Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSP (Datto Holding Corp) | NA | 30.49% | 7.88% | 24.42% | 17.24% | 10.47% | NA | … | … |
Data as of 06/22/2022, Common starting date is 05/09/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSP (Datto Holding Corp) | 05/09/2005 | 06/22/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.03 | 30.49 | 7.88 | 24.42 | 17.24 | 10.47 | NA | … | … | 33.51 | -2.41 | 135.19 | -1.96 | 0.61 | 20.92 | -0.66 | 7.93 | 17.77 | 14.16 | -9.13 | 14.04 | 56.67 | -36.07 | -17.04 | 10.50 | 6.04 |
| Sharpe Ratio | NA | 0.85 | 0.57 | 0.40 | 0.45 | NA | NA | … | … | 2.02 | -0.08 | 0.22 | -0.30 | 0.00 | 1.66 | -0.06 | 0.97 | 1.88 | 1.19 | -0.46 | 0.81 | 1.72 | -0.88 | -1.09 | 0.63 | 0.86 |
| Standard Deviation(%) | NA | 35.70 | 78.87 | 59.63 | 37.40 | NA | NA | … | … | 42.15 | 32.38 | 209.02 | 12.72 | 10.91 | 12.44 | 12.50 | 8.18 | 9.42 | 11.93 | 19.87 | 17.26 | 32.91 | 41.75 | 18.56 | 11.23 | 8.07 |
| Draw Down(%) | NA | 21.80 | 32.70 | 32.70 | 32.70 | NA | NA | … | … | 16.28 | 21.80 | 22.25 | 7.21 | 8.32 | 8.45 | 11.79 | 7.74 | 5.04 | 11.09 | 19.37 | 14.98 | 33.58 | 54.40 | 23.65 | 10.50 | 2.41 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 4.52 | 3.68 | 3.63 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 2.20 | 9.80 | 8.77 | 8.75 | 9.24 | 9.56 | 8.01 | 8.35 | 12.56 | 9.70 | 8.78 | 8.15 | 4.50 |
Data as of 06/22/2022, Common starting date is 05/09/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSP (Datto Holding Corp) |
-20.27%
Feb 2006 – Feb 2009 |
-2.96%
Sep 2006 – Sep 2011 |
3.01%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSP (Datto Holding Corp) |
43.55%
Oct 2017 – Oct 2020 |
28.15%
May 2017 – May 2022 |
22.35%
Nov 2010 – Nov 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart