Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITC (ITC Holdings Corp) | NA | 22.64% | -0.34% | -67.23% | -43.26% | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 02/22/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITC (ITC Holdings Corp) | 02/22/2010 | 08/23/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.61 | 22.64 | -0.34 | -67.23 | -43.26 | NA | NA | … | … | 1,396.50 | -91.56 | -20.45 | -99.70 | 42.68 | 24.40 | 12.00 | -2.60 | -9.47 | 16.51 | -70.56 | -53.86 | 22.83 | -20.74 | 44.97 | 47.12 | 8.46 |
| Sharpe Ratio | NA | -0.02 | 0.00 | -0.01 | -0.01 | NA | NA | … | … | 1.40 | -0.02 | -0.01 | -0.02 | 0.01 | -0.31 | -0.23 | -0.51 | -0.62 | -0.04 | -1.95 | -1.40 | 0.15 | -0.81 | 0.75 | 1.38 | -0.20 |
| Standard Deviation(%) | NA | 4,650.89 | 5,673.10 | 5,328.75 | 3,771.12 | NA | NA | … | … | 4,846.98 | 5,711.57 | 6,007.27 | 6,142.47 | 4,562.06 | 31.17 | 28.08 | 41.55 | 45.05 | 50.54 | 45.63 | 57.68 | 27.85 | 49.83 | 30.91 | 18.03 | 20.23 |
| Draw Down(%) | NA | 99.99 | 99.99 | 99.99 | 99.99 | NA | NA | … | … | 99.98 | 99.99 | 99.82 | 99.85 | 99.82 | 21.26 | 17.89 | 37.61 | 44.34 | 54.61 | 72.91 | 72.78 | 27.93 | 40.26 | 17.22 | 11.52 | 11.80 |
| 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 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 02/22/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITC (ITC Holdings Corp) |
-94.14%
Dec 2017 – Dec 2020 |
-80.74%
Oct 2015 – Oct 2020 |
-59.62%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITC (ITC Holdings Corp) |
751.89%
Apr 2018 – Apr 2021 |
19.18%
Jan 2015 – Jan 2020 |
1.63%
May 2011 – May 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart