Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NDAQ (Nasdaq, Inc.) | 8.21% | 41.23% | 18.96% | 17.78% | 18.31% | 19.98% | 15.04% | 14.28% |
Data as of 05/29/2025, AR inception is 07/01/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NDAQ (Nasdaq, Inc.) | 07/01/2002 | 05/29/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.67 | 41.23 | 18.96 | 17.78 | 18.31 | 19.98 | 15.04 | 14.28 | 8.21 | 34.85 | -3.66 | -11.19 | 60.13 | 25.99 | 32.15 | 6.84 | 15.22 | 16.08 | 21.99 | 21.07 | 60.09 | 2.54 | 3.29 | 19.73 | -19.79 | -50.07 | 60.73 | -12.48 | 244.90 | 7.94 | -5.50 | -33.33 |
| Sharpe Ratio | NA | 1.19 | 0.65 | 0.65 | 0.67 | NA | NA | 0.33 | 0.44 | 1.53 | -0.32 | -0.46 | 3.05 | 0.61 | 1.64 | 0.28 | 1.11 | 0.84 | 1.02 | 1.09 | 2.48 | 0.11 | 0.08 | 0.72 | -0.33 | -0.64 | 1.65 | -0.33 | 4.89 | 0.15 | -0.13 | -0.99 |
| Standard Deviation(%) | NA | 23.92 | 24.35 | 23.68 | 24.17 | NA | NA | 37.28 | 30.24 | 18.45 | 24.93 | 27.45 | 19.70 | 42.23 | 18.78 | 19.76 | 13.15 | 18.97 | 21.54 | 19.38 | 24.19 | 22.10 | 40.85 | 27.39 | 59.51 | 79.79 | 35.23 | 47.74 | 49.66 | 46.20 | 48.47 | 57.00 |
| Draw Down(%) | NA | 20.46 | 30.64 | 32.84 | 38.31 | NA | NA | 68.48 | 20.46 | 7.58 | 24.50 | 32.12 | 6.72 | 38.31 | 9.51 | 20.40 | 7.48 | 11.23 | 10.07 | 16.24 | 14.39 | 21.70 | 31.17 | 24.65 | 34.07 | 68.16 | 26.08 | 48.01 | 21.28 | 51.28 | 49.52 | 54.84 |
| Yield(%) | 0.00 | 1.60 | 0.65 | 1.21 | 1.92 | 3.81 | 3.06 | 3.18 | 0.31 | 1.65 | 1.39 | 0.76 | 1.60 | 1.80 | 0.76 | 0.74 | 0.73 | 0.71 | 0.63 | 0.49 | 0.67 | 0.52 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/29/2025, AR inception is 07/01/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NDAQ (Nasdaq, Inc.) |
-23.25%
Oct 2007 - Oct 2010 |
-12.67%
Dec 2007 - Dec 2012 |
4.22%
Jan 2006 - Jan 2016 |
8.58%
Jan 2006 - Jan 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NDAQ (Nasdaq, Inc.) |
90.08%
Oct 2004 - Oct 2007 |
44.16%
Oct 2002 - Oct 2007 |
24.90%
Dec 2011 - Dec 2021 |
20.74%
Aug 2004 - Aug 2019 |
Annualized Rolling Returns Comparison Chart