Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORFR (ORBIT/FR Inc) | NA | -8.58% | 425.18% | 193.56% | NA | NA | NA | … | … |
Data as of 04/29/2020, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORFR (ORBIT/FR Inc) | 06/18/2012 | 04/29/2020 |
| 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 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.86 | -8.58 | 425.18 | 193.56 | NA | NA | NA | … | … | -15.41 | 29.09 | 14,459.76 | 36.67 | -12.28 | 40.16 | 2.09 | 206.41 | -2.50 | -66.07 | 135.29 | 26.60 | -54.15 | -1.44 | 25.30 | -47.30 | 103.23 | 496.15 | -62.86 | -51.30 | -47.73 | 10.00 | -84.50 | 58.28 |
| Sharpe Ratio | NA | -0.69 | 1.17 | 0.66 | 0.25 | NA | NA | … | … | -1.07 | 0.31 | 27.77 | 0.30 | -1.20 | 0.53 | -0.21 | 2.44 | -0.43 | -0.61 | 1.31 | 0.03 | -0.51 | -0.41 | 0.04 | -0.68 | 0.80 | 2.44 | -0.61 | -0.63 | -0.54 | 0.05 | -0.70 | 1.33 |
| Standard Deviation(%) | NA | 45.71 | 353.43 | 258.50 | 198.80 | NA | NA | … | … | 52.87 | 18.50 | 541.25 | 59.02 | 38.51 | 40.87 | 77.65 | 77.09 | 51.36 | 138.22 | 89.24 | 243.48 | 145.00 | 57.62 | 72.34 | 99.75 | 104.03 | 195.31 | 134.79 | 116.84 | 130.62 | 123.74 | 125.83 | 98.57 |
| Draw Down(%) | NA | 31.54 | 31.54 | 31.54 | 84.86 | NA | NA | … | … | 31.54 | 4.56 | 15.12 | 26.80 | 20.00 | 14.19 | 37.24 | 26.83 | 21.98 | 84.00 | 43.28 | 66.00 | 87.13 | 39.62 | 44.83 | 60.32 | 57.14 | 51.43 | 74.49 | 73.62 | 90.96 | 57.38 | 91.55 | 53.12 |
| 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 |
Data as of 04/29/2020, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORFR (ORBIT/FR Inc) |
7.87%
Dec 2013 – Dec 2016 |
29.24%
Mar 2013 – Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORFR (ORBIT/FR Inc) |
535.68%
Dec 2016 – Dec 2019 |
252.39%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart