Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LDL (Lydall Inc) | NA | 227.48% | 15.66% | 3.89% | 20.83% | 13.76% | 12.21% | 8.24% |
Data as of 10/04/2021, AR inception is 01/15/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LDL (Lydall Inc) | 01/15/1990 | 10/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.18 | 227.48 | 15.66 | 3.89 | 20.83 | 13.76 | 12.21 | 8.24 | 106.76 | 46.35 | 1.03 | -59.98 | -17.95 | 74.32 | 8.10 | 86.27 | 22.87 | 51.11 | 17.89 | 54.51 | -9.39 | -45.34 | -2.68 | 32.64 | -31.28 | 16.63 | -10.22 | 13.50 | 15.11 | 31.13 | -44.21 | -39.10 | -13.33 | -1.10 | 40.00 | 52.05 | 7.77 | 20.81 | 95.05 | -21.09 |
| Sharpe Ratio | NA | 3.35 | 0.19 | 0.05 | 0.39 | NA | NA | 0.13 | 2.00 | 0.45 | -0.01 | -1.58 | -0.58 | 2.20 | 0.24 | 2.66 | 0.71 | 1.33 | 0.26 | 1.07 | -0.12 | -0.51 | -0.10 | 1.01 | -1.16 | 0.48 | -0.24 | 0.20 | 0.25 | 0.58 | -0.95 | -1.06 | -2.78 | -0.16 | 1.23 | 2.16 | 0.30 | 0.83 | 4.65 | -1.50 |
| Standard Deviation(%) | NA | 76.48 | 79.15 | 64.46 | 52.58 | NA | NA | 48.00 | 81.12 | 100.92 | 52.45 | 38.80 | 32.16 | 33.49 | 33.08 | 32.39 | 32.35 | 38.77 | 67.85 | 50.75 | 78.79 | 90.64 | 56.51 | 29.29 | 28.74 | 32.92 | 45.32 | 62.48 | 52.28 | 46.85 | 50.13 | 39.91 | 24.60 | 28.69 | 29.29 | 22.71 | 19.22 | 21.99 | 19.54 | 18.02 |
| Draw Down(%) | NA | 24.36 | 87.32 | 92.07 | 92.07 | NA | NA | 92.70 | 24.36 | 77.61 | 40.62 | 63.12 | 28.14 | 26.55 | 22.86 | 16.90 | 17.87 | 15.25 | 37.50 | 28.59 | 66.06 | 79.68 | 52.33 | 19.16 | 35.50 | 20.86 | 30.27 | 38.68 | 58.67 | 32.20 | 54.63 | 54.04 | 27.67 | 21.26 | 20.09 | 15.88 | 14.29 | 23.31 | 11.05 | 32.68 |
| 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 | 0.00 | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/04/2021, AR inception is 01/15/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDL (Lydall Inc) |
-50.60%
Mar 2017 - Mar 2020 |
-27.26%
Mar 2015 - Mar 2020 |
-12.06%
Jul 1999 - Jul 2009 |
-9.99%
Jul 1994 - Jul 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDL (Lydall Inc) |
58.43%
Jun 2009 - Jun 2012 |
51.76%
Jun 2009 - Jun 2014 |
25.96%
Feb 2009 - Feb 2019 |
14.62%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart