Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLOK (NortonLifeLock Inc) | NA | -5.89% | 43.90% | 20.96% | 17.66% | 11.80% | 11.86% | … | … |
Data as of 11/10/2022, Common starting date is 01/03/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLOK (NortonLifeLock Inc) | 01/03/2000 | 11/10/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.33 | -5.89 | 43.90 | 20.96 | 17.66 | 11.80 | 11.86 | … | … | -10.38 | 28.13 | 143.85 | 32.16 | -32.63 | 17.46 | 41.25 | -18.11 | 8.75 | 25.37 | 20.19 | -6.55 | -6.37 | 32.27 | -16.25 | -22.58 | 19.16 | -32.05 | 49.38 | 70.28 | 22.02 | 98.97 | -41.39 |
| Sharpe Ratio | NA | -0.20 | 0.91 | 0.44 | 0.47 | NA | NA | … | … | -0.36 | 1.02 | 2.09 | 0.87 | -0.66 | 0.71 | 1.66 | -0.74 | 0.33 | 1.04 | 0.70 | -0.20 | -0.22 | 0.72 | -0.32 | -0.84 | 0.57 | -0.90 | 1.25 | 1.71 | 0.36 | 1.22 | -0.55 |
| Standard Deviation(%) | NA | 34.70 | 46.85 | 45.92 | 36.85 | NA | NA | … | … | 36.24 | 27.52 | 68.20 | 35.48 | 51.43 | 23.85 | 24.68 | 24.34 | 26.68 | 24.28 | 29.14 | 33.11 | 29.48 | 44.80 | 53.14 | 30.75 | 28.04 | 37.90 | 38.70 | 40.66 | 58.68 | 81.26 | 83.52 |
| Draw Down(%) | NA | 32.63 | 32.63 | 40.22 | 48.28 | NA | NA | … | … | 32.63 | 16.67 | 25.20 | 26.52 | 40.22 | 19.91 | 11.94 | 27.56 | 24.58 | 20.26 | 29.86 | 25.79 | 35.51 | 21.42 | 55.69 | 25.52 | 24.26 | 36.59 | 28.20 | 21.36 | 34.69 | 52.69 | 63.19 |
| Yield(%) | 0.00 | 1.92 | 31.91 | 16.62 | 16.31 | 11.41 | 15.10 | … | … | 1.37 | 2.34 | 83.17 | 2.51 | 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 11/10/2022, Common starting date is 01/03/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLOK (NortonLifeLock Inc) |
-19.20%
Oct 2005 – Oct 2008 |
-11.06%
Nov 2004 – Nov 2009 |
-1.99%
Nov 2004 – Nov 2014 |
-0.06%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLOK (NortonLifeLock Inc) |
84.86%
Sep 2001 – Sep 2004 |
37.61%
May 2016 – May 2021 |
20.68%
Aug 2010 – Aug 2020 |
14.04%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart