Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPFH (Capital Financial Holdings Inc) | NA | 0.00% | -89.28% | -73.88% | -45.91% | -43.13% | -31.73% | … | … |
Data as of 09/28/2022, Common starting date is 10/28/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPFH (Capital Financial Holdings Inc) | 10/28/1999 | 09/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -89.28 | -73.88 | -45.91 | -43.13 | -31.73 | … | … | 0.00 | -98.73 | -80.58 | -30.15 | 29.00 | -28.83 | 64.34 | -31.60 | 72.41 | 1.97 | 9.38 | -10.96 | -47.86 | -30.00 | -71.01 | 15.00 | 76.47 | -5.56 | 0.00 | 44.00 | -43.82 | 9.61 | 52.92 | -41.39 |
| Sharpe Ratio | NA | 0.00 | -0.34 | -0.36 | -0.25 | NA | NA | … | … | 0.00 | -0.19 | -1.04 | -1.65 | 0.86 | -0.39 | 0.75 | -0.19 | 0.76 | 0.01 | 0.09 | -0.06 | -0.27 | -0.18 | -0.46 | 0.14 | 1.26 | -0.09 | -0.01 | 0.26 | -0.41 | 0.10 | 0.42 | -0.70 |
| Standard Deviation(%) | NA | 450.08 | 265.54 | 206.60 | 183.32 | NA | NA | … | … | NA | 515.14 | 77.72 | 19.13 | 32.07 | 76.57 | 84.89 | 166.04 | 95.60 | 263.29 | 103.20 | 195.46 | 179.85 | 170.23 | 155.42 | 88.40 | 58.47 | 86.25 | 119.00 | 169.34 | 108.97 | 75.15 | 115.67 | 141.32 |
| Draw Down(%) | NA | 0.00 | 99.88 | 99.91 | 99.96 | NA | NA | … | … | 0.00 | 98.89 | 80.58 | 32.17 | 10.87 | 45.95 | 44.00 | 65.96 | 45.65 | 75.83 | 44.29 | 69.23 | 73.00 | 57.14 | 78.26 | 59.29 | 12.77 | 34.78 | 42.31 | 54.00 | 45.65 | 44.73 | 40.02 | 44.11 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.00 | 3.28 | 0.22 | 0.37 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 5.00 | 3.56 | 0.00 | 4.00 | 8.40 | 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 09/28/2022, Common starting date is 10/28/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPFH (Capital Financial Holdings Inc) |
-90.49%
Dec 2018 – Dec 2021 |
-77.26%
Sep 2016 – Sep 2021 |
-46.65%
Sep 2011 – Sep 2021 |
-45.75%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPFH (Capital Financial Holdings Inc) |
67.60%
Oct 2012 – Oct 2015 |
39.30%
Jul 2011 – Jul 2016 |
-2.60%
Feb 2006 – Feb 2016 |
-2.02%
Aug 2002 – Aug 2017 |
Annualized Rolling Returns Comparison Chart