Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMCM (OmniComm Systems Inc) | NA | -2.38% | 19.54% | 20.71% | 5.50% | 4.56% | NA | … | … |
Data as of 10/10/2019, Common starting date is 12/02/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMCM (OmniComm Systems Inc) | 12/02/1999 | 10/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.38 | 19.54 | 20.71 | 5.50 | 4.56 | NA | … | … | 64.00 | -7.41 | 12.50 | 0.00 | -17.24 | 70.59 | -10.53 | 280.00 | -37.50 | -60.00 | -37.50 | -50.77 | 35.42 | 17.07 | 95.24 | -16.00 | 25.00 | -52.38 | -32.80 | -83.33 | 0.00 |
| Sharpe Ratio | NA | -0.25 | -0.02 | -0.02 | -0.10 | NA | NA | … | … | 0.66 | -0.31 | -0.08 | -0.23 | -0.37 | 0.40 | -0.18 | 1.21 | -0.21 | -0.45 | -0.32 | -0.84 | 0.51 | -0.15 | 0.94 | -0.61 | 0.06 | -0.49 | -0.30 | -0.55 | -0.01 |
| Standard Deviation(%) | NA | 101.06 | 94.70 | 105.33 | 160.19 | NA | NA | … | … | 101.02 | 93.35 | 85.55 | 145.96 | 96.68 | 129.62 | 164.94 | 219.89 | 270.50 | 175.74 | 175.07 | 83.53 | 26.18 | 36.39 | 78.91 | 58.26 | 90.24 | 148.37 | 180.96 | 192.99 | 324.61 |
| Draw Down(%) | NA | 54.76 | 54.76 | 54.84 | 91.67 | NA | NA | … | … | 40.62 | 47.62 | 29.63 | 46.15 | 51.61 | 47.37 | 56.67 | 58.33 | 87.50 | 85.00 | 59.38 | 63.08 | 11.27 | 18.64 | 25.71 | 42.31 | 25.81 | 72.73 | 83.20 | 94.57 | 39.13 |
| 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 |
Data as of 10/10/2019, Common starting date is 12/02/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMCM (OmniComm Systems Inc) |
-73.08%
Feb 2000 – Feb 2003 |
-51.68%
Feb 2000 – Feb 2005 |
-33.25%
Feb 2000 – Feb 2010 |
-20.98%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMCM (OmniComm Systems Inc) |
79.67%
Dec 2011 – Dec 2014 |
37.97%
Oct 2002 – Oct 2007 |
10.58%
Sep 2009 – Sep 2019 |
5.44%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart