Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COT (Primo Water Corporation) | NA | -36.18% | -8.85% | 0.08% | 1.86% | -5.89% | 2.87% | … | … |
Data as of 04/13/2020, Common starting date is 06/16/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COT (Primo Water Corporation) | 06/16/1992 | 04/13/2020 |
| 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 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.62 | -36.18 | -8.85 | 0.08 | 1.86 | -5.89 | 2.87 | … | … | -29.97 | -1.87 | -16.33 | 47.04 | 3.09 | 59.74 | -14.64 | 0.37 | 28.27 | -30.52 | 9.88 | 540.62 | -80.78 | -53.46 | -2.65 | -40.56 | -11.71 | 57.18 | 12.08 | 108.52 | 45.24 | 48.67 | -58.15 | 16.38 | 31.82 | -43.95 | -59.74 | 93.07 | 172.97 |
| Sharpe Ratio | NA | -0.65 | -0.26 | -0.02 | 0.04 | NA | NA | … | … | -0.73 | -0.13 | -0.74 | 1.77 | 0.08 | 1.74 | -0.61 | 0.01 | 1.11 | -0.94 | 0.26 | 5.03 | -0.64 | -1.23 | -0.17 | -1.31 | -0.42 | 2.07 | 0.33 | 2.53 | 0.88 | 0.70 | -0.98 | 0.29 | 0.60 | -1.03 | -0.97 | 1.68 | 10.25 |
| Standard Deviation(%) | NA | 56.40 | 38.49 | 36.99 | 33.50 | NA | NA | … | … | 99.42 | 25.79 | 24.01 | 26.31 | 36.70 | 34.40 | 24.10 | 25.03 | 25.77 | 32.47 | 37.17 | 107.55 | 127.90 | 46.04 | 36.63 | 32.67 | 30.19 | 27.32 | 32.84 | 42.82 | 46.59 | 64.76 | 62.87 | 44.32 | 46.64 | 46.49 | 64.61 | 53.90 | 51.08 |
| Draw Down(%) | NA | 55.73 | 60.10 | 60.10 | 60.10 | NA | NA | … | … | 55.73 | 24.98 | 22.09 | 10.01 | 39.38 | 21.33 | 28.69 | 32.08 | 13.29 | 33.96 | 35.83 | 54.48 | 90.61 | 67.71 | 26.73 | 47.63 | 28.75 | 18.69 | 33.46 | 25.96 | 29.09 | 47.24 | 66.35 | 33.82 | 30.26 | 60.72 | 71.69 | 34.56 | 15.15 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/13/2020, Common starting date is 06/16/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COT (Primo Water Corporation) |
-60.63%
Sep 2005 – Sep 2008 |
-51.65%
Feb 2004 – Feb 2009 |
-16.57%
Oct 1998 – Oct 2008 |
-21.41%
Oct 1993 – Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COT (Primo Water Corporation) |
111.79%
Jan 2009 – Jan 2012 |
64.53%
Mar 1999 – Mar 2004 |
35.27%
Jan 2009 – Jan 2019 |
8.66%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart