Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRPS (Microphonics Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 09/27/2021, Common starting date is 02/28/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRPS (Microphonics Inc) | 02/28/1996 | 09/27/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 185.71 | 16.67 | -6.25 | 146.15 | -48.00 | -54.55 | 77.42 | 47.62 | -67.69 | 225.00 | 0.00 | -71.43 | 112.12 | -58.75 | 700.00 | -50.00 | -75.00 | -27.27 | -84.29 | 16.67 | -88.00 | 455.56 | -73.84 | -66.27 | -92.71 |
| Sharpe Ratio | NA | 0.60 | 0.10 | 0.14 | -0.04 | NA | NA | … | … | 0.00 | 0.60 | 0.07 | -0.08 | 0.48 | -0.20 | -0.75 | 0.54 | 0.13 | -0.18 | 0.51 | 0.00 | -0.09 | 0.33 | -0.54 | 0.85 | -0.23 | -0.21 | -0.09 | -0.21 | 0.05 | -0.40 | 1.56 | -0.14 | -0.05 | -0.13 |
| Standard Deviation(%) | NA | 297.23 | 248.63 | 248.10 | 260.31 | NA | NA | … | … | 229.75 | 305.55 | 229.49 | 99.12 | 305.46 | 240.75 | 72.93 | 144.34 | 367.20 | 375.46 | 440.48 | 636.52 | 785.93 | 331.30 | 114.10 | 824.13 | 228.89 | 354.15 | 300.75 | 397.69 | 296.27 | 229.68 | 280.09 | 564.88 | 1,342.85 | 747.56 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 76.67 | 64.77 | 40.00 | 81.67 | 81.67 | 54.55 | 50.00 | 75.00 | 91.60 | 89.08 | 86.40 | 91.00 | 74.00 | 58.75 | 88.00 | 50.00 | 93.33 | 75.00 | 90.00 | 70.59 | 95.43 | 84.31 | 85.47 | 99.50 | 99.10 |
| 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 |
Data as of 09/27/2021, Common starting date is 02/28/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRPS (Microphonics Inc) |
-77.08%
Jun 2002 – Jun 2005 |
-71.60%
Aug 1999 – Aug 2004 |
-64.75%
Apr 1996 – Apr 2006 |
-40.94%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRPS (Microphonics Inc) |
227.11%
Jun 1997 – Jun 2000 |
137.14%
Aug 2006 – Aug 2011 |
21.88%
Nov 2010 – Nov 2020 |
20.63%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart