Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 06/17/2021.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MKTDD (DeepMarkit Corp) | NA | 220.00% | -7.17% | -21.88% | -26.75% | NA | NA | -29.12% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MKTDD (DeepMarkit Corp) | 03/17/2011 | 06/17/2021 |
The return data shown below all have the same latest date: 06/17/2021.
AR inception is since 03/17/2011.
AR inception is since 03/17/2011.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 220.00 | -7.17 | -21.88 | -26.75 | NA | NA | -29.12 | 60.00 | 0.00 | 100.00 | -75.00 | -20.00 | -64.29 | 133.33 | -45.45 | -65.63 | -46.67 | -40.00 |
| Sharpe Ratio | NA | 0.73 | 0.00 | -0.09 | -0.13 | NA | NA | -0.15 | 0.46 | 0.00 | 0.28 | -0.27 | -0.17 | -0.75 | 1.34 | -0.24 | -0.90 | -0.69 | -0.88 |
| Standard Deviation(%) | NA | 300.32 | 322.17 | 263.69 | 201.68 | NA | NA | 199.41 | 394.37 | 225.58 | 355.24 | 287.57 | 121.43 | 85.86 | 99.40 | 187.89 | 72.90 | 68.06 | 53.89 |
| Draw Down(%) | NA | 82.00 | 95.00 | 95.00 | 98.65 | NA | NA | 99.05 | 82.00 | 66.67 | 90.00 | 90.91 | 69.23 | 68.75 | 29.41 | 81.82 | 65.63 | 47.54 | 45.71 |
| 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 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKTDD (DeepMarkit Corp) |
-62.52%
Nov 2015 - Nov 2018 |
-41.01%
Nov 2011 - Nov 2016 |
-20.02%
Apr 2011 - Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKTDD (DeepMarkit Corp) |
58.74%
Jan 2014 - Jan 2017 |
-2.09%
May 2016 - May 2021 |
-19.73%
May 2011 - May 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart