Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LOGO | NA | 11.73% | 3.77% | 28.94% | 23.68% | 12.73% | NA | … | … |
Data as of 09/28/2018, Common starting date is 07/07/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LOGO | 07/07/2000 | 09/28/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.78 | 11.73 | 3.77 | 28.94 | 23.68 | 12.73 | NA | … | … | 5.56 | -39.44 | 518.63 | 22.22 | 144.37 | -36.02 | 11.32 | 120.83 | -72.57 | 9.38 | -82.61 | 119.05 | 125.50 | -78.09 | -10.53 | -3.80 | -69.62 |
| Sharpe Ratio | NA | -0.62 | -0.24 | 0.55 | 0.46 | NA | NA | … | … | 0.45 | -0.14 | 9.78 | 0.58 | 4.11 | -0.87 | 0.25 | 2.35 | -0.93 | 0.14 | -0.71 | 2.28 | 2.51 | -0.38 | -0.21 | -0.07 | -1.07 |
| Standard Deviation(%) | NA | 58.78 | 58.78 | 52.26 | 51.18 | NA | NA | … | … | 13.97 | 124.54 | 53.02 | 38.47 | 35.50 | 41.67 | 44.75 | 51.43 | 79.08 | 44.44 | 120.78 | 50.59 | 50.17 | 206.49 | 54.62 | 85.61 | 89.76 |
| Draw Down(%) | NA | 43.55 | 43.55 | 48.82 | 62.69 | NA | NA | … | … | 10.94 | 43.55 | 17.06 | 24.91 | 16.27 | 46.55 | 31.67 | 32.77 | 82.88 | 32.88 | 83.78 | 34.58 | 25.74 | 89.72 | 32.32 | 63.56 | 73.91 |
| Yield(%) | 0.00 | 0.25 | 0.08 | 0.16 | 0.19 | 0.09 | 0.00 | … | … | 0.00 | 0.25 | 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 09/28/2018, Common starting date is 07/07/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOGO (LOGO) |
-63.42%
Feb 2006 – Feb 2009 |
-37.75%
Jun 2003 – Jun 2008 |
-27.52%
Aug 2000 – Aug 2010 |
-7.42%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOGO (LOGO) |
164.37%
Dec 2011 – Dec 2014 |
72.75%
Sep 2009 – Sep 2014 |
16.44%
Aug 2004 – Aug 2014 |
0.66%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison Chart