Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IOT (Samsara Inc.) | NA | -98.88% | -74.13% | -50.33% | -33.34% | -23.43% | -15.32% | … | … |
Data as of 02/22/2018, Common starting date is 03/17/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IOT (Samsara Inc.) | 03/17/1992 | 02/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -98.88 | -74.13 | -50.33 | -33.34 | -23.43 | -15.32 | … | … | 10.00 | -98.63 | -2.41 | 31.23 | 14.23 | 42.57 | 151.80 | -66.51 | -50.60 | 47.37 | 5.56 | -18.80 | 5.56 | 18.13 | 3.76 | -18.02 | 4.50 | 123.26 | 52.40 | -6.12 | -38.56 | 10.71 | 13.91 | 3.13 | 34.11 | 151.77 | 6.38 |
| Sharpe Ratio | NA | -0.07 | -0.11 | -0.11 | -0.11 | NA | NA | … | … | NA | -0.07 | -0.72 | 0.27 | -0.08 | 0.41 | 1.26 | -0.98 | -0.87 | 0.22 | -0.18 | -0.50 | -0.63 | -0.06 | -0.64 | -1.11 | -0.72 | 2.33 | 0.35 | -0.31 | -1.94 | 0.16 | 0.56 | -0.07 | 1.30 | 5.18 | 0.32 |
| Standard Deviation(%) | NA | 1,760.91 | 894.50 | 679.38 | 477.92 | NA | NA | … | … | 0.00 | 1,611.57 | 50.24 | 46.23 | 51.86 | 58.07 | 106.73 | 86.84 | 79.63 | 128.24 | 77.08 | 82.54 | 26.85 | 46.12 | 24.74 | 33.71 | 21.35 | 44.90 | 83.73 | 30.33 | 21.61 | 44.42 | 18.60 | 10.68 | 24.04 | 28.70 | 18.12 |
| Draw Down(%) | NA | 99.25 | 99.26 | 99.26 | 99.26 | NA | NA | … | … | 0.00 | 99.26 | 17.91 | 26.09 | 29.69 | 18.09 | 33.62 | 76.55 | 58.21 | 52.10 | 60.56 | 45.14 | 25.50 | 48.55 | 30.72 | 39.66 | 30.63 | 24.15 | 54.95 | 34.74 | 48.15 | 27.53 | 6.06 | 4.79 | 15.46 | 13.44 | 10.64 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.72 | … | … | 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 | 8.00 | 9.06 | 5.22 | 3.72 | 3.06 | 3.06 | 3.66 | 8.00 | 0.00 |
Data as of 02/22/2018, Common starting date is 03/17/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IOT (Samsara Inc.) |
-75.86%
Nov 2014 – Nov 2017 |
-50.95%
Nov 2012 – Nov 2017 |
-32.89%
Dec 2007 – Dec 2017 |
-24.56%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IOT (Samsara Inc.) |
71.00%
Jul 2012 – Jul 2015 |
48.71%
Feb 2012 – Feb 2017 |
27.07%
Oct 1992 – Oct 2002 |
17.34%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison Chart