Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CVTI (Covenant Transportation Group Inc) | NA | 21.30% | -17.90% | -0.02% | 6.31% | 1.13% | 0.64% | … | … |
Data as of 01/22/2021, Common starting date is 10/28/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CVTI (Covenant Transportation Group Inc) | 10/28/1994 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.33 | 21.30 | -17.90 | -0.02 | 6.31 | 1.13 | 0.64 | … | … | 8.04 | 14.54 | -32.66 | -33.17 | 48.55 | 2.38 | -30.32 | 230.21 | 48.46 | 86.20 | -69.32 | 129.93 | 110.50 | -70.24 | -41.05 | -18.45 | -32.63 | 9.52 | 0.26 | 18.80 | 48.47 | -38.13 | -2.80 | 17.21 | 6.09 | 19.79 | -38.46 | 0.00 |
| Sharpe Ratio | NA | 0.27 | -0.34 | -0.01 | 0.11 | NA | NA | … | … | 7.45 | 0.19 | -0.85 | -0.81 | 1.14 | 0.04 | -0.55 | 4.75 | 1.21 | 1.50 | -1.20 | 2.19 | 1.15 | -0.65 | -0.78 | -0.59 | -0.83 | 0.25 | -0.01 | 0.43 | 0.77 | -0.59 | -0.13 | 0.25 | -1.02 | 0.33 | -0.93 | -0.08 |
| Standard Deviation(%) | NA | 76.89 | 55.83 | 52.78 | 52.70 | NA | NA | … | … | 40.53 | 76.91 | 40.10 | 42.57 | 42.18 | 54.23 | 54.85 | 48.50 | 40.12 | 58.11 | 57.67 | 59.35 | 96.28 | 109.88 | 56.59 | 37.31 | 41.92 | 34.02 | 40.52 | 40.80 | 61.32 | 71.44 | 46.03 | 56.09 | 48.13 | 48.60 | 45.43 | 47.76 |
| Draw Down(%) | NA | 58.03 | 80.48 | 80.48 | 81.93 | NA | NA | … | … | 3.60 | 58.03 | 48.86 | 44.97 | 27.47 | 42.29 | 53.10 | 24.57 | 27.60 | 25.59 | 72.70 | 33.26 | 42.18 | 83.07 | 49.23 | 33.05 | 53.53 | 26.14 | 22.40 | 27.55 | 46.97 | 56.77 | 43.56 | 57.34 | 25.62 | 36.53 | 43.04 | 21.95 |
| 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 |
Data as of 01/22/2021, Common starting date is 10/28/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVTI (Covenant Transportation Group Inc) |
-50.78%
Jan 2006 – Jan 2009 |
-39.73%
Nov 2003 – Nov 2008 |
-21.75%
Nov 1998 – Nov 2008 |
-10.47%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVTI (Covenant Transportation Group Inc) |
118.02%
Mar 2012 – Mar 2015 |
51.04%
Jan 2010 – Jan 2015 |
31.35%
Nov 2008 – Nov 2018 |
7.93%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison Chart