Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OSTK (Overstockcom Inc) | NA | 41.17% | -22.16% | 10.65% | -1.25% | 5.46% | 1.35% | … | … |
Data as of 01/05/2024, Common starting date is 05/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OSTK (Overstockcom Inc) | 05/30/2002 | 01/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.49 | 41.17 | -22.16 | 10.65 | -1.25 | 5.46 | 1.35 | … | … | -8.49 | 43.03 | -67.19 | 23.01 | 580.43 | -48.09 | -78.75 | 265.14 | 42.51 | -49.40 | -21.18 | 115.16 | 82.53 | -52.43 | 21.53 | 25.79 | -30.59 | -1.71 | -43.87 | -59.20 | 247.26 | 52.85 | -0.23 |
| Sharpe Ratio | NA | 0.49 | -0.31 | 0.11 | -0.03 | NA | NA | … | … | -2.39 | 0.53 | -0.86 | 0.30 | 4.52 | -0.48 | -0.93 | 3.82 | 0.92 | -1.27 | -0.40 | 1.81 | 1.70 | -1.18 | 0.36 | 0.37 | -0.27 | -0.08 | -0.90 | -1.10 | 3.72 | 0.61 | -0.02 |
| Standard Deviation(%) | NA | 74.56 | 76.58 | 94.18 | 79.55 | NA | NA | … | … | 43.25 | 74.55 | 79.73 | 75.89 | 127.28 | 102.16 | 86.47 | 69.74 | 46.20 | 38.79 | 52.81 | 63.70 | 48.89 | 44.38 | 60.37 | 70.05 | 114.93 | 62.70 | 52.66 | 55.79 | 66.16 | 85.40 | 87.95 |
| Draw Down(%) | NA | 63.21 | 87.14 | 90.08 | 96.95 | NA | NA | … | … | 8.49 | 63.21 | 69.32 | 45.51 | 71.38 | 74.93 | 85.34 | 33.85 | 25.90 | 53.32 | 54.66 | 33.60 | 36.10 | 54.52 | 46.95 | 42.71 | 75.82 | 61.74 | 58.63 | 59.20 | 30.70 | 55.83 | 69.79 |
| 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 |
Data as of 01/05/2024, Common starting date is 05/30/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OSTK (Overstockcom Inc) |
-42.42%
Feb 2005 – Feb 2008 |
-27.78%
Dec 2004 – Dec 2009 |
-11.13%
Mar 2010 – Mar 2020 |
-14.11%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OSTK (Overstockcom Inc) |
87.40%
Aug 2002 – Aug 2005 |
45.60%
Jan 2016 – Jan 2021 |
27.63%
Oct 2011 – Oct 2021 |
12.94%
Nov 2006 – Nov 2021 |
Annualized Rolling Returns Comparison Chart