Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISIG (Insignia Systems Inc) | NA | -12.69% | 3.28% | -17.82% | -9.91% | -1.60% | -5.56% | … | … |
Data as of 10/05/2023, Common starting date is 06/25/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISIG (Insignia Systems Inc) | 06/25/1991 | 10/05/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.21 | -12.69 | 3.28 | -17.82 | -9.91 | -1.60 | -5.56 | … | … | -34.83 | -66.16 | 292.52 | 15.07 | -51.01 | 25.21 | -51.23 | -14.98 | -19.83 | 31.14 | 59.65 | -14.93 | -69.36 | 37.24 | 387.76 | -65.12 | -7.87 | 323.61 | -66.97 | -16.79 | -74.98 | 24.64 | 69.06 | 39.47 | 137.50 | 17.07 | -35.94 | 56.10 | -6.82 | -38.89 | -25.00 | -33.33 | 12.50 |
| Sharpe Ratio | NA | -0.23 | 0.01 | -0.17 | -0.12 | NA | NA | … | … | -0.71 | -0.70 | 1.73 | 0.10 | -1.27 | 0.06 | -0.95 | -0.95 | -1.23 | 0.28 | 0.82 | -0.67 | -1.57 | 0.46 | 3.84 | -0.95 | -0.67 | 3.31 | -0.71 | -0.43 | -1.31 | 0.13 | 0.95 | -0.32 | 1.01 | 0.39 | -0.82 | 0.50 | -0.53 | -0.30 | -0.30 | -0.43 | 1.52 |
| Standard Deviation(%) | NA | 72.32 | 138.87 | 114.44 | 88.65 | NA | NA | … | … | 66.48 | 96.17 | 169.40 | 141.67 | 58.43 | 56.88 | 74.10 | 51.42 | 31.07 | 45.01 | 50.03 | 50.55 | 56.11 | 40.22 | 96.16 | 89.08 | 44.88 | 91.77 | 123.24 | 84.38 | 72.21 | 38.27 | 51.64 | 91.95 | 160.64 | 128.00 | 100.53 | 114.94 | 129.20 | 124.42 | 81.79 | 77.39 | 16.72 |
| Draw Down(%) | NA | 58.12 | 84.04 | 84.04 | 84.04 | NA | NA | … | … | 58.12 | 77.73 | 51.06 | 52.57 | 54.94 | 35.09 | 64.06 | 33.22 | 30.45 | 21.61 | 21.02 | 31.82 | 76.35 | 31.30 | 34.75 | 72.85 | 50.79 | 40.74 | 87.78 | 74.58 | 78.51 | 30.59 | 43.59 | 37.89 | 66.67 | 60.87 | 74.29 | 41.18 | 50.00 | 65.52 | 45.16 | 48.78 | 8.82 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.43 | 10.11 | 3.08 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 28.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 30.77 | 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 10/05/2023, Common starting date is 06/25/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISIG (Insignia Systems Inc) |
-67.75%
Oct 2002 – Oct 2005 |
-45.91%
Oct 2000 – Oct 2005 |
-15.49%
Sep 2010 – Sep 2020 |
-10.06%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISIG (Insignia Systems Inc) |
122.40%
Sep 1999 – Sep 2002 |
83.79%
Oct 2005 – Oct 2010 |
27.88%
Oct 2005 – Oct 2015 |
13.90%
Nov 1995 – Nov 2010 |
Annualized Rolling Returns Comparison Chart