Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDSY (I.D. Systems Inc) | NA | -5.83% | 6.81% | -0.09% | 5.21% | -5.09% | 0.80% | -1.24% |
Data as of 10/08/2019, AR inception is 07/01/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDSY (I.D. Systems Inc) | 07/01/1999 | 10/08/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 13.11 | -5.83 | 6.81 | -0.09 | 5.21 | -5.09 | 0.80 | -1.24 | 12.70 | -19.45 | 28.04 | 17.83 | -31.24 | 15.54 | -0.52 | 23.04 | 41.62 | 4.05 | -20.74 | -67.50 | -33.79 | -21.09 | 27.81 | 166.95 | 59.59 | -58.64 | 323.60 | -55.06 | -31.27 |
| Sharpe Ratio | NA | -0.17 | 0.14 | -0.02 | 0.11 | NA | NA | -0.04 | 0.37 | -0.48 | 0.67 | 0.51 | -0.61 | 0.37 | -0.01 | 0.46 | 0.83 | 0.09 | -0.46 | -1.14 | -0.74 | -0.59 | 0.50 | 2.36 | 1.17 | -0.90 | 3.43 | -0.54 | -0.72 |
| Standard Deviation(%) | NA | 43.69 | 41.33 | 43.11 | 44.04 | NA | NA | 57.88 | 41.11 | 43.43 | 41.17 | 34.68 | 51.37 | 41.69 | 38.66 | 50.71 | 49.90 | 45.66 | 45.00 | 59.93 | 50.07 | 41.58 | 51.11 | 70.47 | 50.46 | 66.50 | 96.56 | 110.04 | 77.51 |
| Draw Down(%) | NA | 33.98 | 40.32 | 60.13 | 60.13 | NA | NA | 92.71 | 33.98 | 35.21 | 21.02 | 17.39 | 58.51 | 38.51 | 25.43 | 37.87 | 24.72 | 46.53 | 27.38 | 74.56 | 49.79 | 37.94 | 49.89 | 31.86 | 39.70 | 70.73 | 41.79 | 88.21 | 55.10 |
| 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 | 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 10/08/2019, AR inception is 07/01/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDSY (I.D. Systems Inc) |
-48.00%
Nov 2006 - Nov 2009 |
-36.86%
Sep 2005 - Sep 2010 |
-16.65%
Sep 2005 - Sep 2015 |
-6.10%
Sep 2004 - Sep 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDSY (I.D. Systems Inc) |
75.93%
Dec 2002 - Dec 2005 |
57.00%
Dec 2000 - Dec 2005 |
7.88%
Feb 2009 - Feb 2019 |
4.15%
May 2000 - May 2015 |
Annualized Rolling Returns Comparison Chart