Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CECO (CECO Environmental Corp.) | NA | 47.96% | 20.84% | 22.90% | -2.96% | -5.17% | 7.43% | … | … |
Data as of 01/10/2020, Common starting date is 01/29/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CECO (CECO Environmental Corp.) | 01/29/1998 | 01/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.47 | 47.96 | 20.84 | 22.90 | -2.96 | -5.17 | 7.43 | … | … | -1.36 | 61.03 | -5.46 | 19.72 | 177.96 | -47.84 | 22.11 | 62.39 | -55.96 | -61.55 | -11.07 | 29.93 | -28.64 | 1.45 | -26.51 | -15.70 | -0.62 | 101.25 | 16.69 | 75.23 | 103.91 | 27.92 | 55.84 |
| Sharpe Ratio | NA | 0.71 | -0.02 | 0.01 | -0.40 | NA | NA | … | … | -1.78 | 1.09 | -0.83 | 0.01 | 2.46 | -1.08 | 0.06 | 0.56 | -1.01 | -0.92 | -0.61 | 0.21 | -0.74 | -0.52 | -0.95 | -0.95 | -0.31 | 1.48 | -0.06 | 0.87 | 1.21 | 0.47 | 1.04 |
| Standard Deviation(%) | NA | 34.75 | 33.66 | 45.97 | 59.72 | NA | NA | … | … | 22.47 | 34.77 | 32.74 | 33.72 | 58.11 | 61.32 | 59.98 | 77.91 | 74.14 | 86.74 | 48.95 | 53.57 | 65.26 | 40.04 | 51.36 | 38.64 | 64.77 | 55.21 | 48.36 | 63.61 | 66.82 | 52.55 | 55.99 |
| Draw Down(%) | NA | 36.45 | 40.36 | 63.99 | 94.26 | NA | NA | … | … | 3.82 | 36.45 | 40.36 | 25.65 | 35.81 | 55.03 | 43.79 | 50.96 | 78.46 | 74.43 | 52.66 | 26.69 | 53.30 | 30.91 | 57.31 | 30.99 | 62.14 | 33.70 | 28.69 | 31.55 | 34.55 | 42.48 | 47.69 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 01/10/2020, Common starting date is 01/29/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CECO (CECO Environmental Corp.) |
-57.86%
Apr 2010 – Apr 2013 |
-37.53%
Oct 2007 – Oct 2012 |
-24.76%
Aug 2003 – Aug 2013 |
-9.58%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CECO (CECO Environmental Corp.) |
93.92%
Oct 1999 – Oct 2002 |
77.23%
Oct 1998 – Oct 2003 |
22.45%
Oct 1999 – Oct 2009 |
5.10%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison Chart