Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CRLI (Circuit Research Labs Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 03/11/2022, Common starting date is 11/07/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CRLI (Circuit Research Labs Inc) | 11/07/1983 | 03/11/2022 |
| 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 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | 0.00 | 122.22 | 28.57 | -65.00 | 100.00 | -29.58 | 9.23 | -18.75 | 23.08 | 170.83 | -57.14 | 60.00 | -95.00 | -56.25 | -44.83 | 7.41 | -70.65 | 67.27 | 10.00 | -9.09 | -21.43 | -86.34 | 475.42 | -41.94 | 29.17 | 0.00 | 0.00 | -36.84 | 955.37 | 50.03 | 0.00 | -50.00 | 0.00 | 0.00 | -72.73 | 37.50 | -36.00 | 31.58 |
| Sharpe Ratio | NA | -0.19 | -0.15 | -0.17 | -0.08 | NA | NA | … | … | 0.00 | 0.28 | 0.06 | -0.32 | 0.63 | -0.08 | 0.10 | -0.34 | 0.16 | 0.65 | -0.55 | 0.14 | -0.16 | -0.12 | -0.28 | 0.03 | -0.58 | 0.29 | 0.04 | -0.06 | -0.16 | -0.86 | 0.42 | -0.27 | 0.22 | -0.04 | -0.03 | -0.34 | 3.72 | 0.72 | -0.05 | -0.77 | 0.00 | -0.06 | -1.21 | 0.45 | -0.65 | 8.08 |
| Standard Deviation(%) | NA | 529.42 | 512.52 | 415.91 | 324.44 | NA | NA | … | … | NA | 626.81 | 493.91 | 206.03 | 157.31 | 374.10 | 88.41 | 55.68 | 145.15 | 261.00 | 104.05 | 428.36 | 578.75 | 490.74 | 161.31 | 174.36 | 127.57 | 220.83 | 204.35 | 165.69 | 141.91 | 103.09 | 212.50 | 169.89 | 117.69 | 104.52 | 92.62 | 113.07 | 251.12 | 64.00 | 97.99 | 72.35 | NA | 68.44 | 63.31 | 71.18 | 65.63 | 67.13 |
| Draw Down(%) | NA | 99.88 | 99.88 | 99.88 | 99.90 | NA | NA | … | … | 0.00 | 88.34 | 88.46 | 76.67 | 50.00 | 94.48 | 51.22 | 35.00 | 40.00 | 64.29 | 64.29 | 75.71 | 95.71 | 92.50 | 66.67 | 64.06 | 74.75 | 57.14 | 62.07 | 58.33 | 78.17 | 90.17 | 66.67 | 81.58 | 40.91 | 44.44 | 23.08 | 66.67 | 36.36 | 58.32 | 50.00 | 58.32 | 0.00 | 33.33 | 75.00 | 40.00 | 53.57 | 9.09 |
| 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 | 2.53 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/11/2022, Common starting date is 11/07/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRLI (Circuit Research Labs Inc) |
-81.18%
Mar 2009 – Mar 2012 |
-73.73%
Feb 2017 – Feb 2022 |
-54.14%
Dec 2000 – Dec 2010 |
-44.01%
Feb 2007 – Feb 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRLI (Circuit Research Labs Inc) |
175.86%
Feb 1990 – Feb 1993 |
71.85%
Mar 2012 – Mar 2017 |
58.95%
Oct 1990 – Oct 2000 |
21.26%
Oct 1985 – Oct 2000 |
Annualized Rolling Returns Comparison Chart