Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IIVI (II-VI Incorporated) | NA | 403.25% | 101.12% | 55.43% | 36.75% | 22.88% | 23.45% | 21.62% |
Data as of 06/30/2023, AR inception is 10/02/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IIVI (II-VI Incorporated) | 10/02/1987 | 06/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 9.29 | 403.25 | 101.12 | 55.43 | 36.75 | 22.88 | 23.45 | 21.62 | 46.75 | -52.86 | -10.04 | 125.60 | 3.73 | -30.86 | 58.35 | 59.75 | 35.97 | -22.35 | -3.57 | -0.71 | -20.79 | 45.79 | 66.58 | -37.51 | 9.34 | 56.35 | -15.89 | 64.69 | 60.65 | -6.79 | 13.45 | 50.93 | 155.56 | -67.19 | -8.57 | 144.19 | 173.02 | 152.00 | 19.05 | -12.50 | -11.11 | -53.45 | -4.92 | 96.77 | -40.38 |
| Sharpe Ratio | NA | 2.37 | 0.96 | 0.60 | 0.54 | NA | NA | 0.30 | 2.27 | -1.26 | -0.23 | 1.87 | -0.46 | -0.94 | 0.89 | 0.77 | 0.57 | -1.42 | -0.73 | -0.63 | -0.68 | 0.80 | 1.03 | -0.95 | -0.27 | 0.88 | -0.96 | 0.86 | 0.94 | -0.55 | -0.13 | -0.14 | 2.58 | -0.53 | -1.02 | 2.60 | 1.38 | 2.55 | 0.22 | -0.15 | -0.14 | -0.83 | -0.12 | 2.08 | -0.96 |
| Standard Deviation(%) | NA | 168.79 | 104.53 | 89.09 | 67.79 | NA | NA | 63.57 | 50.01 | 47.14 | 43.33 | 66.52 | 42.01 | 55.80 | 44.17 | 33.04 | 30.57 | 28.81 | 30.26 | 30.80 | 57.40 | 34.13 | 46.53 | 59.81 | 46.76 | 38.75 | 38.47 | 52.33 | 44.15 | 48.56 | 61.41 | 125.33 | 69.98 | 63.57 | 53.73 | 55.65 | 80.39 | 60.35 | 87.72 | 80.22 | 78.05 | 64.12 | 40.25 | 46.21 | 91.73 |
| Draw Down(%) | NA | 43.40 | 57.23 | 58.08 | 60.06 | NA | NA | 80.89 | 33.36 | 59.79 | 45.16 | 44.21 | 36.68 | 44.14 | 30.68 | 22.13 | 21.45 | 37.71 | 26.54 | 35.23 | 44.47 | 23.07 | 26.22 | 67.50 | 32.76 | 20.81 | 34.43 | 27.79 | 21.20 | 40.63 | 37.81 | 62.76 | 28.83 | 75.52 | 45.53 | 23.74 | 58.70 | 21.43 | 39.13 | 50.00 | 41.18 | 60.00 | 30.56 | 21.43 | 44.23 |
| Yield(%) | 0.00 | 23.55 | 25.27 | 16.91 | 21.31 | 13.67 | 31.49 | 251.78 | 3.70 | 16.78 | 15.79 | 16.42 | 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 06/30/2023, AR inception is 10/02/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIVI (II-VI Incorporated) |
-31.50%
Aug 1989 - Aug 1992 |
-23.70%
Jul 1988 - Jul 1993 |
2.09%
Nov 2004 - Nov 2014 |
6.34%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIVI (II-VI Incorporated) |
163.56%
Jan 1994 - Jan 1997 |
86.67%
Aug 1992 - Aug 1997 |
46.98%
Aug 1993 - Aug 2003 |
40.57%
Aug 1993 - Aug 2008 |
Annualized Rolling Returns Comparison Chart