Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MADI (Madison Systems Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/16/2021, Common starting date is 09/13/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MADI (Madison Systems Inc) | 09/13/1996 | 12/16/2021 |
| 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 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 366.67 | -65.00 | 19.05 | 111.41 | 467.62 | 5.00 | -9.09 | 1,000.00 | -80.00 | -33.33 | -25.00 | 185.71 | -76.67 | -70.00 | 66.67 | 100.00 | -88.00 | 1,150.00 | -66.67 | -88.00 | 66.67 | -91.43 | 25.00 | -82.77 | -37.50 |
| Sharpe Ratio | NA | -0.03 | -0.03 | 0.08 | 0.17 | NA | NA | … | … | -0.10 | 1.09 | -0.43 | 0.12 | 1.11 | 1.99 | 0.07 | -0.10 | 2.37 | -0.68 | -0.03 | -0.01 | 0.35 | -0.06 | -0.26 | 0.09 | 0.20 | -0.23 | 1.27 | -0.10 | -0.15 | 0.09 | -0.46 | 0.03 | -0.30 | -0.62 |
| Standard Deviation(%) | NA | 405.07 | 314.22 | 255.57 | 241.94 | NA | NA | … | … | 412.36 | 334.57 | 156.16 | 144.17 | 100.13 | 233.04 | 67.15 | 89.53 | 422.39 | 118.01 | 983.10 | 2,049.47 | 605.47 | 1,203.20 | 279.72 | 741.40 | 494.72 | 386.12 | 918.37 | 706.66 | 623.13 | 700.56 | 206.35 | 730.58 | 284.10 | 133.54 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 87.77 | 82.67 | 52.38 | 33.33 | 79.60 | 40.00 | 62.79 | 94.50 | 83.33 | 96.00 | 95.97 | 96.00 | 98.89 | 80.00 | 88.89 | 95.71 | 96.00 | 90.00 | 98.95 | 95.00 | 81.82 | 95.31 | 99.07 | 95.41 | 52.31 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/16/2021, Common starting date is 09/13/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MADI (Madison Systems Inc) |
-84.13%
Sep 2009 – Sep 2012 |
-70.37%
Dec 1996 – Dec 2001 |
-50.02%
Feb 1999 – Feb 2009 |
-47.47%
Oct 1997 – Oct 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MADI (Madison Systems Inc) |
223.96%
Jul 2010 – Jul 2013 |
163.07%
Dec 2012 – Dec 2017 |
56.24%
Apr 2011 – Apr 2021 |
27.88%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison Chart