Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLIR (FLIR Systems Inc.) | NA | 30.89% | 2.70% | 15.14% | 6.19% | 12.10% | 18.99% | … | … |
Data as of 05/14/2021, Common starting date is 06/22/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLIR (FLIR Systems Inc.) | 06/22/1993 | 05/14/2021 |
| 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 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.22 | 30.89 | 2.70 | 15.14 | 6.19 | 12.10 | 18.99 | … | … | 31.24 | -14.36 | 19.59 | -6.61 | 28.82 | 28.93 | -13.12 | 7.34 | 34.86 | -10.97 | -15.73 | -9.10 | 6.68 | -1.98 | 96.67 | 42.54 | -29.99 | 74.77 | 49.59 | 28.69 | 581.71 | -65.77 | -30.11 | 12.05 | 50.91 | 12.24 | -5.77 | 33.33 | -15.22 |
| Sharpe Ratio | NA | 0.85 | 0.05 | 0.43 | 0.19 | NA | NA | … | … | 3.40 | -0.25 | -0.16 | -1.01 | 0.49 | -0.21 | -1.35 | -0.46 | 0.59 | -1.40 | -0.99 | -1.03 | -0.29 | -0.36 | 1.85 | 0.55 | -1.20 | 1.47 | 0.89 | 0.15 | 6.76 | -1.27 | -0.08 | 0.89 | 0.09 | 0.27 | -1.44 | 0.66 | -0.40 |
| Standard Deviation(%) | NA | 36.08 | 40.20 | 33.82 | 30.68 | NA | NA | … | … | 32.51 | 57.80 | 22.67 | 27.97 | 19.77 | 24.44 | 23.50 | 24.22 | 27.60 | 21.33 | 34.59 | 26.87 | 41.31 | 60.42 | 40.53 | 36.70 | 42.40 | 37.64 | 34.15 | 57.75 | 86.04 | 106.05 | 65.57 | 51.10 | 43.88 | 52.86 | 47.19 | 52.98 | 66.08 |
| Draw Down(%) | NA | 28.75 | 58.83 | 58.83 | 58.83 | NA | NA | … | … | 5.02 | 56.41 | 16.41 | 34.67 | 12.43 | 14.59 | 23.43 | 23.82 | 16.53 | 31.63 | 40.20 | 25.96 | 40.59 | 45.39 | 18.40 | 27.26 | 43.11 | 19.27 | 20.79 | 51.88 | 27.25 | 83.56 | 52.38 | 51.16 | 16.00 | 22.58 | 26.87 | 22.95 | 30.61 |
| Yield(%) | 0.00 | 1.53 | 1.21 | 2.05 | 1.36 | 2.79 | 12.23 | … | … | 0.33 | 1.29 | 1.58 | 1.36 | 1.66 | 1.67 | 1.37 | 1.37 | 1.53 | 1.10 | 0.81 | 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 05/14/2021, Common starting date is 06/22/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLIR (FLIR Systems Inc.) |
-43.33%
Nov 1997 – Nov 2000 |
-22.67%
Nov 1995 – Nov 2000 |
2.48%
Mar 2010 – Mar 2020 |
5.94%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLIR (FLIR Systems Inc.) |
167.67%
Nov 2000 – Nov 2003 |
94.17%
Nov 2000 – Nov 2005 |
50.52%
Nov 2000 – Nov 2010 |
33.03%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart