Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITP (IT Tech Packaging, Inc.) | NA | 0.27% | -17.70% | -16.29% | -15.57% | -17.02% | -5.30% | -5.78% |
Data as of 09/24/2012, AR inception is 03/18/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITP (IT Tech Packaging, Inc.) | 03/18/1992 | 09/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 0.27 | -17.70 | -16.29 | -15.57 | -17.02 | -5.30 | -5.78 | 0.27 | 0.00 | -38.77 | 210.96 | -76.75 | -40.53 | -41.14 | -1.54 | -28.44 | 208.98 | -50.36 | 13.54 | -73.65 | 11.94 | 22.45 | -4.01 | 46.86 | 99.35 | 20.10 | 41.12 | -7.28 |
| Sharpe Ratio | NA | 0.79 | -0.25 | -0.20 | -0.26 | NA | NA | -0.19 | 1.02 | 0.00 | -0.06 | 2.20 | -1.06 | -0.83 | -0.92 | -0.08 | -0.70 | 3.83 | -0.96 | 0.19 | -1.09 | 0.34 | 0.58 | -2.13 | 1.51 | 3.44 | 0.69 | 1.41 | -0.30 |
| Standard Deviation(%) | NA | 0.28 | 71.18 | 83.68 | 65.02 | NA | NA | 52.36 | 0.31 | NA | 620.29 | 110.61 | 73.24 | 52.73 | 48.27 | 44.61 | 41.95 | 54.37 | 53.69 | 59.35 | 71.19 | 25.95 | 33.08 | 27.68 | 28.51 | 27.77 | 24.94 | 27.60 | 37.61 |
| Draw Down(%) | NA | 0.00 | 51.32 | 91.48 | 97.74 | NA | NA | 99.08 | 0.00 | 0.00 | 43.17 | 70.00 | 80.40 | 54.92 | 55.29 | 42.97 | 51.51 | 45.52 | 71.88 | 53.05 | 74.08 | 27.84 | 35.96 | 25.79 | 21.75 | 16.80 | 20.59 | 17.90 | 26.17 |
| Yield(%) | 0.00 | 17,917.27 | 3,320.67 | 1,469.32 | 329.00 | 69.64 | 142.03 | 128.34 | 17,917.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.71 | 0.64 | 2.73 | 0.46 | 0.07 | 0.33 | 0.48 | 0.59 | 0.00 |
Data as of 09/24/2012, AR inception is 03/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITP (IT Tech Packaging, Inc.) |
-63.45%
Mar 2006 - Mar 2009 |
-47.61%
Feb 2004 - Feb 2009 |
-33.79%
Mar 1999 - Mar 2009 |
-17.39%
Mar 1994 - Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITP (IT Tech Packaging, Inc.) |
56.59%
Oct 1993 - Oct 1996 |
41.87%
Jul 1992 - Jul 1997 |
11.79%
Jun 1992 - Jun 2002 |
1.12%
Jun 1992 - Jun 2007 |
Annualized Rolling Returns Comparison Chart