Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DELTY (Delta Galil Industries Ltd) | NA | 6.03% | 4.43% | 0.27% | 19.57% | 12.29% | 4.11% | … | … |
Data as of 07/30/2020, Common starting date is 03/25/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DELTY (Delta Galil Industries Ltd) | 03/25/1999 | 07/30/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.03 | 4.43 | 0.27 | 19.57 | 12.29 | 4.11 | … | … | 18.34 | -0.59 | -23.79 | 18.91 | -1.68 | 5.57 | 8.31 | 101.69 | 85.22 | -28.72 | 34.29 | 636.84 | -84.03 | -34.47 | 51.84 | -42.17 | -34.35 | 60.71 | 0.20 | -31.37 | -19.15 | 95.83 |
| Sharpe Ratio | NA | -0.17 | -0.30 | -0.48 | -0.10 | NA | NA | … | … | 0.11 | -0.80 | -2.70 | -0.01 | -1.26 | -0.59 | -0.48 | 3.06 | 1.80 | -1.06 | 0.44 | 7.72 | -1.41 | -1.21 | 0.62 | -1.52 | -1.35 | 1.03 | -0.42 | -1.13 | -1.66 | 4.70 |
| Standard Deviation(%) | NA | 105.95 | 64.03 | 52.97 | 43.84 | NA | NA | … | … | 137.80 | 29.93 | 16.82 | 28.31 | 28.30 | 22.08 | 21.26 | 27.15 | 37.40 | 44.70 | 35.63 | 80.09 | 73.27 | 46.83 | 47.96 | 41.65 | 39.88 | 40.38 | 46.37 | 47.35 | 52.89 | 36.05 |
| Draw Down(%) | NA | 67.56 | 72.03 | 72.18 | 72.18 | NA | NA | … | … | 63.08 | 22.15 | 23.79 | 15.63 | 22.26 | 18.25 | 15.92 | 7.35 | 14.74 | 51.52 | 36.84 | 25.71 | 85.65 | 43.08 | 17.24 | 47.49 | 43.26 | 16.29 | 38.13 | 48.17 | 52.74 | 16.67 |
| Yield(%) | 0.00 | 1.69 | 2.01 | 1.70 | 7.42 | 4.73 | 1.64 | … | … | 0.99 | 2.25 | 1.66 | 1.84 | 1.94 | 2.08 | 1.96 | 3.45 | 5.03 | 3.59 | 2.19 | 5.26 | 0.00 | 0.00 | 0.00 | 0.00 | 2.83 | 5.32 | 3.47 | 2.25 | 2.01 | 0.00 |
Data as of 07/30/2020, Common starting date is 03/25/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELTY (Delta Galil Industries Ltd) |
-45.84%
Dec 2005 – Dec 2008 |
-42.57%
Dec 2003 – Dec 2008 |
-14.30%
Apr 1999 – Apr 2009 |
2.81%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELTY (Delta Galil Industries Ltd) |
97.00%
Dec 2008 – Dec 2011 |
97.98%
Dec 2008 – Dec 2013 |
42.28%
Dec 2008 – Dec 2018 |
12.92%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison Chart