Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCR (NCR Corp) | NA | -30.28% | -22.75% | -8.01% | -7.12% | 1.06% | 3.06% | … | … |
Data as of 12/18/2023, Common starting date is 12/11/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCR (NCR Corp) | 12/11/1996 | 12/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 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 (%) | 2.01 | -30.28 | -22.75 | -8.01 | -7.12 | 1.06 | 3.06 | … | … | -32.72 | -41.77 | 7.00 | 6.85 | 52.34 | -32.10 | -16.20 | 65.82 | -16.06 | -14.45 | 33.67 | 54.80 | 7.09 | 38.10 | -21.29 | -43.67 | 23.24 | 25.99 | -1.95 | 78.43 | 63.44 | -35.59 | -24.97 | 29.70 | -9.28 | 50.11 | -17.29 | -6.92 |
| Sharpe Ratio | NA | -0.58 | -0.44 | -0.16 | -0.16 | NA | NA | … | … | -0.59 | -0.71 | 0.18 | 0.08 | 1.72 | -0.87 | -0.54 | 1.89 | -0.47 | -0.39 | 1.31 | 1.79 | 0.19 | 1.11 | -0.35 | -0.87 | 0.83 | 0.90 | -0.13 | 3.00 | 1.44 | -0.71 | -0.65 | 0.54 | -0.25 | 1.26 | -0.59 | -1.33 |
| Standard Deviation(%) | NA | 63.77 | 55.69 | 59.67 | 48.90 | NA | NA | … | … | 64.58 | 61.13 | 39.06 | 86.73 | 29.59 | 38.29 | 31.29 | 34.73 | 34.41 | 37.44 | 25.69 | 30.96 | 37.41 | 34.25 | 60.65 | 51.10 | 24.55 | 25.36 | 31.64 | 25.83 | 43.60 | 51.79 | 42.81 | 47.54 | 49.04 | 37.13 | 35.40 | 58.90 |
| Draw Down(%) | NA | 51.92 | 70.06 | 70.06 | 76.25 | NA | NA | … | … | 51.92 | 57.91 | 24.39 | 67.06 | 16.42 | 44.79 | 40.37 | 22.00 | 35.53 | 37.23 | 23.08 | 17.36 | 26.50 | 26.43 | 55.71 | 53.41 | 19.00 | 27.46 | 25.67 | 18.43 | 34.24 | 58.38 | 42.07 | 27.09 | 49.82 | 37.60 | 34.95 | 16.46 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 7.21 | … | … | 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 | 60.64 | 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 12/18/2023, Common starting date is 12/11/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCR (NCR Corp) |
-27.10%
Mar 2017 – Mar 2020 |
-12.71%
Sep 2017 – Sep 2022 |
-8.35%
Oct 2013 – Oct 2023 |
-1.72%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCR (NCR Corp) |
65.79%
Mar 2003 – Mar 2006 |
39.20%
Mar 2003 – Mar 2008 |
20.23%
Mar 2003 – Mar 2013 |
15.03%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart