Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFBG (Differential Brands Group Inc) | NA | 384.76% | -73.81% | -65.27% | -36.95% | -35.88% | -26.65% | … | … |
Data as of 11/01/2018, Common starting date is 03/19/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFBG (Differential Brands Group Inc) | 03/19/1993 | 11/01/2018 |
| 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 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 19.48 | 384.76 | -73.81 | -65.27 | -36.95 | -35.88 | -26.65 | … | … | 435.79 | -59.57 | -98.41 | -50.30 | -69.88 | 10.00 | 88.68 | -66.03 | 15.56 | 275.00 | -71.20 | 78.57 | -32.04 | -59.29 | -20.44 | 15.64 | 22.22 | 227.27 | -38.89 | 5.88 | -83.81 | 200.00 | -41.67 | -76.00 | -82.14 | -82.50 |
| Sharpe Ratio | NA | 1.75 | -0.43 | -0.46 | -0.39 | NA | NA | … | … | 2.77 | -0.89 | -0.41 | -0.44 | -1.24 | -0.16 | 1.08 | -1.24 | -0.05 | 2.42 | -0.97 | 0.69 | -0.51 | -0.87 | -0.49 | -0.05 | 0.03 | 2.07 | -0.40 | 0.02 | -0.61 | 1.04 | -0.23 | -0.40 | -0.44 | -0.52 |
| Standard Deviation(%) | NA | 207.96 | 227.48 | 190.80 | 145.75 | NA | NA | … | … | 222.42 | 88.33 | 320.77 | 155.71 | 71.43 | 53.10 | 65.73 | 68.21 | 62.49 | 106.04 | 93.83 | 82.31 | 107.44 | 91.82 | 81.87 | 78.14 | 75.12 | 102.30 | 154.70 | 156.39 | 141.93 | 188.21 | 199.12 | 197.67 | 195.14 | 174.67 |
| Draw Down(%) | NA | 46.45 | 99.71 | 99.94 | 99.97 | NA | NA | … | … | 46.45 | 70.55 | 98.77 | 82.74 | 77.91 | 48.76 | 40.00 | 69.46 | 55.36 | 46.81 | 83.85 | 58.09 | 70.59 | 84.19 | 72.15 | 59.40 | 41.00 | 48.96 | 67.65 | 73.81 | 85.45 | 65.38 | 91.53 | 92.31 | 93.10 | 89.50 |
| 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 |
Data as of 11/01/2018, Common starting date is 03/19/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFBG (Differential Brands Group Inc) |
-88.88%
Oct 2014 – Oct 2017 |
-77.69%
May 2013 – May 2018 |
-51.03%
Sep 2007 – Sep 2017 |
-41.45%
May 2003 – May 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFBG (Differential Brands Group Inc) |
78.52%
Sep 2000 – Sep 2003 |
40.71%
May 2000 – May 2005 |
8.76%
Apr 2000 – Apr 2010 |
0.23%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison Chart