Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CRAY (Cray Inc) | NA | 62.08% | 13.33% | 6.59% | 15.64% | 7.10% | 5.08% | … | … |
Data as of 09/25/2019, Common starting date is 09/28/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CRAY (Cray Inc) | 09/28/1995 | 09/25/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 62.08 | 13.33 | 6.59 | 15.64 | 7.10 | 5.08 | … | … | 62.16 | -10.79 | 16.91 | -36.21 | -5.89 | 25.56 | 72.16 | 146.52 | -9.76 | 11.68 | 208.65 | -65.28 | -49.58 | 123.31 | -71.46 | -53.07 | 29.47 | 310.16 | 24.67 | -66.67 | -28.00 | -59.02 | 293.55 | -13.89 | -19.10 |
| Sharpe Ratio | NA | 0.99 | -0.21 | -0.35 | -0.10 | NA | NA | … | … | 1.88 | -0.80 | -0.06 | -1.14 | -0.53 | 0.12 | 1.16 | 2.74 | -0.59 | -0.12 | 2.46 | -0.83 | -1.44 | 1.45 | -1.17 | -0.89 | 0.17 | 4.09 | 0.04 | -0.82 | -0.31 | -0.86 | 2.91 | -0.17 | -0.60 |
| Standard Deviation(%) | NA | 38.90 | 40.21 | 46.32 | 49.52 | NA | NA | … | … | 36.77 | 40.43 | 41.49 | 61.39 | 45.78 | 61.03 | 46.15 | 47.37 | 47.60 | 59.40 | 77.35 | 102.28 | 49.82 | 70.01 | 79.00 | 81.24 | 59.88 | 71.03 | 98.21 | 110.15 | 101.09 | 72.29 | 98.90 | 102.91 | 99.78 |
| Draw Down(%) | NA | 23.24 | 33.32 | 62.03 | 62.03 | NA | NA | … | … | 7.01 | 32.54 | 23.42 | 57.27 | 44.91 | 41.17 | 29.86 | 17.68 | 39.35 | 36.67 | 36.11 | 79.06 | 60.93 | 39.86 | 80.63 | 74.70 | 37.72 | 30.43 | 50.43 | 87.22 | 60.66 | 61.07 | 39.44 | 48.15 | 29.79 |
| 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 |
Data as of 09/25/2019, Common starting date is 09/28/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRAY (Cray Inc) |
-53.84%
Dec 1997 – Dec 2000 |
-46.17%
Nov 2003 – Nov 2008 |
-24.91%
Nov 1998 – Nov 2008 |
-11.09%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRAY (Cray Inc) |
87.77%
Dec 2000 – Dec 2003 |
72.69%
Jan 2009 – Jan 2014 |
30.15%
Nov 2008 – Nov 2018 |
12.28%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison Chart