Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NTUS (Natus Medical Incorporated) | NA | 32.58% | 7.41% | -3.16% | 10.06% | 5.27% | 11.62% | … | … |
Data as of 07/21/2022, Common starting date is 07/31/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NTUS (Natus Medical Incorporated) | 07/31/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.80 | 32.58 | 7.41 | -3.16 | 10.06 | 5.27 | 11.62 | … | … | 38.90 | 18.41 | -39.25 | -3.06 | -10.92 | 9.77 | -27.58 | 33.32 | 60.18 | 101.61 | 18.35 | -33.50 | -4.12 | 14.21 | -33.07 | 16.50 | 2.91 | 101.75 | 90.93 | 5.01 | -36.67 | -57.72 |
| Sharpe Ratio | NA | 0.78 | 0.17 | -0.10 | 0.24 | NA | NA | … | … | 1.81 | 0.47 | -0.74 | -0.89 | -0.86 | -0.32 | -1.42 | 0.49 | 1.20 | 1.89 | -0.01 | -1.21 | -0.64 | -0.07 | -0.88 | -0.14 | -0.41 | 2.13 | 1.50 | -0.28 | -1.27 | -0.73 |
| Standard Deviation(%) | NA | 41.25 | 44.09 | 40.34 | 38.69 | NA | NA | … | … | 45.23 | 38.79 | 53.37 | 29.61 | 37.90 | 29.30 | 43.36 | 30.05 | 34.69 | 43.94 | 31.66 | 42.92 | 35.76 | 59.53 | 59.45 | 39.43 | 48.16 | 37.87 | 47.69 | 51.14 | 44.48 | 155.27 |
| Draw Down(%) | NA | 22.43 | 51.50 | 61.37 | 67.02 | NA | NA | … | … | 12.62 | 25.46 | 51.50 | 31.38 | 26.31 | 21.76 | 38.23 | 17.46 | 16.62 | 22.04 | 21.63 | 57.35 | 34.47 | 48.34 | 61.03 | 24.27 | 54.02 | 15.00 | 26.90 | 24.50 | 50.00 | 74.34 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/21/2022, Common starting date is 07/31/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTUS (Natus Medical Incorporated) |
-26.80%
Feb 2006 – Feb 2009 |
-16.75%
Oct 2015 – Oct 2020 |
-2.35%
Aug 2001 – Aug 2011 |
0.70%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTUS (Natus Medical Incorporated) |
81.83%
Mar 2003 – Mar 2006 |
41.74%
Aug 2003 – Aug 2008 |
20.43%
Mar 2004 – Mar 2014 |
18.09%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart