Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMGR (Light Management Group Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/17/2021, Common starting date is 05/26/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMGR (Light Management Group Inc) | 05/26/1999 | 05/17/2021 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | -60.00 | 900.00 | -90.00 | 9,900.00 | -99.00 | 0.00 | 233.33 | 200.00 | 0.00 | 0.00 | -93.75 | -20.00 | -80.00 | -83.33 | -53.85 | 160.00 | -84.37 | -79.91 | -27.16 | -89.59 |
| Sharpe Ratio | NA | -0.01 | 0.19 | 0.01 | 0.04 | NA | NA | … | … | 6.34 | -0.06 | 1.74 | -0.11 | 7.77 | -0.10 | 0.00 | 0.22 | 0.34 | 0.00 | 0.00 | -0.08 | -0.01 | -0.04 | -0.12 | -0.09 | 0.27 | -0.28 | -0.51 | -0.14 | -0.17 |
| Standard Deviation(%) | NA | 923.67 | 848.50 | 963.05 | 905.68 | NA | NA | … | … | 1,215.20 | 940.51 | 515.69 | 833.40 | 1,297.17 | 978.42 | 945.19 | 1,055.21 | 579.93 | NA | NA | 1,204.10 | 1,989.30 | 2,073.22 | 703.11 | 633.69 | 592.97 | 305.93 | 161.07 | 222.12 | 579.61 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 99.00 | 90.00 | 99.00 | 99.90 | 99.00 | 99.00 | 98.00 | 97.00 | 0.00 | 0.00 | 98.95 | 99.87 | 99.75 | 94.12 | 90.00 | 90.00 | 97.14 | 91.58 | 94.53 | 99.49 |
| 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 |
Data as of 05/17/2021, Common starting date is 05/26/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMGR (Light Management Group Inc) |
-90.00%
Nov 2003 – Nov 2006 |
-81.15%
Nov 2001 – Nov 2006 |
-68.95%
Aug 1999 – Aug 2009 |
-60.67%
Nov 2001 – Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMGR (Light Management Group Inc) |
512.69%
Mar 2018 – Mar 2021 |
289.81%
Oct 2015 – Oct 2020 |
25.89%
Jan 2011 – Jan 2021 |
-11.88%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison Chart