Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITT (ITT Inc.) | 11.94% | 16.11% | 35.34% | 23.29% | 16.60% | 14.67% | 14.03% | 25.79% |
Data as of 07/18/2025, AR inception is 12/15/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITT (ITT Inc.) | 12/15/1995 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.83 | 16.11 | 35.34 | 23.29 | 16.60 | 14.67 | 14.03 | 25.79 | 11.94 | 20.86 | 48.91 | -19.50 | 33.95 | 5.47 | 54.60 | -8.43 | 40.06 | 7.62 | -9.13 | -5.88 | 87.38 | 23.44 | -35.73 | 27.09 | 29.23 | -21.68 | 26.20 | 19.24 | 60.80 | 58.24 | 83.41 | 70.59 | 117.11 | 151.20 | -15.88 | 26.69 | 28.06 | 2.08 | 6.67 |
| Sharpe Ratio | NA | 0.42 | 1.12 | 0.72 | 0.47 | NA | NA | 0.72 | 0.60 | 0.67 | 1.78 | -0.62 | 1.36 | 0.10 | 1.93 | -0.33 | 1.70 | 0.22 | -0.33 | -0.24 | 3.82 | 0.95 | -0.62 | 1.06 | 0.87 | -0.48 | 0.88 | 0.75 | 2.21 | 2.49 | 2.73 | 2.03 | 3.28 | 2.74 | -0.56 | 0.79 | 0.88 | -0.06 | 15.00 |
| Standard Deviation(%) | NA | 30.92 | 28.63 | 28.76 | 32.09 | NA | NA | 32.86 | 33.54 | 25.59 | 25.69 | 34.13 | 25.01 | 53.82 | 27.53 | 29.74 | 23.23 | 33.19 | 27.51 | 24.34 | 22.84 | 24.75 | 57.88 | 25.51 | 33.40 | 46.96 | 26.31 | 21.08 | 26.46 | 23.02 | 30.27 | 34.26 | 35.75 | 53.64 | 34.23 | 29.27 | 27.74 | 28.14 | 33.68 |
| Draw Down(%) | NA | 29.09 | 29.09 | 37.97 | 49.52 | NA | NA | 53.87 | 26.60 | 12.38 | 19.18 | 37.83 | 14.69 | 49.52 | 17.67 | 26.76 | 12.06 | 22.84 | 23.39 | 23.57 | 10.36 | 30.74 | 50.04 | 22.33 | 33.05 | 45.02 | 17.86 | 20.08 | 16.49 | 11.74 | 17.26 | 20.54 | 11.16 | 23.02 | 24.55 | 22.26 | 14.83 | 23.68 | 2.78 |
| Yield(%) | 0.00 | 0.97 | 1.84 | 1.83 | 2.14 | 5.92 | 7.36 | 42.44 | 0.49 | 1.09 | 1.42 | 1.04 | 1.17 | 0.89 | 1.21 | 1.26 | 1.31 | 1.37 | 1.17 | 1.02 | 1.65 | 1.86 | 13.44 | 18.35 | 15.84 | 9.96 | 8.99 | 7.64 | 31.41 | 33.16 | 37.66 | 43.09 | 59.19 | 65.52 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/18/2025, AR inception is 12/15/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITT (ITT Inc.) |
-5.14%
Sep 2009 - Sep 2012 |
-5.22%
Jun 2007 - Jun 2012 |
5.93%
May 2007 - May 2017 |
7.98%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITT (ITT Inc.) |
111.50%
Feb 2000 - Feb 2003 |
98.56%
Feb 2000 - Feb 2005 |
56.18%
May 1997 - May 2007 |
38.83%
Jun 1996 - Jun 2011 |
Annualized Rolling Returns Comparison Chart