Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDTI (Integrated Device Technology Inc) | NA | 60.31% | 33.61% | 31.99% | 26.80% | 8.38% | 10.96% | 7.76% |
Data as of 03/29/2019, AR inception is 02/17/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDTI (Integrated Device Technology Inc) | 02/17/1984 | 03/29/2019 |
| 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 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.51 | 60.31 | 33.61 | 31.99 | 26.80 | 8.38 | 10.96 | 7.76 | 1.16 | 62.90 | 26.19 | -10.59 | 34.44 | 92.53 | 39.45 | 33.70 | -18.02 | 2.94 | 15.33 | -50.40 | -26.94 | 17.45 | 14.01 | -32.67 | 105.14 | -68.52 | -19.73 | 14.22 | 373.47 | -35.10 | -30.73 | 5.83 | -13.08 | 72.99 | 174.00 | 38.89 | 33.33 | -58.46 | -31.58 | 0.00 | 92.57 | -45.59 | 54.55 | 2.33 |
| Sharpe Ratio | NA | 2.44 | 1.03 | 0.81 | 0.63 | NA | NA | 0.07 | 0.49 | 1.89 | 0.90 | -0.22 | 0.88 | 2.06 | 1.27 | 0.92 | -0.36 | 0.07 | 0.31 | -0.92 | -1.17 | 0.40 | 0.32 | -0.70 | 1.90 | -0.78 | -0.21 | 0.10 | 4.82 | -0.50 | -1.40 | 0.03 | -0.29 | 1.02 | 2.97 | 0.51 | 0.46 | -0.96 | -0.87 | -0.10 | 1.13 | -0.87 | 0.98 | -0.08 |
| Standard Deviation(%) | NA | 24.14 | 31.85 | 39.47 | 41.02 | NA | NA | 59.00 | 6.50 | 32.61 | 28.48 | 49.64 | 39.12 | 44.88 | 30.93 | 36.93 | 50.57 | 38.88 | 48.68 | 55.38 | 25.77 | 35.95 | 36.88 | 48.36 | 54.87 | 89.02 | 104.09 | 105.69 | 76.80 | 77.42 | 61.08 | 71.17 | 58.80 | 68.66 | 57.54 | 70.81 | 63.76 | 65.93 | 42.76 | 47.56 | 77.76 | 57.24 | 50.13 | 53.59 |
| Draw Down(%) | NA | 13.09 | 21.59 | 42.56 | 45.49 | NA | NA | 96.01 | 2.17 | 20.45 | 13.64 | 37.15 | 29.79 | 27.86 | 14.69 | 36.52 | 45.37 | 31.21 | 34.08 | 65.39 | 34.94 | 18.12 | 29.18 | 55.96 | 21.04 | 80.83 | 68.21 | 73.08 | 46.75 | 73.84 | 39.17 | 52.42 | 61.28 | 51.67 | 36.94 | 50.00 | 62.34 | 60.00 | 40.40 | 47.29 | 63.02 | 70.56 | 39.66 | 37.29 |
| 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 | 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 03/29/2019, AR inception is 02/17/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDTI (Integrated Device Technology Inc) |
-48.42%
Sep 2000 - Sep 2003 |
-34.71%
Sep 2000 - Sep 2005 |
-24.73%
Aug 2000 - Aug 2010 |
-10.88%
Aug 1995 - Aug 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDTI (Integrated Device Technology Inc) |
140.54%
Jul 1992 - Jul 1995 |
68.44%
Aug 1990 - Aug 1995 |
45.52%
Sep 1990 - Sep 2000 |
23.83%
Sep 1985 - Sep 2000 |
Annualized Rolling Returns Comparison Chart