Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MEGAX (HOLMES MACRO TRENDS FUND HOLMES MACRO TRENDS FUND) | NA | -22.87% | 7.10% | 5.42% | 7.82% | 3.53% | 6.07% | … | … |
Data as of 11/14/2022, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEGAX (HOLMES MACRO TRENDS FUND HOLMES MACRO TRENDS FUND) | 06/21/1996 | 11/14/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 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 (%) | 6.56 | -22.87 | 7.10 | 5.42 | 7.82 | 3.53 | 6.07 | … | … | -22.03 | 24.76 | 20.75 | 13.70 | -8.22 | 19.17 | 8.66 | -0.94 | -6.74 | 39.38 | 6.77 | -5.52 | 21.35 | 21.50 | -46.97 | 30.38 | 6.32 | 9.71 | 16.53 | 21.74 | -19.51 | -27.28 | -17.22 | 81.45 | 27.14 | 10.31 | 7.64 |
| Sharpe Ratio | NA | -0.78 | 0.25 | 0.20 | 0.39 | NA | NA | … | … | -0.84 | 1.56 | 0.63 | 0.91 | -0.63 | 2.03 | 0.60 | -0.06 | -0.43 | 2.85 | 0.48 | -0.24 | 1.12 | 0.80 | -1.50 | 1.35 | 0.18 | 0.52 | 1.02 | 1.28 | -1.01 | -1.53 | -0.50 | 3.04 | 0.98 | 0.30 | 0.51 |
| Standard Deviation(%) | NA | 29.97 | 26.96 | 22.72 | 18.86 | NA | NA | … | … | 31.23 | 15.83 | 32.53 | 13.39 | 15.37 | 9.16 | 14.05 | 15.98 | 15.81 | 13.81 | 14.02 | 23.44 | 18.97 | 26.74 | 31.90 | 20.28 | 16.22 | 14.27 | 15.23 | 16.47 | 20.53 | 19.72 | 43.13 | 25.70 | 24.08 | 22.13 | 22.43 |
| Draw Down(%) | NA | 33.80 | 34.25 | 34.52 | 34.52 | NA | NA | … | … | 33.07 | 8.15 | 34.25 | 10.89 | 16.13 | 4.65 | 14.52 | 13.67 | 14.67 | 5.09 | 12.46 | 24.11 | 13.82 | 21.48 | 52.73 | 13.85 | 16.86 | 9.71 | 12.58 | 15.04 | 25.64 | 38.90 | 48.96 | 11.75 | 28.86 | 17.55 | 16.33 |
| Yield(%) | 0.00 | 13.17 | 7.67 | 8.64 | 8.98 | 4.75 | 6.88 | … | … | 0.00 | 16.75 | 0.14 | 2.57 | 12.70 | 14.41 | 8.56 | 7.36 | 9.86 | 7.96 | 1.71 | 0.00 | 1.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 20.84 | 19.21 | 4.62 | 20.58 | 1.00 |
Data as of 11/14/2022, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEGAX (HOLMES MACRO TRENDS FUND HOLMES MACRO TRENDS FUND) |
-28.84%
Feb 2000 – Feb 2003 |
-12.65%
Feb 2000 – Feb 2005 |
-6.80%
Feb 2000 – Feb 2010 |
-1.39%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEGAX (HOLMES MACRO TRENDS FUND HOLMES MACRO TRENDS FUND) |
55.58%
Mar 1997 – Mar 2000 |
20.13%
Feb 2009 – Feb 2014 |
11.58%
Feb 2009 – Feb 2019 |
7.50%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart