Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CPSH (CPS Technologies Corporation) | NA | 16.28% | 22.80% | 16.80% | 7.62% | 6.52% | NA | 8.55% |
Data as of 12/05/2014, AR inception is 05/16/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPSH (CPS Technologies Corporation) | 05/16/1997 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.10 | 16.28 | 22.80 | 16.80 | 7.62 | 6.52 | NA | 8.55 | -0.79 | 101.60 | -32.43 | 0.00 | 60.87 | -17.27 | -46.54 | 73.33 | 42.86 | -30.00 | 328.57 | -12.50 | -28.57 | 0.00 | -9.68 | -53.73 | -40.44 | 262.90 |
| Sharpe Ratio | NA | 0.28 | 0.18 | 0.09 | 0.06 | NA | NA | 0.05 | -0.02 | 0.86 | -0.20 | 0.00 | 0.65 | -0.10 | -0.52 | 0.86 | 0.44 | -0.44 | 2.38 | -0.14 | -0.28 | -0.01 | -0.08 | -0.35 | -0.42 | 3.05 |
| Standard Deviation(%) | NA | 57.29 | 126.49 | 138.44 | 127.38 | NA | NA | 126.77 | 55.30 | 118.43 | 166.70 | 104.37 | 93.37 | 174.08 | 91.33 | 81.93 | 91.30 | 73.18 | 137.42 | 97.64 | 105.90 | 175.35 | 164.96 | 161.14 | 105.27 | 221.93 |
| Draw Down(%) | NA | 25.00 | 66.67 | 66.67 | 82.50 | NA | NA | 94.59 | 25.00 | 50.92 | 58.33 | 57.56 | 25.00 | 49.64 | 59.62 | 48.75 | 42.40 | 44.71 | 40.00 | 33.33 | 71.15 | 62.12 | 89.83 | 69.00 | 56.73 | 32.61 |
| 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 |
Data as of 12/05/2014, AR inception is 05/16/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPSH (CPS Technologies Corporation) |
-53.92%
Feb 2000 - Feb 2003 |
-32.90%
Mar 1998 - Mar 2003 |
-10.71%
Feb 2000 - Feb 2010 |
-5.26%
Apr 1998 - Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPSH (CPS Technologies Corporation) |
89.68%
May 2004 - May 2007 |
50.31%
Jun 2002 - Jun 2007 |
24.44%
Jan 2004 - Jan 2014 |
6.52%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison Chart