Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MOC (Command Security Corporation) | NA | 82.37% | 1.76% | 9.59% | -1.17% | 3.66% | 5.37% | -1.53% |
Data as of 06/28/2019, AR inception is 10/27/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOC (Command Security Corporation) | 10/27/1992 | 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 82.37 | 1.76 | 9.59 | -1.17 | 3.66 | 5.37 | -1.53 | 1.25 | -8.47 | 11.64 | 19.05 | 25.54 | -10.68 | 32.90 | -5.49 | -18.41 | -24.15 | -13.96 | -8.06 | 17.54 | 51.60 | 39.26 | 33.66 | -13.68 | 134.00 | -23.81 | -8.70 | -37.84 | 12.12 | -21.43 | 10.53 | -51.28 | -47.30 | 15.63 | -5.88 |
| Sharpe Ratio | NA | 0.97 | -0.05 | -0.06 | -0.12 | NA | NA | -0.13 | -2.71 | -0.46 | -0.01 | -0.28 | 0.10 | -0.60 | 0.24 | -0.53 | -0.64 | -0.99 | -0.54 | -0.45 | -0.09 | 0.60 | 0.20 | 0.16 | -0.49 | 1.22 | -0.52 | -0.27 | -0.37 | 0.07 | -0.21 | 0.07 | -0.49 | -0.44 | 0.14 | -0.27 |
| Standard Deviation(%) | NA | 60.52 | 344.76 | 263.48 | 186.68 | NA | NA | 136.15 | 7.88 | 65.20 | 557.86 | 52.83 | 67.25 | 48.54 | 59.18 | 46.03 | 57.35 | 43.25 | 59.96 | 61.44 | 47.81 | 49.07 | 92.57 | 85.51 | 67.15 | 93.89 | 88.53 | 116.87 | 112.06 | 126.16 | 115.91 | 104.87 | 113.04 | 115.15 | 97.44 | 114.58 |
| Draw Down(%) | NA | 17.50 | 82.18 | 82.18 | 82.90 | NA | NA | 91.81 | 2.11 | 59.26 | 82.18 | 22.18 | 44.95 | 29.17 | 42.67 | 40.00 | 32.67 | 35.27 | 48.08 | 42.89 | 25.00 | 24.14 | 51.75 | 38.24 | 35.90 | 43.85 | 53.26 | 63.64 | 50.00 | 52.38 | 75.00 | 42.42 | 75.00 | 59.46 | 48.61 | 30.56 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 06/28/2019, AR inception is 10/27/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOC (Command Security Corporation) |
-40.72%
Jan 1993 - Jan 1996 |
-30.53%
Nov 1993 - Nov 1998 |
-15.86%
Jan 1993 - Jan 2003 |
-6.88%
Jun 2002 - Jun 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOC (Command Security Corporation) |
56.05%
Jan 2002 - Jan 2005 |
43.10%
Jan 2002 - Jan 2007 |
16.32%
Nov 1997 - Nov 2007 |
12.16%
Jan 2002 - Jan 2017 |
Annualized Rolling Returns Comparison Chart