Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DGSE (Envela Corporation) | NA | 475.56% | 23.35% | 10.81% | 4.87% | -0.25% | -3.64% | … | … |
Data as of 02/18/2020, Common starting date is 03/19/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DGSE (Envela Corporation) | 03/19/1992 | 02/18/2020 |
| 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 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 17.19 | 475.56 | 23.35 | 10.81 | 4.87 | -0.25 | -3.64 | … | … | 91.85 | 193.48 | -50.54 | -25.00 | 275.76 | -72.95 | -45.29 | -58.93 | -27.31 | 74.53 | 203.55 | -17.06 | -67.62 | 106.69 | 27.64 | -29.43 | 20.00 | 119.63 | -68.53 | -60.58 | 43.75 | 57.38 | 38.64 | 158.82 | -15.00 | -44.44 | -7.69 | 77.27 | -56.00 |
| Sharpe Ratio | NA | 5.38 | 0.03 | -0.14 | -0.22 | NA | NA | … | … | 194.17 | 1.94 | -1.09 | -0.78 | 2.95 | -0.75 | -1.06 | -1.39 | -1.26 | 1.25 | 2.97 | -0.39 | -0.73 | 1.19 | 0.07 | -0.75 | 0.01 | 0.92 | -0.96 | -0.70 | 0.33 | 0.63 | 0.49 | 1.46 | -0.18 | -0.59 | -0.21 | 1.11 | -1.19 |
| Standard Deviation(%) | NA | 89.04 | 72.92 | 86.66 | 71.86 | NA | NA | … | … | 86.61 | 87.70 | 66.40 | 56.80 | 81.21 | 121.56 | 60.43 | 55.80 | 36.75 | 44.73 | 62.20 | 91.77 | 119.18 | 71.83 | 76.95 | 67.13 | 79.98 | 108.80 | 92.07 | 117.85 | 62.29 | 86.35 | 71.84 | 105.36 | 99.45 | 82.50 | 50.18 | 67.68 | 56.20 |
| Draw Down(%) | NA | 47.79 | 78.03 | 83.64 | 97.29 | NA | NA | … | … | 11.24 | 47.79 | 63.81 | 52.60 | 24.49 | 83.64 | 61.40 | 66.61 | 41.27 | 29.02 | 23.62 | 57.78 | 81.48 | 29.89 | 26.99 | 35.81 | 39.55 | 44.41 | 70.59 | 80.53 | 30.17 | 56.16 | 46.15 | 28.95 | 56.25 | 55.56 | 43.14 | 33.33 | 56.00 |
| 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 | 0.00 |
Data as of 02/18/2020, Common starting date is 03/19/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGSE (Envela Corporation) |
-66.88%
Aug 2012 – Aug 2015 |
-40.10%
Dec 2010 – Dec 2015 |
-20.11%
Aug 2005 – Aug 2015 |
-20.22%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGSE (Envela Corporation) |
109.89%
Feb 2009 – Feb 2012 |
50.02%
Jan 1996 – Jan 2001 |
20.30%
Aug 2002 – Aug 2012 |
15.19%
Oct 1996 – Oct 2011 |
Annualized Rolling Returns Comparison Chart