Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ONDK (On Deck Capital Inc) | NA | -48.60% | -28.71% | -27.22% | NA | NA | NA | … | … |
Data as of 10/14/2020, Common starting date is 12/17/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ONDK (On Deck Capital Inc) | 12/17/2014 | 10/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.78 | -48.60 | -28.71 | -27.22 | NA | NA | NA | … | … | -55.80 | -29.83 | 2.79 | 23.97 | -55.05 | -54.08 | -19.84 |
| Sharpe Ratio | NA | -0.33 | -0.30 | -0.33 | NA | NA | NA | … | … | -0.40 | -0.96 | -0.34 | 0.10 | -1.17 | -1.06 | -1.85 |
| Standard Deviation(%) | NA | 146.53 | 95.97 | 85.70 | NA | NA | NA | … | … | 163.64 | 55.33 | 55.70 | 48.00 | 75.79 | 68.49 | 54.07 |
| Draw Down(%) | NA | 86.90 | 93.22 | 94.68 | NA | NA | NA | … | … | 85.50 | 59.57 | 34.66 | 41.32 | 62.33 | 63.72 | 19.84 |
| 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 |
Data as of 10/14/2020, Common starting date is 12/17/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ONDK (On Deck Capital Inc) |
-46.37%
Jun 2017 – Jun 2020 |
-45.23%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ONDK (On Deck Capital Inc) |
-1.71%
Jan 2016 – Jan 2019 |
-23.01%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart