Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DIRI (Direct Insite Corporation) | NA | -52.22% | -36.51% | -3.73% | -4.76% | -6.87% | -21.21% | … | … |
Data as of 11/11/2016, Common starting date is 09/23/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIRI (Direct Insite Corporation) | 09/23/1992 | 11/11/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -14.00 | -52.22 | -36.51 | -3.73 | -4.76 | -6.87 | -21.21 | … | … | -28.33 | -20.00 | -40.48 | 53.66 | 17.14 | -11.39 | -16.84 | -12.84 | -48.10 | 159.26 | 30.65 | -63.53 | 70.00 | -60.00 | 96.85 | -71.55 | -80.69 | -1.50 | -59.39 | -11.11 | -79.07 | 244.00 | -83.97 | -17.02 | -18.97 |
| Sharpe Ratio | NA | -0.71 | -0.62 | -0.26 | -0.14 | NA | NA | … | … | -0.55 | -0.44 | -0.68 | 0.49 | -0.01 | -0.26 | -0.15 | -0.08 | -0.55 | 1.41 | 0.06 | -0.86 | 0.43 | -0.56 | 0.74 | -0.65 | -0.72 | -0.04 | -0.51 | -0.14 | -0.69 | 1.56 | -0.68 | -0.27 | -0.64 |
| Standard Deviation(%) | NA | 120.86 | 96.43 | 98.02 | 171.51 | NA | NA | … | … | 118.52 | 87.55 | 86.28 | 71.87 | 114.21 | 115.60 | 239.06 | 391.67 | 123.26 | 98.01 | 129.34 | 98.16 | 118.27 | 142.03 | 104.00 | 143.37 | 143.59 | 112.55 | 122.63 | 104.14 | 119.77 | 153.85 | 128.39 | 71.44 | 86.73 |
| Draw Down(%) | NA | 57.78 | 77.65 | 78.89 | 91.83 | NA | NA | … | … | 50.00 | 54.24 | 68.67 | 36.11 | 50.82 | 60.00 | 63.46 | 81.74 | 71.43 | 52.50 | 64.29 | 67.43 | 46.67 | 79.20 | 49.37 | 85.22 | 87.87 | 53.95 | 79.02 | 53.45 | 87.21 | 76.47 | 88.37 | 58.11 | 50.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.34 | … | … | 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 | 4.97 | 13.45 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/11/2016, Common starting date is 09/23/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIRI (Direct Insite Corporation) |
-66.74%
Apr 1998 – Apr 2001 |
-57.89%
Nov 1996 – Nov 2001 |
-50.34%
Oct 1993 – Oct 2003 |
-35.57%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIRI (Direct Insite Corporation) |
59.27%
Aug 2006 – Aug 2009 |
36.89%
Jul 2006 – Jul 2011 |
11.35%
Oct 2003 – Oct 2013 |
-7.69%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison Chart