Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CTV (Innovid Corp.) | NA | 4.84% | 1.59% | -0.55% | 2.96% | -3.31% | NA | 3.09% |
Data as of 12/05/2014, AR inception is 07/24/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTV (Innovid Corp.) | 07/24/1997 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.81 | 4.84 | 1.59 | -0.55 | 2.96 | -3.31 | NA | 3.09 | -18.77 | 0.83 | 17.68 | 70.72 | -68.42 | 61.45 | 51.42 | 6.51 | 15.74 | 106.71 | -62.86 | 28.44 | -58.92 | 139.80 | 23.33 | -10.62 |
| Sharpe Ratio | NA | -0.23 | -0.07 | -0.01 | 0.03 | NA | NA | 0.03 | -0.10 | 2.75 | 0.36 | 0.90 | -0.90 | 1.35 | 1.17 | 0.12 | 0.37 | 2.46 | -0.95 | 0.46 | -0.88 | 2.57 | 0.35 | -0.53 |
| Standard Deviation(%) | NA | 81.25 | 99.79 | 55.65 | 67.10 | NA | NA | 56.89 | 59.61 | 0.53 | 48.97 | 78.89 | 77.30 | 43.56 | 41.45 | 35.23 | 39.47 | 43.13 | 66.98 | 57.74 | 71.78 | 53.18 | 56.44 | 48.69 |
| Draw Down(%) | NA | 22.52 | 22.52 | 42.66 | 88.60 | NA | NA | 88.60 | 22.52 | 0.00 | 42.66 | 58.66 | 85.92 | 40.69 | 20.73 | 25.87 | 22.11 | 28.21 | 73.79 | 39.34 | 66.67 | 18.50 | 52.73 | 41.18 |
| 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 |
Data as of 12/05/2014, AR inception is 07/24/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTV (Innovid Corp.) |
-45.25%
Mar 2000 - Mar 2003 |
-21.54%
Apr 2000 - Apr 2005 |
-7.05%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTV (Innovid Corp.) |
56.82%
Apr 2003 - Apr 2006 |
52.96%
Aug 2002 - Aug 2007 |
15.67%
Oct 1997 - Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart