Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LAWS (Lawson Products, Inc.) | NA | -12.93% | 11.76% | 16.83% | 14.32% | 0.81% | 2.27% | 2.76% |
Data as of 05/09/2022, AR inception is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LAWS (Lawson Products, Inc.) | 03/26/1990 | 05/09/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 20.81 | -12.93 | 11.76 | 16.83 | 14.32 | 0.81 | 2.27 | 2.76 | -14.74 | 7.54 | -2.28 | 64.87 | 27.68 | 3.99 | 1.93 | -12.61 | 118.12 | 23.74 | -37.16 | -39.99 | 38.63 | -24.02 | -41.35 | -19.05 | 19.81 | -26.58 | 48.79 | 33.07 | 21.75 | -1.42 | 20.59 | 2.40 | -20.90 | 38.80 | -8.64 | -3.46 | -9.08 | 16.71 | -2.31 | -8.23 | 13.07 |
| Sharpe Ratio | NA | -0.41 | 0.23 | 0.35 | 0.31 | NA | NA | 0.02 | -0.78 | 0.21 | -0.04 | 1.94 | 0.68 | 0.07 | 0.04 | -0.26 | 3.53 | 0.66 | -0.79 | -0.80 | 0.75 | -0.30 | -0.42 | -0.50 | 0.38 | -0.83 | 1.57 | 0.81 | 0.62 | -0.09 | 0.50 | -0.02 | -0.66 | -0.58 | -0.44 | -0.31 | -0.40 | 0.52 | -0.16 | -0.35 | 0.40 |
| Standard Deviation(%) | NA | 38.78 | 49.53 | 46.40 | 44.32 | NA | NA | 43.89 | 47.35 | 35.88 | 66.90 | 32.78 | 38.59 | 48.47 | 40.25 | 48.59 | 33.47 | 35.94 | 47.64 | 50.17 | 51.71 | 79.30 | 99.76 | 44.45 | 43.10 | 34.59 | 30.53 | 39.74 | 33.56 | 41.53 | 33.27 | 33.32 | 36.91 | 28.46 | 27.51 | 23.64 | 29.96 | 28.28 | 28.73 | 33.87 | 29.89 |
| Draw Down(%) | NA | 43.89 | 57.14 | 57.14 | 57.14 | NA | NA | 90.68 | 36.47 | 24.70 | 57.14 | 14.90 | 21.63 | 32.25 | 32.38 | 28.32 | 15.16 | 42.95 | 66.98 | 51.13 | 30.68 | 62.45 | 60.96 | 37.28 | 26.83 | 42.90 | 17.05 | 25.63 | 21.99 | 22.97 | 14.41 | 19.71 | 33.50 | 12.60 | 18.63 | 18.08 | 29.52 | 16.65 | 28.79 | 33.13 | 22.50 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.10 | 0.48 | 1.01 | 1.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.52 | 1.87 | 1.78 | 1.60 | 2.25 | 1.78 | 1.59 | 1.64 | 2.16 | 2.16 | 2.42 | 2.95 | 2.55 | 1.85 | 1.87 | 2.43 | 2.11 | 2.51 | 1.25 | 1.76 | 1.50 | 1.38 | 1.42 |
Data as of 05/09/2022, AR inception is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAWS (Lawson Products, Inc.) |
-36.77%
Apr 2006 - Apr 2009 |
-29.32%
Sep 2007 - Sep 2012 |
-13.06%
Sep 2002 - Sep 2012 |
-8.30%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAWS (Lawson Products, Inc.) |
54.08%
Oct 2012 - Oct 2015 |
29.50%
Sep 2012 - Sep 2017 |
13.65%
Sep 2011 - Sep 2021 |
7.87%
Nov 1991 - Nov 2006 |
Annualized Rolling Returns Comparison Chart