Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ICTSF (ICTS International N.V) | -12.67% | -21.40% | -17.31% | 6.27% | 17.40% | 4.27% | 2.18% | 1.87% |
Data as of 07/23/2025, AR inception is 06/26/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICTSF (ICTS International N.V) | 06/26/1996 | 07/23/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.77 | -21.40 | -17.31 | 6.27 | 17.40 | 4.27 | 2.18 | 1.87 | -12.67 | 4.48 | -30.09 | -36.81 | 127.50 | 34.23 | 645.00 | -60.00 | 112.77 | -14.55 | -35.29 | 13.33 | 36.36 | -31.25 | -36.00 | -40.48 | -4.55 | 15.79 | -15.56 | -12.65 | 58.33 | -54.39 | -40.42 | 76.93 | 58.73 | 4.00 | 23.46 | -42.14 | -13.58 | 44.64 |
| Sharpe Ratio | NA | -0.34 | -0.30 | 0.05 | 0.15 | NA | NA | 0.00 | -0.32 | -0.03 | -0.48 | -0.58 | 1.71 | 0.28 | 3.14 | -0.66 | 1.26 | -0.14 | -0.42 | 0.09 | 0.30 | -0.05 | -0.24 | -0.54 | -0.04 | 0.27 | -0.35 | -0.05 | 0.66 | -0.48 | -0.71 | 1.02 | 0.50 | 0.00 | 0.36 | -0.58 | -0.20 | 1.03 |
| Standard Deviation(%) | NA | 70.05 | 67.70 | 72.51 | 104.35 | NA | NA | 159.94 | 72.06 | 70.79 | 72.44 | 66.61 | 74.66 | 120.63 | 205.23 | 93.43 | 89.27 | 108.40 | 83.91 | 140.26 | 121.15 | 628.05 | 150.82 | 75.38 | 103.62 | 55.75 | 53.08 | 294.39 | 85.30 | 115.44 | 57.62 | 74.04 | 116.09 | 92.23 | 56.35 | 78.16 | 83.44 | 98.21 |
| Draw Down(%) | NA | 43.65 | 60.53 | 68.50 | 88.46 | NA | NA | 99.54 | 30.00 | 36.36 | 42.57 | 41.27 | 35.00 | 61.82 | 62.50 | 63.30 | 40.00 | 43.66 | 41.18 | 64.44 | 46.04 | 97.50 | 68.00 | 55.36 | 33.33 | 26.09 | 49.82 | 96.22 | 43.96 | 84.32 | 59.04 | 36.40 | 43.83 | 37.75 | 39.80 | 54.29 | 45.83 | 44.27 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.69 | 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 | 75.00 | 33.96 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/23/2025, AR inception is 06/26/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICTSF (ICTS International N.V) |
-42.28%
Jan 2010 - Jan 2013 |
-31.93%
Jun 2014 - Jun 2019 |
-23.38%
Apr 2009 - Apr 2019 |
-20.02%
May 2004 - May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICTSF (ICTS International N.V) |
260.88%
Apr 2019 - Apr 2022 |
101.40%
Apr 2019 - Apr 2024 |
31.85%
Jun 2011 - Jun 2021 |
13.69%
Oct 2006 - Oct 2021 |
Annualized Rolling Returns Comparison Chart