Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MOMAX | NA | 2.11% | NA | NA | NA | NA | NA | … | … |
Data as of 10/21/2020, Common starting date is 07/02/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOMAX | 07/02/2018 | 10/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.11 | NA | NA | NA | NA | NA | … | … | -0.10 | 4.51 | -5.95 |
| Sharpe Ratio | NA | 0.77 | NA | NA | NA | NA | NA | … | … | -3.51 | 0.30 | -1.02 |
| Standard Deviation(%) | NA | 2.18 | NA | NA | NA | NA | NA | … | … | 0.11 | 10.49 | 12.83 |
| Draw Down(%) | NA | 1.59 | NA | NA | NA | NA | NA | … | … | 0.10 | 6.11 | 11.42 |
| Yield(%) | 0.00 | 3.22 | 2.13 | 1.28 | 0.64 | 0.43 | 0.32 | … | … | 0.00 | 3.40 | 3.18 |
Data as of 10/21/2020, Common starting date is 07/02/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOMAX (MOMAX) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOMAX (MOMAX) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart