Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGOV (NIC Inc) | NA | 40.43% | 35.34% | 15.93% | 12.95% | 15.87% | 16.15% | … | … |
Data as of 04/21/2021, Common starting date is 07/15/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGOV (NIC Inc) | 07/15/1999 | 04/21/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 40.43 | 35.34 | 15.93 | 12.95 | 15.87 | 16.15 | … | … | 31.97 | 17.51 | 79.09 | -24.82 | -30.54 | 21.44 | 9.39 | -27.66 | 52.20 | 22.76 | 37.08 | 6.24 | 98.70 | -45.50 | 69.82 | -19.32 | 21.26 | -36.74 | 469.50 | -55.66 | 107.67 | -95.21 | 84.84 |
| Sharpe Ratio | NA | 1.30 | 1.00 | 0.46 | 0.38 | NA | NA | … | … | 4.64 | 0.45 | 1.55 | -1.31 | -1.80 | -0.50 | -0.30 | -1.23 | 1.00 | 0.15 | 0.54 | -0.36 | 1.48 | -0.95 | 1.33 | -1.21 | 0.01 | -1.09 | 6.56 | -0.86 | 0.78 | -0.97 | 2.80 |
| Standard Deviation(%) | NA | 31.17 | 34.96 | 33.04 | 33.31 | NA | NA | … | … | 33.20 | 38.01 | 36.08 | 35.41 | 27.73 | 25.42 | 30.04 | 37.66 | 33.83 | 28.53 | 34.55 | 34.71 | 54.02 | 68.30 | 36.12 | 34.65 | 33.73 | 51.68 | 68.58 | 87.38 | 113.32 | 169.36 | 110.58 |
| Draw Down(%) | NA | 23.93 | 31.25 | 51.68 | 51.68 | NA | NA | … | … | 9.54 | 30.50 | 12.28 | 32.09 | 38.78 | 16.17 | 14.34 | 38.72 | 16.54 | 22.26 | 21.53 | 30.76 | 28.57 | 59.25 | 14.77 | 39.84 | 20.27 | 53.11 | 22.08 | 70.44 | 64.49 | 98.25 | 41.93 |
| Yield(%) | 0.00 | 1.47 | 2.33 | 2.29 | 3.19 | 6.23 | 10.23 | … | … | 0.35 | 1.59 | 2.56 | 1.89 | 1.32 | 3.48 | 3.12 | 2.10 | 2.12 | 1.90 | 2.54 | 5.98 | 6.37 | 2.94 | 14.82 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/21/2021, Common starting date is 07/15/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGOV (NIC Inc) |
-68.29%
Feb 2000 – Feb 2003 |
-37.29%
Feb 2000 – Feb 2005 |
-15.37%
Feb 2000 – Feb 2010 |
-4.65%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGOV (NIC Inc) |
73.74%
Dec 2000 – Dec 2003 |
46.85%
Dec 2002 – Dec 2007 |
32.15%
Dec 2002 – Dec 2012 |
22.09%
Jun 2002 – Jun 2017 |
Annualized Rolling Returns Comparison Chart