Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CREE (Cree Inc) | NA | 18.90% | 32.65% | 28.39% | 12.21% | 9.51% | 8.87% | … | … |
Data as of 10/18/2021, Common starting date is 02/09/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CREE (Cree Inc) | 02/09/1993 | 10/18/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.41 | 18.90 | 32.65 | 28.39 | 12.21 | 9.51 | 8.87 | … | … | -17.00 | 129.47 | 7.90 | 15.16 | 40.74 | -1.05 | -17.23 | -48.46 | 83.99 | 54.17 | -66.55 | 16.89 | 255.20 | -42.23 | 58.60 | -31.38 | -37.03 | 126.57 | 8.20 | -44.50 | -16.93 | -16.76 | 256.66 | 155.33 | 100.00 | -36.44 | 257.58 | -44.07 | 51.28 |
| Sharpe Ratio | NA | 0.41 | 0.55 | 0.55 | 0.25 | NA | NA | … | … | -0.37 | 1.82 | 0.15 | 0.35 | 1.12 | -0.03 | -0.44 | -1.10 | 1.59 | 1.34 | -1.10 | 0.33 | 5.35 | -0.63 | 1.07 | -0.80 | -0.75 | 2.45 | 0.11 | -0.50 | -0.20 | -0.20 | 3.30 | 2.06 | 0.59 | -0.49 | 2.95 | -0.45 | 0.71 |
| Standard Deviation(%) | NA | 56.61 | 57.76 | 50.13 | 47.67 | NA | NA | … | … | 55.88 | 70.65 | 44.19 | 39.80 | 35.94 | 39.63 | 38.92 | 44.25 | 52.79 | 40.81 | 60.36 | 51.17 | 47.70 | 68.49 | 52.09 | 43.69 | 51.97 | 51.18 | 65.55 | 90.88 | 99.73 | 106.37 | 76.68 | 73.78 | 75.65 | 81.01 | 86.06 | 105.65 | 79.57 |
| Draw Down(%) | NA | 38.91 | 57.45 | 57.45 | 72.12 | NA | NA | … | … | 38.91 | 45.94 | 39.01 | 34.20 | 24.73 | 34.90 | 44.08 | 59.48 | 28.85 | 30.72 | 70.64 | 41.19 | 17.86 | 62.39 | 38.87 | 51.97 | 48.13 | 36.40 | 54.18 | 68.57 | 66.98 | 71.68 | 41.05 | 44.52 | 43.07 | 58.79 | 55.24 | 62.30 | 53.54 |
| 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 10/18/2021, Common starting date is 02/09/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CREE (Cree Inc) |
-43.41%
Feb 2000 – Feb 2003 |
-24.19%
Feb 2000 – Feb 2005 |
-6.60%
Mar 2010 – Mar 2020 |
-6.09%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CREE (Cree Inc) |
230.85%
Feb 1997 – Feb 2000 |
156.64%
Feb 1995 – Feb 2000 |
44.20%
Dec 1994 – Dec 2004 |
33.97%
Feb 1995 – Feb 2010 |
Annualized Rolling Returns Comparison Chart