Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INNI (Innovaro Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/28/2021, Common starting date is 10/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INNI (Innovaro Inc) | 10/26/2000 | 05/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 8.11 | 68.18 | -56.00 | 42.86 | 45.83 | 50.00 | -96.55 | -81.08 | -74.45 | -32.87 | -66.35 | -51.98 | -32.95 | 16.40 | -17.77 | -8.01 | 35.05 | 77.60 | -11.97 | 23.48 | -8.92 |
| Sharpe Ratio | NA | 1.02 | 0.17 | 0.00 | -0.15 | NA | NA | … | … | 2.15 | 0.03 | 0.33 | -0.54 | 0.19 | 0.13 | 0.14 | -0.29 | -0.26 | -0.62 | -0.41 | -0.73 | -1.12 | -1.01 | 0.33 | -0.33 | -0.42 | 1.23 | 3.22 | -0.74 | 0.55 | -1.39 |
| Standard Deviation(%) | NA | 393.57 | 268.04 | 257.45 | 276.18 | NA | NA | … | … | 456.67 | 298.62 | 200.10 | 105.96 | 228.05 | 359.19 | 367.67 | 335.08 | 309.46 | 120.19 | 81.16 | 90.72 | 46.42 | 33.41 | 41.10 | 63.77 | 24.16 | 27.80 | 23.88 | 17.76 | 39.42 | 32.74 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 77.27 | 52.56 | 68.12 | 72.67 | 93.60 | 88.89 | 98.67 | 88.33 | 81.07 | 74.68 | 86.30 | 59.55 | 34.47 | 28.58 | 54.71 | 23.17 | 19.12 | 12.00 | 20.41 | 17.16 | 11.88 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.03 | … | … | 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 | 0.17 | 0.15 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/28/2021, Common starting date is 10/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INNI (Innovaro Inc) |
-88.14%
Dec 2011 – Dec 2014 |
-79.74%
Dec 2009 – Dec 2014 |
-61.50%
Nov 2005 – Nov 2015 |
-44.30%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INNI (Innovaro Inc) |
50.58%
Oct 2014 – Oct 2017 |
29.20%
Nov 2015 – Nov 2020 |
-6.98%
Mar 2001 – Mar 2011 |
-29.28%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart