Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LXFT (Luxoft Holding Inc) | NA | 67.35% | 3.61% | 10.34% | NA | NA | NA | 19.06% |
Data as of 06/28/2019, AR inception is 06/27/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LXFT (Luxoft Holding Inc) | 06/27/2013 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 67.35 | 3.61 | 10.34 | NA | NA | NA | 19.06 | 93.92 | -45.39 | -0.89 | -27.14 | 100.29 | 1.40 | 83.39 |
| Sharpe Ratio | NA | 0.66 | -0.33 | -0.26 | NA | NA | NA | -0.06 | 3.03 | -1.43 | -0.50 | -1.42 | 2.15 | -0.32 | 5.78 |
| Standard Deviation(%) | NA | 66.72 | 51.97 | 48.36 | NA | NA | NA | 48.92 | 85.92 | 46.91 | 40.21 | 43.14 | 38.08 | 53.90 | 36.16 |
| Draw Down(%) | NA | 39.78 | 54.97 | 62.72 | NA | NA | NA | 62.72 | 2.95 | 49.08 | 32.15 | 38.16 | 17.77 | 43.73 | 9.30 |
| 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 |
Data as of 06/28/2019, AR inception is 06/27/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LXFT (Luxoft Holding Inc) |
-26.66%
Dec 2015 - Dec 2018 |
-4.34%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LXFT (Luxoft Holding Inc) |
38.93%
Jul 2013 - Jul 2016 |
16.70%
Apr 2014 - Apr 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart