Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMOM | NA | 7.01% | NA | NA | NA | NA | NA | … | … |
Data as of 02/28/2020, Common starting date is 11/10/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMOM | 11/10/2017 | 02/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.01 | NA | NA | NA | NA | NA | … | … | -8.68 | 31.01 | -5.44 | 3.33 |
| Sharpe Ratio | NA | 0.28 | NA | NA | NA | NA | NA | … | … | -1.14 | 2.04 | -0.37 | 5.04 |
| Standard Deviation(%) | NA | 20.47 | NA | NA | NA | NA | NA | … | … | 39.29 | 14.49 | 18.29 | 5.47 |
| Draw Down(%) | NA | 13.88 | NA | NA | NA | NA | NA | … | … | 13.88 | 6.00 | 21.45 | 0.12 |
| Yield(%) | 0.00 | 1.56 | 1.06 | 0.64 | 0.32 | 0.21 | 0.16 | … | … | 0.00 | 1.74 | 1.46 | 0.00 |
Data as of 02/28/2020, Common starting date is 11/10/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMOM (OMOM) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMOM (OMOM) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart