Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CTXS (Citrix Systems Inc) | NA | -2.78% | 3.45% | 6.39% | 8.83% | 10.45% | 18.41% | … | … |
Data as of 09/30/2022, Common starting date is 12/08/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTXS (Citrix Systems Inc) | 12/08/1995 | 09/30/2022 |
| 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 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | -2.78 | 3.45 | 6.39 | 8.83 | 10.45 | 18.41 | … | … | 9.84 | -25.69 | 18.58 | 8.24 | 16.43 | 23.74 | 18.06 | 18.57 | 0.87 | -3.61 | 8.07 | -11.24 | 64.41 | 76.54 | -37.99 | 40.52 | -5.85 | 17.46 | 15.60 | 71.75 | -45.63 | 0.71 | -63.41 | 153.44 | 91.57 | 94.56 | 140.38 | 8.33 |
| Sharpe Ratio | NA | -0.11 | 0.10 | 0.24 | 0.28 | NA | NA | … | … | 0.64 | -0.75 | 0.44 | -0.97 | -0.30 | 0.21 | -0.60 | 0.00 | -0.73 | -0.75 | -0.30 | -0.63 | 1.21 | 1.43 | -1.03 | 0.68 | -0.67 | -0.13 | -0.11 | 0.93 | -0.95 | -0.24 | -1.07 | 2.42 | 2.12 | 0.34 | 1.77 | 1.67 |
| Standard Deviation(%) | NA | 26.91 | 32.58 | 27.39 | 28.28 | NA | NA | … | … | 19.59 | 34.11 | 41.10 | 15.44 | 17.45 | 21.63 | 26.58 | 31.61 | 24.29 | 29.66 | 35.61 | 47.14 | 37.75 | 40.61 | 55.58 | 27.25 | 42.00 | 27.14 | 37.93 | 56.33 | 68.61 | 87.62 | 123.44 | 73.68 | 58.92 | 138.85 | 79.51 | 108.02 |
| Draw Down(%) | NA | 27.40 | 52.22 | 52.22 | 52.22 | NA | NA | … | … | 15.59 | 44.82 | 32.29 | 16.11 | 13.07 | 14.81 | 17.67 | 16.25 | 17.91 | 28.00 | 34.32 | 42.58 | 21.63 | 17.53 | 49.21 | 17.65 | 40.61 | 15.88 | 34.68 | 30.90 | 79.15 | 52.73 | 87.93 | 42.74 | 32.56 | 79.06 | 38.86 | 23.48 |
| Yield(%) | 0.00 | 0.34 | 1.12 | 1.16 | 0.77 | 0.97 | 4.82 | … | … | 0.00 | 1.15 | 1.25 | 1.37 | 0.39 | 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 09/30/2022, Common starting date is 12/08/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTXS (Citrix Systems Inc) |
-51.54%
Feb 2000 – Feb 2003 |
-26.58%
Feb 2000 – Feb 2005 |
-8.58%
Feb 2000 – Feb 2010 |
-3.31%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTXS (Citrix Systems Inc) |
268.67%
Feb 1997 – Feb 2000 |
68.44%
Jan 1996 – Jan 2001 |
31.36%
Feb 1997 – Feb 2007 |
26.92%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart