Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DWCH (Datawatch Corporation) | NA | 40.86% | 27.91% | -17.21% | NA | NA | NA | … | … |
Data as of 12/21/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DWCH (Datawatch Corporation) | 06/18/2012 | 12/21/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.00 | 40.86 | 27.91 | -17.21 | NA | NA | NA | … | … | 37.89 | 72.73 | -8.03 | -33.48 | -73.57 | 146.27 | 19.77 | 62.32 | 30.19 | 120.83 | -79.73 | 127.69 | -35.96 | -23.40 | 92.73 | 84.56 | 129.23 | -15.96 | -83.08 | 47.73 | -33.33 | -64.13 | 15.00 | 263.64 | 10.00 | -54.55 | -33.33 |
| Sharpe Ratio | NA | 0.37 | 0.06 | -0.66 | 0.11 | NA | NA | … | … | 0.32 | 0.99 | -0.65 | -0.85 | -1.38 | 2.61 | 0.41 | 1.06 | 0.18 | 1.09 | -0.93 | 1.58 | -0.83 | -0.65 | 0.95 | 0.82 | 1.01 | -0.20 | -0.75 | 0.29 | -0.41 | -0.59 | 0.13 | 2.68 | 0.05 | -0.49 | -0.60 |
| Standard Deviation(%) | NA | 51.84 | 57.16 | 60.11 | 62.52 | NA | NA | … | … | 52.17 | 54.18 | 64.85 | 61.19 | 66.95 | 48.91 | 56.37 | 41.46 | 63.77 | 93.98 | 106.14 | 67.50 | 70.39 | 68.24 | 76.59 | 79.34 | 108.12 | 188.80 | 141.90 | 155.34 | 88.37 | 114.75 | 84.65 | 96.97 | 134.78 | 114.90 | 86.52 |
| Draw Down(%) | NA | 33.07 | 44.22 | 89.71 | 90.57 | NA | NA | … | … | 33.07 | 31.08 | 41.38 | 47.39 | 75.84 | 24.08 | 32.26 | 17.92 | 29.02 | 56.48 | 87.53 | 32.10 | 64.87 | 42.64 | 56.22 | 40.50 | 41.25 | 82.90 | 95.09 | 69.12 | 66.67 | 77.88 | 54.35 | 28.09 | 50.00 | 62.00 | 48.57 |
| 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 |
Data as of 12/21/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWCH (Datawatch Corporation) |
-45.52%
Dec 2013 – Dec 2016 |
-20.94%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWCH (Datawatch Corporation) |
37.33%
Jul 2015 – Jul 2018 |
-1.20%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart