Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MODN (Model N Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 07/08/2024, Common starting date is 03/21/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MODN (Model N Inc) | 03/21/2013 | 07/08/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | -100.00 | -33.60 | 35.06 | -15.84 | 1.74 | 168.18 | -16.00 | 77.97 | -20.70 | 5.08 | -9.92 | -38.63 |
| Sharpe Ratio | NA | -0.43 | -0.20 | 0.17 | 0.22 | NA | NA | … | … | 0.74 | -0.98 | 0.75 | -0.39 | 0.02 | 5.71 | -0.44 | 3.08 | -0.41 | 0.19 | -0.22 | -0.72 |
| Standard Deviation(%) | NA | 37.39 | 39.66 | 44.31 | 40.34 | NA | NA | … | … | 28.95 | 38.75 | 44.96 | 40.94 | 60.60 | 29.56 | 39.23 | 25.25 | 50.88 | 27.33 | 44.45 | 64.43 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 49.72 | 30.23 | 41.43 | 54.00 | 8.21 | 35.15 | 10.45 | 46.58 | 21.07 | 27.73 | 68.60 |
| Yield(%) | NA | 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 07/08/2024, Common starting date is 03/21/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MODN (Model N Inc) |
-18.57%
Apr 2013 – Apr 2016 |
-4.58%
Jul 2013 – Jul 2018 |
3.52%
Jul 2013 – Jul 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MODN (Model N Inc) |
58.25%
Dec 2016 – Dec 2019 |
32.63%
Feb 2016 – Feb 2021 |
12.65%
Apr 2014 – Apr 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart