Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOVC (Novation Companies Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 07/21/2022, Common starting date is 12/09/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOVC (Novation Companies Inc) | 12/09/1997 | 07/21/2022 |
| 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 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | -70.18 | 0.00 | 150.00 | -71.43 | 40.00 | -61.54 | -53.57 | 0.00 | -54.84 | 40.91 | 4.76 | -53.33 | 246.15 | -91.00 | -97.29 | 12.81 | -32.81 | 34.91 | 227.23 | 107.42 | 398.05 | 20.00 | -49.49 | -58.19 | -7.40 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -0.33 | 0.00 | 0.47 | -0.26 | 0.24 | -0.36 | -0.56 | 0.00 | -0.65 | 0.73 | 0.04 | -0.43 | 1.75 | -0.40 | -0.54 | 0.27 | -0.87 | 0.54 | 5.01 | 1.75 | 9.67 | 0.26 | -1.09 | -0.82 | -2.08 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 214.18 | 316.90 | 313.30 | 278.83 | 164.41 | 170.26 | 96.36 | 77.68 | 84.83 | 56.79 | 133.80 | 123.95 | 140.72 | 228.91 | 186.52 | 35.53 | 39.98 | 62.47 | 45.21 | 60.79 | 42.28 | 60.96 | 48.51 | 75.31 | 36.63 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 92.74 | 71.43 | 75.00 | 80.00 | 70.00 | 78.57 | 67.50 | 37.84 | 58.06 | 28.77 | 50.00 | 63.46 | 53.45 | 92.07 | 98.91 | 19.70 | 43.00 | 54.11 | 28.99 | 45.67 | 17.88 | 32.86 | 62.28 | 77.25 | 15.60 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 11.59 | … | … | 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 | 19.24 | 11.74 | 15.63 | 32.62 | 26.66 | 13.07 | 0.00 | 0.00 | 6.81 | 0.58 |
Data as of 07/21/2022, Common starting date is 12/09/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVC (Novation Companies Inc) |
-86.86%
Jan 2006 – Jan 2009 |
-71.11%
Jan 2004 – Jan 2009 |
-54.12%
Jul 2006 – Jul 2016 |
-44.66%
Dec 2006 – Dec 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVC (Novation Companies Inc) |
223.34%
Dec 2000 – Dec 2003 |
122.66%
Dec 1999 – Dec 2004 |
-7.80%
Oct 1999 – Oct 2009 |
-11.81%
Apr 2000 – Apr 2015 |
Annualized Rolling Returns Comparison Chart