Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORBK (Orbotech Ltd) | NA | 21.66% | 46.48% | 37.39% | 32.00% | 6.32% | 6.14% | … | … |
Data as of 02/20/2019, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORBK (Orbotech Ltd) | 03/27/1990 | 02/20/2019 |
| 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 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.08 | 21.66 | 46.48 | 37.39 | 32.00 | 6.32 | 6.14 | … | … | 16.32 | 12.54 | 50.55 | 50.97 | 49.53 | 9.47 | 59.62 | -15.13 | -23.64 | 39.94 | 132.34 | -77.09 | -31.04 | 6.17 | 12.91 | -11.17 | 73.69 | -55.83 | -16.52 | -27.78 | 145.38 | 48.63 | 121.74 | 22.34 | 44.62 | -39.25 | -2.73 | 3.77 | 103.85 | -30.67 |
| Sharpe Ratio | NA | 0.88 | 1.64 | 1.33 | 0.99 | NA | NA | … | … | 8.67 | 0.42 | 1.68 | 1.70 | 1.72 | 0.41 | 2.15 | -0.49 | -0.61 | 1.10 | 3.01 | -1.43 | -1.07 | 0.13 | 0.43 | -0.34 | 1.74 | -0.98 | -0.28 | -0.43 | 3.88 | 0.75 | 0.99 | 0.47 | 1.04 | -0.77 | -0.09 | 0.02 | 1.35 | -0.52 |
| Standard Deviation(%) | NA | 22.98 | 28.17 | 27.69 | 32.13 | NA | NA | … | … | 23.65 | 26.57 | 29.85 | 29.79 | 28.82 | 23.04 | 27.76 | 31.07 | 38.92 | 36.07 | 43.92 | 54.39 | 31.96 | 22.39 | 25.11 | 36.00 | 41.90 | 58.07 | 68.20 | 73.33 | 36.65 | 60.38 | 66.62 | 39.65 | 39.37 | 54.88 | 51.27 | 70.37 | 73.81 | 83.60 |
| Draw Down(%) | NA | 20.86 | 21.37 | 32.45 | 52.58 | NA | NA | … | … | 2.97 | 20.86 | 21.37 | 16.12 | 32.45 | 13.14 | 13.45 | 38.14 | 40.75 | 27.38 | 21.52 | 83.60 | 39.61 | 22.33 | 18.46 | 43.32 | 30.84 | 69.08 | 66.07 | 49.66 | 17.95 | 45.62 | 55.78 | 32.59 | 17.54 | 49.14 | 51.16 | 61.54 | 45.33 | 59.30 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/20/2019, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORBK (Orbotech Ltd) |
-46.97%
Oct 2005 – Oct 2008 |
-32.86%
Oct 2003 – Oct 2008 |
-17.47%
Feb 2000 – Feb 2010 |
-8.63%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORBK (Orbotech Ltd) |
100.72%
Dec 1996 – Dec 1999 |
70.26%
Dec 1994 – Dec 1999 |
40.41%
Aug 1990 – Aug 2000 |
17.61%
Aug 1990 – Aug 2005 |
Annualized Rolling Returns Comparison Chart