Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CVO (Cenveo Inc) | NA | -97.02% | -77.34% | -60.79% | -48.14% | -26.41% | -28.67% | … | … |
Data as of 02/12/2018, Common starting date is 09/26/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CVO (Cenveo Inc) | 09/26/1995 | 02/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -47.22 | -97.02 | -77.34 | -60.79 | -48.14 | -26.41 | -28.67 | … | … | -78.89 | -87.12 | -3.59 | -58.57 | -38.95 | 27.41 | -20.59 | -36.33 | -38.97 | 96.63 | -74.53 | -17.59 | 61.09 | 324.52 | -32.75 | 84.40 | -39.02 | -4.93 | -68.06 | 18.03 | -43.52 | 270.99 | 33.67 | -9.26 |
| Sharpe Ratio | NA | -0.59 | -0.69 | -0.65 | -0.57 | NA | NA | … | … | -0.26 | -0.85 | -0.04 | -1.12 | -0.72 | 0.55 | -0.28 | -0.65 | -0.66 | 1.10 | -0.80 | -0.50 | 1.91 | 5.76 | -0.61 | 1.28 | -0.45 | -0.10 | -1.17 | 0.32 | -0.67 | 5.51 | 0.51 | -0.87 |
| Standard Deviation(%) | NA | 166.09 | 113.21 | 93.58 | 84.82 | NA | NA | … | … | 385.16 | 103.45 | 88.84 | 52.52 | 54.40 | 49.36 | 74.39 | 55.81 | 59.34 | 87.62 | 94.04 | 41.47 | 30.34 | 55.90 | 55.57 | 65.27 | 89.52 | 73.24 | 61.65 | 46.53 | 70.01 | 48.21 | 58.09 | 39.96 |
| Draw Down(%) | NA | 97.09 | 99.12 | 99.41 | 99.86 | NA | NA | … | … | 87.58 | 89.33 | 60.00 | 67.05 | 63.64 | 34.65 | 69.98 | 59.47 | 51.01 | 68.30 | 87.14 | 34.08 | 12.71 | 20.68 | 49.59 | 27.45 | 85.65 | 50.76 | 71.30 | 33.81 | 74.33 | 23.90 | 39.22 | 21.30 |
| 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 |
Data as of 02/12/2018, Common starting date is 09/26/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVO (Cenveo Inc) |
-62.81%
Dec 2014 – Dec 2017 |
-47.47%
Dec 2012 – Dec 2017 |
-40.77%
Nov 2007 – Nov 2017 |
-18.90%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVO (Cenveo Inc) |
115.24%
Sep 2002 – Sep 2005 |
83.49%
Sep 2002 – Sep 2007 |
20.75%
May 1996 – May 2006 |
6.04%
Mar 1996 – Mar 2011 |
Annualized Rolling Returns Comparison Chart