Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DVAR (Dovarri Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/17/2021, Common starting date is 09/21/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVAR (Dovarri Inc) | 09/21/1998 | 05/17/2021 |
| 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 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 13.33 | -7.41 | 113.16 | -62.00 | 1,900.00 | 0.00 | -90.00 | -44.44 | -82.00 | -84.62 | 30.00 | 25.00 | -99.28 | -22.92 | -63.08 | 30.00 | -80.00 | -28.57 | -98.25 | -80.00 | -96.79 | -89.38 | -34.73 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.04 | -0.09 | 0.25 | -0.15 | 3.76 | 0.00 | -0.21 | -0.10 | -0.18 | -0.09 | 0.05 | 0.03 | -0.25 | -0.11 | -0.27 | 0.06 | -0.36 | -0.10 | -0.13 | -0.09 | -0.10 | -0.30 | -0.10 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 306.02 | 92.93 | 453.28 | 426.19 | 505.53 | NA | 438.82 | 465.61 | 465.63 | 995.20 | 662.07 | 770.78 | 403.71 | 229.94 | 241.95 | 444.19 | 222.20 | 293.47 | 749.23 | 895.87 | 1,009.55 | 307.50 | 785.35 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 85.00 | 40.00 | 90.00 | 94.87 | 92.22 | 0.00 | 98.00 | 90.00 | 95.97 | 98.27 | 90.00 | 96.36 | 99.46 | 93.75 | 95.41 | 87.00 | 83.33 | 82.86 | 99.66 | 80.00 | 98.00 | 96.88 | 80.00 |
| 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 |
Data as of 05/17/2021, Common starting date is 09/21/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVAR (Dovarri Inc) |
-97.96%
Dec 1999 – Dec 2002 |
-93.87%
Jan 2000 – Jan 2005 |
-86.60%
Sep 1999 – Sep 2009 |
-82.01%
Sep 1999 – Sep 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVAR (Dovarri Inc) |
242.00%
Jan 2015 – Jan 2018 |
182.21%
Jan 2016 – Jan 2021 |
-1.10%
Jan 2011 – Jan 2021 |
-36.95%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison Chart