Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CORE (Core-Mark Holding Company Inc) | NA | 985.54% | 137.45% | 50.92% | 44.98% | 29.92% | NA | 29.57% |
Data as of 12/20/2021, AR inception is 04/13/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CORE (Core-Mark Holding Company Inc) | 04/13/2005 | 12/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.31 | 985.54 | 137.45 | 50.92 | 44.98 | 29.92 | NA | 29.57 | 1,002.91 | 9.88 | 18.55 | -25.14 | -26.53 | 6.44 | 34.61 | 68.30 | 66.23 | 29.55 | 13.39 | 8.01 | 53.16 | -25.07 | -14.11 | 4.89 | 21.49 |
| Sharpe Ratio | NA | 4.69 | 1.11 | 0.50 | 0.61 | NA | NA | 0.43 | 5.28 | 0.19 | 0.43 | -0.52 | -0.72 | 0.18 | 0.98 | 3.05 | 2.86 | 1.10 | 0.45 | 0.30 | 1.29 | -0.44 | -0.60 | 0.05 | 0.33 |
| Standard Deviation(%) | NA | 203.91 | 123.69 | 99.86 | 73.53 | NA | NA | 63.21 | 207.16 | 50.69 | 40.19 | 50.68 | 37.83 | 34.97 | 35.20 | 22.40 | 23.12 | 27.17 | 29.94 | 26.23 | 41.16 | 58.82 | 28.49 | 29.91 | 86.81 |
| Draw Down(%) | NA | 13.09 | 46.33 | 59.75 | 64.12 | NA | NA | 64.36 | 13.09 | 21.19 | 36.97 | 44.72 | 39.05 | 31.99 | 25.96 | 11.48 | 10.90 | 15.35 | 22.21 | 25.29 | 28.34 | 48.35 | 32.87 | 33.82 | 24.94 |
| Yield(%) | 0.00 | 1.31 | 1.78 | 0.97 | 5.37 | 4.49 | 4.18 | 5.23 | 1.32 | 1.89 | 1.89 | 1.31 | 0.86 | 1.25 | 1.80 | 3.63 | 4.79 | 9.07 | 1.89 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/20/2021, AR inception is 04/13/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CORE (Core-Mark Holding Company Inc) |
-24.13%
Feb 2006 - Feb 2009 |
-6.99%
Feb 2015 - Feb 2020 |
12.72%
May 2008 - May 2018 |
10.13%
Feb 2006 - Feb 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CORE (Core-Mark Holding Company Inc) |
133.13%
Nov 2018 - Nov 2021 |
58.05%
Oct 2016 - Oct 2021 |
49.39%
Sep 2011 - Sep 2021 |
30.47%
Sep 2006 - Sep 2021 |
Annualized Rolling Returns Comparison Chart