Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FUEL (Rocket Fuel Inc) | NA | -14.75% | -45.48% | -46.72% | -27.01% | -18.93% | -14.56% | … | … |
Data as of 09/06/2017, Common starting date is 12/13/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FUEL (Rocket Fuel Inc) | 12/13/1996 | 09/06/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.17 | -14.75 | -45.48 | -46.72 | -27.01 | -18.93 | -14.56 | … | … | 52.05 | -51.00 | -78.35 | -73.78 | 680.33 |
| Sharpe Ratio | NA | -0.37 | -0.97 | -0.30 | -0.22 | NA | NA | … | … | 0.86 | -1.34 | -1.48 | -1.19 | -0.01 |
| Standard Deviation(%) | NA | 76.78 | 69.01 | 125.95 | 125.95 | NA | NA | … | … | 83.04 | 63.12 | 65.56 | 77.51 | 396.41 |
| Draw Down(%) | NA | 54.11 | 91.09 | 97.44 | 97.44 | NA | NA | … | … | 54.11 | 55.93 | 82.96 | 79.13 | 43.01 |
| 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 |
Data as of 09/06/2017, Common starting date is 12/13/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUEL (Rocket Fuel Inc) |
-69.70%
Dec 2013 – Dec 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUEL (Rocket Fuel Inc) |
-45.83%
Aug 2014 – Aug 2017 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart