Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXIM (Maxim Integrated Products Inc) | NA | 46.69% | 21.28% | 23.26% | 19.97% | 12.54% | 6.59% | … | … |
Data as of 08/26/2021, Common starting date is 02/29/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXIM (Maxim Integrated Products Inc) | 02/29/1988 | 08/26/2021 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.31 | 46.69 | 21.28 | 23.26 | 19.97 | 12.54 | 6.59 | … | … | 16.35 | 47.54 | 20.96 | -2.74 | 35.55 | 1.50 | 19.23 | 14.23 | -5.10 | 12.90 | 10.25 | 16.24 | 77.93 | -56.87 | -13.52 | -15.51 | -14.51 | -14.50 | 50.06 | -37.08 | 9.82 | 1.32 | 116.02 | 26.63 | 59.54 | 12.34 | 120.00 | 46.21 | 62.29 | 41.32 | 83.52 | 37.88 | 26.92 | 8.33 |
| Sharpe Ratio | NA | 1.54 | 0.59 | 0.72 | 0.69 | NA | NA | … | … | 0.84 | 1.08 | -0.08 | -0.75 | 0.83 | -1.36 | 0.02 | -0.18 | -1.05 | -0.23 | -0.28 | -0.08 | 1.47 | -1.40 | -1.23 | -1.22 | -1.28 | -1.06 | 0.73 | -0.84 | -0.15 | -0.77 | 2.17 | 0.95 | 0.24 | 0.22 | 1.09 | 1.34 | 1.51 | 0.96 | 1.90 | 0.95 | 0.69 | 0.22 |
| Standard Deviation(%) | NA | 30.21 | 35.20 | 31.14 | 28.48 | NA | NA | … | … | 31.13 | 43.65 | 27.41 | 32.60 | 19.78 | 23.84 | 28.53 | 24.13 | 22.50 | 25.16 | 29.37 | 30.05 | 40.24 | 54.53 | 29.10 | 31.12 | 27.67 | 32.30 | 42.39 | 68.00 | 78.79 | 87.87 | 65.00 | 63.14 | 52.15 | 65.47 | 53.10 | 35.69 | 41.10 | 42.54 | 43.65 | 39.56 | 38.82 | 45.30 |
| Draw Down(%) | NA | 13.37 | 33.56 | 33.56 | 33.56 | NA | NA | … | … | 13.37 | 33.56 | 20.19 | 29.59 | 11.54 | 19.11 | 16.56 | 27.20 | 19.21 | 19.39 | 25.62 | 25.39 | 19.83 | 59.40 | 35.84 | 37.32 | 24.21 | 29.86 | 21.37 | 64.03 | 51.64 | 45.55 | 25.68 | 45.80 | 22.50 | 49.71 | 29.19 | 20.00 | 16.53 | 31.88 | 22.95 | 42.86 | 15.07 | 24.19 |
| Yield(%) | 0.00 | 0.68 | 2.27 | 3.31 | 5.40 | 3.75 | 1.80 | … | … | 0.00 | 2.31 | 3.70 | 3.32 | 3.57 | 3.44 | 3.67 | 3.88 | 3.26 | 3.49 | 3.64 | 4.00 | 6.51 | 3.71 | 2.21 | 1.51 | 1.03 | 0.69 | 0.62 | 0.04 | 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 08/26/2021, Common starting date is 02/29/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXIM (Maxim Integrated Products Inc) |
-29.89%
Feb 2006 – Feb 2009 |
-23.75%
Dec 2003 – Dec 2008 |
-13.98%
Aug 2000 – Aug 2010 |
-3.82%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXIM (Maxim Integrated Products Inc) |
86.52%
Aug 1992 – Aug 1995 |
78.14%
Sep 1990 – Sep 1995 |
65.70%
Sep 1990 – Sep 2000 |
38.10%
Nov 1988 – Nov 2003 |
Annualized Rolling Returns Comparison Chart