Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EPIQ (EPIQ Systems Inc) | NA | 20.07% | 8.26% | 5.37% | 6.44% | 2.30% | NA | … | … |
Data as of 10/28/2016, Common starting date is 02/04/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EPIQ (EPIQ Systems Inc) | 02/04/1997 | 10/28/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.07 | 8.26 | 5.37 | 6.44 | 2.30 | NA | … | … | 28.70 | -21.71 | 8.31 | 30.19 | 8.38 | -11.45 | -1.30 | -16.28 | -4.02 | 53.89 | -8.47 | 26.64 | -14.49 | 12.12 | -21.09 | 154.23 | 14.17 | 50.00 | -14.89 | 276.00 |
| Sharpe Ratio | NA | 0.53 | 0.21 | 0.14 | 0.15 | NA | NA | … | … | 0.94 | -0.67 | 0.20 | 1.07 | 0.27 | -0.32 | -0.06 | -0.42 | -0.09 | 1.17 | -0.40 | 0.75 | -0.44 | 0.29 | -0.42 | 1.99 | 0.15 | 0.85 | -0.27 | 4.42 |
| Standard Deviation(%) | NA | 37.51 | 38.64 | 36.81 | 39.71 | NA | NA | … | … | 37.63 | 32.66 | 41.10 | 28.17 | 31.07 | 35.39 | 24.16 | 39.32 | 53.52 | 43.73 | 29.21 | 32.64 | 35.46 | 39.38 | 52.58 | 78.37 | 68.95 | 55.25 | 67.03 | 73.75 |
| Draw Down(%) | NA | 23.28 | 41.26 | 41.26 | 47.77 | NA | NA | … | … | 14.48 | 34.51 | 25.79 | 18.17 | 22.90 | 29.52 | 18.89 | 32.88 | 39.94 | 20.97 | 37.97 | 18.66 | 37.51 | 31.29 | 42.52 | 52.23 | 38.33 | 42.72 | 54.78 | 20.00 |
| Yield(%) | 0.00 | 1.93 | 2.57 | 2.25 | 1.21 | 0.41 | 2.93 | … | … | 2.08 | 2.16 | 2.27 | 2.76 | 2.12 | 1.12 | 0.50 | 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 10/28/2016, Common starting date is 02/04/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPIQ (EPIQ Systems Inc) |
-15.29%
Oct 2007 – Oct 2010 |
-8.46%
May 2007 – May 2012 |
-0.81%
Feb 2002 – Feb 2012 |
1.31%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPIQ (EPIQ Systems Inc) |
67.33%
Apr 1999 – Apr 2002 |
61.62%
Mar 1997 – Mar 2002 |
31.39%
May 1997 – May 2007 |
18.55%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart