Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MATR (Mattersight Corporation) | NA | 27.38% | -26.22% | -6.43% | NA | NA | NA | … | … |
Data as of 08/20/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MATR (Mattersight Corporation) | 06/18/2012 | 08/20/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.90 | 27.38 | -26.22 | -6.43 | NA | NA | NA | … | … | 4.90 | -31.08 | -43.60 | 4.96 | 30.48 | -3.62 | -38.64 | -27.34 | -6.84 | 165.25 | -80.60 | -28.80 | 82.22 | 75.00 | 61.10 | -12.05 | -21.85 | -99.18 | -81.97 |
| Sharpe Ratio | NA | 0.04 | -0.98 | -0.56 | -0.43 | NA | NA | … | … | -0.16 | -0.93 | -1.42 | -0.32 | 0.24 | -0.34 | -1.52 | -0.84 | -0.51 | 1.60 | -1.18 | -0.82 | 1.36 | 0.89 | 0.64 | -0.69 | -0.64 | -0.43 | -0.84 |
| Standard Deviation(%) | NA | 51.94 | 51.52 | 50.19 | 60.37 | NA | NA | … | … | 48.90 | 54.40 | 54.41 | 41.88 | 48.96 | 65.64 | 50.94 | 54.31 | 50.09 | 91.44 | 84.79 | 62.32 | 44.17 | 60.37 | 64.52 | 45.54 | 65.32 | 278.46 | 132.28 |
| Draw Down(%) | NA | 35.00 | 75.84 | 75.84 | 81.23 | NA | NA | … | … | 33.90 | 47.50 | 51.95 | 23.81 | 39.57 | 46.68 | 42.34 | 47.82 | 32.28 | 37.92 | 85.77 | 58.88 | 35.18 | 46.15 | 38.18 | 23.63 | 54.23 | 99.57 | 91.11 |
| 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 |
Data as of 08/20/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MATR (Mattersight Corporation) |
-30.99%
Feb 2015 – Feb 2018 |
-17.89%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MATR (Mattersight Corporation) |
15.64%
Jul 2013 – Jul 2016 |
-0.91%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart