Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMNX (Luminex Corporation) | NA | 4.09% | 6.48% | 11.78% | 6.57% | 6.56% | 4.02% | … | … |
Data as of 07/15/2021, Common starting date is 03/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMNX (Luminex Corporation) | 03/30/2000 | 07/15/2021 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 4.09 | 6.48 | 11.78 | 6.57 | 6.56 | 4.02 | … | … | 60.94 | 1.23 | 1.58 | 18.41 | -1.43 | -5.42 | 14.02 | -3.30 | 15.48 | -20.87 | 16.14 | 22.44 | -30.10 | 31.53 | 27.87 | 9.29 | 30.86 | -5.33 | 128.22 | -75.77 | -34.93 | 13.91 |
| Sharpe Ratio | NA | 0.09 | 0.12 | 0.27 | 0.16 | NA | NA | … | … | 3.69 | 0.02 | 0.01 | 0.36 | -0.09 | -0.18 | 0.40 | -0.09 | 0.46 | -0.61 | 0.31 | 0.70 | -0.68 | 0.47 | 0.49 | 0.10 | 0.64 | -0.11 | 1.77 | -0.82 | -0.46 | 0.13 |
| Standard Deviation(%) | NA | 46.53 | 47.87 | 40.51 | 39.63 | NA | NA | … | … | 39.22 | 55.73 | 33.60 | 46.84 | 21.89 | 31.52 | 35.00 | 35.73 | 33.57 | 34.82 | 52.26 | 31.90 | 44.61 | 64.89 | 51.36 | 58.63 | 45.05 | 58.48 | 71.99 | 94.29 | 82.50 | 109.47 |
| Draw Down(%) | NA | 48.56 | 48.96 | 48.96 | 48.96 | NA | NA | … | … | 11.87 | 48.56 | 37.28 | 37.47 | 16.40 | 22.49 | 23.10 | 21.36 | 25.50 | 36.67 | 25.06 | 20.29 | 40.87 | 48.30 | 29.56 | 40.30 | 18.65 | 52.46 | 32.15 | 80.22 | 65.04 | 64.41 |
| Yield(%) | 0.00 | 1.08 | 1.04 | 1.21 | 0.65 | 0.60 | 0.38 | … | … | 0.82 | 1.61 | 1.32 | 1.18 | 1.18 | 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 07/15/2021, Common starting date is 03/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMNX (Luminex Corporation) |
-50.17%
Jun 2000 – Jun 2003 |
-25.06%
Jun 2000 – Jun 2005 |
-9.75%
Aug 2000 – Aug 2010 |
-5.70%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMNX (Luminex Corporation) |
51.83%
Feb 2003 – Feb 2006 |
34.20%
Feb 2003 – Feb 2008 |
15.49%
Feb 2003 – Feb 2013 |
13.15%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison Chart