Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRAD (Star Equity Holdings Inc) | NA | 38.34% | -41.60% | -35.72% | -13.24% | -12.03% | NA | … | … |
Data as of 02/19/2021, Common starting date is 06/10/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRAD (Star Equity Holdings Inc) | 06/10/2004 | 02/19/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 11.03 | 38.34 | -41.60 | -35.72 | -13.24 | -12.03 | NA | … | … | 20.61 | 38.08 | -54.39 | -77.91 | -48.40 | -13.64 | 32.80 | 17.84 | 80.49 | 4.59 | -6.67 | 0.00 | 262.07 | -84.07 | -11.65 | 2.49 | -54.58 | -24.81 |
| Sharpe Ratio | NA | 0.29 | -0.44 | -0.46 | -0.22 | NA | NA | … | … | 3.56 | 0.29 | -1.07 | -1.51 | -1.35 | -1.33 | 0.31 | -0.02 | 1.47 | -0.39 | -0.70 | -0.43 | 2.87 | -1.20 | -0.70 | -0.44 | -1.55 | -1.08 |
| Standard Deviation(%) | NA | 131.00 | 95.91 | 79.10 | 62.59 | NA | NA | … | … | 89.38 | 130.39 | 72.53 | 65.68 | 50.31 | 35.72 | 46.74 | 34.17 | 42.08 | 36.38 | 36.20 | 43.64 | 84.77 | 86.48 | 48.12 | 45.75 | 48.79 | 62.17 |
| Draw Down(%) | NA | 70.47 | 90.91 | 96.06 | 96.42 | NA | NA | … | … | 18.66 | 70.47 | 76.42 | 83.70 | 63.96 | 30.12 | 25.82 | 20.27 | 25.69 | 19.83 | 41.45 | 30.12 | 37.12 | 86.81 | 38.40 | 37.62 | 59.89 | 37.55 |
| Yield(%) | 0.00 | 0.00 | 1.59 | 2.25 | 4.27 | 1.73 | 0.44 | … | … | 0.00 | 0.00 | 0.00 | 6.35 | 4.12 | 3.59 | 4.71 | 5.68 | 2.68 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/19/2021, Common starting date is 06/10/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRAD (Star Equity Holdings Inc) |
-62.12%
Feb 2017 – Feb 2020 |
-44.79%
Oct 2015 – Oct 2020 |
-18.34%
May 2010 – May 2020 |
-19.38%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRAD (Star Equity Holdings Inc) |
53.96%
Nov 2008 – Nov 2011 |
46.59%
Nov 2008 – Nov 2013 |
7.70%
Nov 2008 – Nov 2018 |
-13.18%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart