Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CTRC (Centric Brands Inc) | NA | -99.36% | -77.15% | -72.14% | -55.62% | -40.27% | -30.91% | … | … |
Data as of 10/16/2020, Common starting date is 02/08/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTRC (Centric Brands Inc) | 02/08/1991 | 10/16/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -39.25 | -99.36 | -77.15 | -72.14 | -55.62 | -40.27 | -30.91 | … | … | -99.26 | -36.73 | 261.05 | -59.57 | -51.04 | -51.52 | -70.00 | 10.00 | 88.68 | -66.03 | 15.56 | 275.00 | -71.20 | 78.57 | -32.04 | -59.29 | -20.44 | 15.64 | 22.22 | 227.27 | -38.89 | 5.88 | -83.81 | 200.00 | -41.67 | -76.00 | -82.14 | -85.42 | -52.00 | 334.78 |
| Sharpe Ratio | NA | -0.48 | -0.45 | -0.49 | -0.46 | NA | NA | … | … | -0.44 | -0.82 | 1.16 | -0.89 | -0.82 | -0.44 | -1.25 | -0.16 | 1.08 | -1.24 | -0.05 | 2.42 | -0.97 | 0.69 | -0.51 | -0.87 | -0.49 | -0.05 | 0.03 | 2.07 | -0.70 | 0.20 | -0.36 | 0.81 | -0.20 | -0.70 | -0.41 | -0.53 | -0.47 | 8.67 |
| Standard Deviation(%) | NA | 205.97 | 175.13 | 149.53 | 122.55 | NA | NA | … | … | 226.61 | 73.18 | 206.65 | 88.39 | 104.05 | 158.40 | 70.58 | 53.10 | 65.73 | 68.21 | 62.49 | 106.04 | 93.83 | 82.31 | 107.44 | 91.82 | 81.87 | 78.14 | 75.12 | 102.30 | 154.70 | 156.39 | 141.93 | 188.21 | 199.12 | 197.67 | 195.14 | 161.39 | 109.64 | 48.30 |
| Draw Down(%) | NA | 99.47 | 99.75 | 99.83 | 99.97 | NA | NA | … | … | 99.32 | 62.78 | 54.12 | 70.55 | 70.62 | 81.82 | 78.00 | 48.76 | 40.00 | 69.46 | 55.36 | 46.81 | 83.85 | 58.09 | 70.59 | 84.19 | 72.15 | 59.40 | 41.00 | 48.96 | 67.65 | 73.81 | 85.45 | 65.38 | 91.53 | 92.31 | 93.10 | 91.25 | 54.00 | 13.89 |
| 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 | 0.00 |
Data as of 10/16/2020, Common starting date is 02/08/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTRC (Centric Brands Inc) |
-85.38%
Jan 1993 – Jan 1996 |
-71.91%
Dec 1991 – Dec 1996 |
-52.72%
Aug 2010 – Aug 2020 |
-39.96%
Aug 2005 – Aug 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTRC (Centric Brands Inc) |
78.52%
Sep 2000 – Sep 2003 |
40.71%
May 2000 – May 2005 |
8.76%
Apr 2000 – Apr 2010 |
0.23%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison Chart