Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OCPNY (Olympus Corp) | NA | -9.70% | 7.76% | 13.84% | 12.23% | 6.26% | 8.76% | … | … |
Data as of 03/30/2023, Common starting date is 11/19/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OCPNY (Olympus Corp) | 11/19/1996 | 03/30/2023 |
| 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 (%) | 1.06 | -9.70 | 7.76 | 13.84 | 12.23 | 6.26 | 8.76 | … | … | -3.64 | -22.70 | 5.09 | 40.19 | 103.04 | -19.54 | 11.45 | -12.64 | 12.25 | 9.91 | 66.49 | 43.97 | -56.06 | -5.21 | 64.36 | -52.55 | 31.52 | 19.73 | 21.40 | 0.00 | 36.08 | 15.92 | -14.81 | 10.34 | 30.34 | 71.15 | -29.73 | 4.23 |
| Sharpe Ratio | NA | -0.27 | 0.16 | 0.23 | 0.26 | NA | NA | … | … | -0.77 | -0.50 | 0.16 | 0.90 | 1.30 | -0.77 | 0.57 | -0.46 | 0.44 | 0.34 | 1.76 | 1.00 | -0.53 | -0.19 | 1.34 | -0.89 | 1.07 | 0.46 | 0.66 | -0.03 | 0.90 | 0.31 | -0.40 | 0.11 | 0.43 | 1.21 | -0.76 | 0.89 |
| Standard Deviation(%) | NA | 45.26 | 39.69 | 49.27 | 40.24 | NA | NA | … | … | 26.01 | 48.13 | 31.53 | 44.38 | 78.22 | 26.95 | 19.19 | 27.68 | 27.64 | 29.19 | 37.70 | 44.47 | 106.56 | 28.43 | 47.83 | 60.05 | 26.73 | 35.91 | 29.05 | 31.49 | 39.37 | 47.58 | 43.37 | 57.32 | 63.20 | 55.93 | 43.70 | 46.78 |
| Draw Down(%) | NA | 41.25 | 41.25 | 44.88 | 44.88 | NA | NA | … | … | 14.46 | 37.62 | 18.29 | 36.04 | 44.88 | 35.27 | 14.77 | 24.46 | 23.66 | 17.93 | 17.47 | 24.44 | 83.16 | 28.13 | 38.39 | 61.63 | 12.43 | 18.91 | 19.02 | 24.11 | 28.30 | 29.05 | 30.78 | 34.57 | 34.85 | 20.43 | 35.53 | 10.00 |
| Yield(%) | 0.00 | 0.56 | 0.74 | 0.83 | 1.00 | 0.77 | 2.02 | … | … | 0.00 | 0.47 | 0.52 | 0.61 | 0.91 | 0.66 | 0.72 | 0.42 | 0.23 | 0.00 | 0.00 | 0.00 | 0.61 | 1.06 | 0.86 | 1.80 | 6.15 | 0.83 | 0.60 | 0.65 | 0.84 | 0.75 | 0.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/30/2023, Common starting date is 11/19/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCPNY (Olympus Corp) |
-20.82%
Feb 2006 – Feb 2009 |
-15.25%
Nov 2007 – Nov 2012 |
-1.25%
Aug 2007 – Aug 2017 |
3.48%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCPNY (Olympus Corp) |
46.93%
Nov 2018 – Nov 2021 |
27.63%
Jul 2002 – Jul 2007 |
21.81%
Dec 2011 – Dec 2021 |
10.85%
Aug 2005 – Aug 2020 |
Annualized Rolling Returns Comparison Chart