Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMN (OMNOVA Solutions Inc) | NA | 36.66% | 1.66% | 3.59% | 2.50% | 4.55% | 2.66% | … | … |
Data as of 04/02/2020, Common starting date is 09/28/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMN (OMNOVA Solutions Inc) | 09/28/1999 | 04/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 36.66 | 1.66 | 3.59 | 2.50 | 4.55 | 2.66 | … | … | 0.30 | 37.93 | -26.70 | 0.00 | 63.13 | -24.69 | -10.65 | 29.96 | 52.06 | -44.86 | 36.38 | 801.47 | -84.58 | -3.71 | -4.58 | -14.59 | 17.08 | 19.11 | -40.74 | 13.33 | -22.58 | -13.89 |
| Sharpe Ratio | NA | 0.26 | -0.49 | -0.47 | -0.41 | NA | NA | … | … | -0.62 | 0.28 | -1.26 | -0.53 | 0.63 | -1.22 | -0.67 | 0.37 | 0.72 | -0.98 | 0.39 | 9.72 | -0.66 | -0.55 | -0.56 | -0.79 | -0.04 | 0.00 | -0.67 | -0.13 | -1.37 | 0.08 |
| Standard Deviation(%) | NA | 52.37 | 42.68 | 42.17 | 44.57 | NA | NA | … | … | 33.55 | 52.45 | 38.43 | 36.48 | 45.90 | 35.55 | 43.45 | 31.01 | 46.73 | 64.90 | 45.06 | 80.51 | 157.18 | 47.23 | 48.59 | 45.36 | 56.62 | 71.08 | 89.70 | 61.54 | 66.50 | 88.27 |
| Draw Down(%) | NA | 27.60 | 52.48 | 52.48 | 66.21 | NA | NA | … | … | 18.72 | 37.60 | 45.73 | 16.00 | 31.05 | 41.10 | 52.80 | 24.35 | 29.78 | 66.21 | 27.82 | 36.36 | 91.58 | 35.36 | 39.82 | 32.46 | 23.44 | 32.95 | 61.62 | 27.82 | 38.89 | 42.68 |
| 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 04/02/2020, Common starting date is 09/28/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMN (OMNOVA Solutions Inc) |
-48.70%
Jan 2006 – Jan 2009 |
-32.35%
Dec 2003 – Dec 2008 |
-5.42%
Sep 2001 – Sep 2011 |
-1.77%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMN (OMNOVA Solutions Inc) |
89.26%
Dec 2008 – Dec 2011 |
68.04%
Dec 2008 – Dec 2013 |
26.84%
Dec 2008 – Dec 2018 |
8.83%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart