Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LRAD (LRAD Corporation) | NA | 21.38% | 27.21% | 5.12% | 7.61% | -3.90% | -2.94% | … | … |
Data as of 10/28/2019, Common starting date is 05/12/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LRAD (LRAD Corporation) | 05/12/1997 | 10/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.07 | 21.38 | 27.21 | 5.12 | 7.61 | -3.90 | -2.94 | … | … | 39.68 | 1.20 | 45.61 | -12.57 | -26.30 | 43.62 | 70.91 | -26.17 | -44.61 | 81.76 | 169.09 | -78.26 | -35.46 | 18.43 | -70.05 | 131.66 | 66.20 | 9.13 | 23.76 | -64.77 | 41.91 | 19.82 | -18.93 |
| Sharpe Ratio | NA | -0.04 | 0.14 | -0.39 | -0.24 | NA | NA | … | … | 0.66 | -0.52 | 0.52 | -1.13 | -0.89 | 0.48 | 0.92 | -0.80 | -0.98 | 0.81 | 1.62 | -0.79 | -0.85 | -0.05 | -1.48 | 2.01 | 0.64 | -0.15 | 0.02 | -0.87 | 0.46 | 0.19 | -0.50 |
| Standard Deviation(%) | NA | 45.05 | 44.57 | 45.87 | 54.74 | NA | NA | … | … | 43.48 | 39.01 | 51.03 | 41.36 | 50.61 | 51.87 | 57.20 | 56.69 | 64.25 | 77.75 | 92.84 | 122.87 | 67.81 | 73.63 | 61.68 | 55.62 | 73.44 | 71.74 | 104.85 | 101.51 | 83.43 | 88.36 | 62.84 |
| Draw Down(%) | NA | 27.27 | 33.72 | 58.35 | 74.38 | NA | NA | … | … | 27.27 | 33.72 | 25.14 | 25.71 | 52.51 | 32.02 | 30.00 | 52.30 | 58.02 | 54.59 | 54.15 | 86.17 | 61.85 | 57.26 | 72.37 | 38.44 | 45.91 | 45.33 | 65.76 | 83.33 | 42.15 | 66.67 | 47.45 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.22 | 0.17 | 0.03 | 0.02 | … | … | 0.00 | 0.00 | 0.00 | 1.56 | 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 10/28/2019, Common starting date is 05/12/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRAD (LRAD Corporation) |
-54.73%
Oct 2005 – Oct 2008 |
-39.19%
Nov 2003 – Nov 2008 |
-21.05%
Nov 1998 – Nov 2008 |
-15.37%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRAD (LRAD Corporation) |
64.48%
Nov 2008 – Nov 2011 |
36.56%
Nov 2008 – Nov 2013 |
21.02%
Nov 2008 – Nov 2018 |
-0.44%
Dec 2000 – Dec 2015 |
Annualized Rolling Returns Comparison Chart