 108.90 | 109.84 | 101.29 | 92.36 | 131.51 | 267.25 |
| Draw Down(%) | NA | 34.00 | 73.33 | 73.33 | 98.18 | NA | NA | 99.92 | 5.71 | 30.00 | 22.22 | 73.33 | 66.67 | 71.43 | 94.44 | 65.00 | 76.00 | 54.55 | 92.00 | 70.37 | 75.00 | 83.47 | 65.24 | 93.77 | 52.75 | 63.10 | 32.56 | 28.89 | 23.68 | 30.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.36 | 0.37 | 2.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 666.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/27/2015, AR inception is 06/30/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CDIR (Concepts Direct Inc) |
-71.53%
Feb 2000 - Feb 2003 |
-63.49%
Jun 1999 - Jun 2004 |
-46.63%
Nov 1999 - Nov 2009 |
-30.28%
Jun 1995 - Jun 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CDIR (Concepts Direct Inc) |
152.51%
Jul 1994 - Jul 1997 |
103.62%
Nov 2009 - Nov 2014 |
32.46%
Aug 2004 - Aug 2014 |
-13.64%
Aug 1999 - Aug 2014 |
Annualized Rolling Returns Comparison Chart