Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMRO (Comarco Inc) | NA | -31.67% | -33.59% | -36.59% | -35.71% | -31.69% | -27.17% | … | … |
Data as of 08/22/2019, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMRO (Comarco Inc) | 03/26/1990 | 08/22/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 154.34 | -31.67 | -33.59 | -36.59 | -35.71 | -31.69 | -27.17 | … | … | 2.50 | 0.00 | -75.00 | -42.86 | 0.00 | -22.22 | 20.00 | -25.00 | -51.22 | -84.81 | 237.50 | -85.66 | -26.39 | -14.73 | 16.05 | -21.82 | 27.17 | -43.28 | 12.96 | -13.83 | -2.08 | 9.09 | 20.55 | 25.86 | 73.13 | 71.79 | -9.30 | -6.52 | 206.67 | -44.44 |
| Sharpe Ratio | NA | -0.16 | -0.17 | -0.23 | -0.25 | NA | NA | … | … | -0.04 | -0.08 | -0.27 | -0.48 | -0.20 | -0.41 | 0.01 | -0.13 | -0.36 | -1.03 | 1.75 | -0.96 | -1.06 | -0.78 | -0.14 | -1.02 | 0.19 | -1.04 | -0.19 | -0.61 | -0.18 | 0.18 | 0.55 | 0.46 | 1.52 | 1.45 | -0.26 | -0.16 | 2.48 | -0.62 |
| Standard Deviation(%) | NA | 335.80 | 323.66 | 258.59 | 229.32 | NA | NA | … | … | 392.66 | 284.96 | 348.58 | 161.10 | 92.35 | 99.86 | 137.87 | 339.72 | 192.50 | 100.27 | 124.97 | 109.49 | 45.71 | 47.43 | 35.47 | 40.75 | 41.79 | 60.57 | 44.28 | 60.76 | 30.29 | 31.95 | 30.58 | 48.32 | 45.56 | 47.46 | 43.18 | 56.40 | 81.19 | 95.20 |
| Draw Down(%) | NA | 95.00 | 98.75 | 99.05 | 99.94 | NA | NA | … | … | 93.33 | 81.82 | 87.50 | 68.75 | 42.86 | 53.33 | 53.33 | 78.13 | 71.70 | 88.27 | 43.55 | 86.69 | 41.13 | 40.43 | 18.08 | 47.56 | 27.59 | 69.93 | 38.98 | 59.85 | 31.31 | 27.49 | 14.58 | 33.89 | 24.47 | 19.57 | 32.08 | 42.59 | 30.43 | 53.57 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.95 | 0.26 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 12.09 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/22/2019, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMRO (Comarco Inc) |
-64.39%
Feb 2010 – Feb 2013 |
-54.63%
Nov 2006 – Nov 2011 |
-43.83%
Jul 2009 – Jul 2019 |
-36.42%
Jul 2004 – Jul 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMRO (Comarco Inc) |
60.05%
May 1993 – May 1996 |
50.55%
Dec 1990 – Dec 1995 |
31.58%
Sep 1990 – Sep 2000 |
14.85%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart