Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ORFN (Tidal ETF Trust - ESG Orphans ETF) | NA | 14.19% | 7.33% | 12.40% | 9.00% | 11.98% | 9.18% | 5.14% |
Data as of 01/04/2024, AR inception is 11/20/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORFN (Tidal ETF Trust - ESG Orphans ETF) | 11/20/2000 | 01/04/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | 14.19 | 7.33 | 12.40 | 9.00 | 11.98 | 9.18 | 5.14 | 0.05 | 14.94 | -16.96 | 28.93 | 18.86 | 24.13 | -7.59 | 9.41 | 1.62 | 15.87 | 8.09 | 21.79 | 21.56 | -16.02 | 35.36 | 48.87 | -52.82 | 6.20 | 26.04 | 32.96 | 18.54 | 20.55 | -37.47 | -26.33 | -3.22 |
| Sharpe Ratio | NA | 0.58 | 0.28 | 0.55 | 0.44 | NA | NA | 0.17 | 0.05 | 0.73 | -0.80 | 1.92 | 0.68 | 1.80 | -0.63 | 0.90 | 0.07 | 0.80 | 0.58 | 1.63 | 1.20 | -0.58 | 1.61 | 1.47 | -1.32 | 0.16 | 1.30 | 2.71 | 1.13 | 0.87 | -1.12 | -0.73 | -0.78 |
| Standard Deviation(%) | NA | 14.77 | 18.04 | 19.35 | 17.78 | NA | NA | 22.94 | 22.86 | 14.78 | 22.96 | 15.16 | 27.30 | 12.59 | 14.04 | 9.80 | 19.97 | 19.82 | 13.99 | 13.31 | 18.08 | 27.87 | 21.96 | 32.98 | 40.76 | 20.05 | 17.66 | 11.32 | 15.62 | 22.72 | 34.45 | 39.84 | 39.05 |
| Draw Down(%) | NA | 8.04 | 28.80 | 35.26 | 35.26 | NA | NA | 66.09 | 1.53 | 8.04 | 27.55 | 8.00 | 35.26 | 8.14 | 15.80 | 5.90 | 16.33 | 17.20 | 11.73 | 12.96 | 14.47 | 30.09 | 14.29 | 24.07 | 57.34 | 15.30 | 17.74 | 8.55 | 15.06 | 20.27 | 46.68 | 48.78 | 14.61 |
| Yield(%) | 0.00 | 1.09 | 0.40 | 0.35 | 0.23 | 0.35 | 0.28 | 0.13 | 0.00 | 1.09 | 0.01 | 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 01/04/2024, AR inception is 11/20/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORFN (Tidal ETF Trust - ESG Orphans ETF) |
-18.99%
Mar 2006 - Mar 2009 |
-5.54%
May 2007 - May 2012 |
1.08%
Dec 2000 - Dec 2010 |
3.55%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORFN (Tidal ETF Trust - ESG Orphans ETF) |
33.59%
Mar 2003 - Mar 2006 |
25.19%
Sep 2002 - Sep 2007 |
14.51%
Feb 2009 - Feb 2019 |
12.59%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart