Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRTT (Dirtt Environmen) | NA | 10.00% | -38.95% | -41.94% | NA | NA | NA | … | … |
Data as of 11/16/2023, Common starting date is 01/28/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRTT (Dirtt Environmen) | 01/28/2014 | 11/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -10.81 | 10.00 | -38.95 | -41.94 | NA | NA | NA | … | … | -37.74 | -75.69 | -11.74 | -25.38 | -26.46 | -13.49 | 14.25 | -9.64 | 62.58 | 28.36 |
| Sharpe Ratio | NA | 0.05 | -0.42 | -0.48 | NA | NA | NA | … | … | -0.39 | -0.79 | -0.18 | -0.25 | -0.89 | -0.78 | -0.08 | -0.97 | 0.86 | 0.19 |
| Standard Deviation(%) | NA | 123.45 | 97.24 | 89.59 | NA | NA | NA | … | … | 119.33 | 98.21 | 65.52 | 101.82 | 55.73 | 44.95 | 63.05 | 44.78 | 51.48 | 56.07 |
| Draw Down(%) | NA | 76.77 | 95.29 | 96.66 | NA | NA | NA | … | … | 76.77 | 88.00 | 65.57 | 76.66 | 55.88 | 33.06 | 29.08 | 30.16 | 48.69 | 20.27 |
| 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 |
Data as of 11/16/2023, Common starting date is 01/28/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRTT (Dirtt Environmen) |
-55.90%
Oct 2019 – Oct 2022 |
-44.59%
Jul 2018 – Jul 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRTT (Dirtt Environmen) |
22.06%
Mar 2014 – Mar 2017 |
17.47%
Apr 2014 – Apr 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart