Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OTIVF (On Track Innovations Ltd) | NA | -78.57% | -49.65% | -46.03% | -27.23% | -26.68% | NA | … | … |
Data as of 07/05/2022, Common starting date is 11/13/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OTIVF (On Track Innovations Ltd) | 11/13/2002 | 07/05/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -78.57 | -49.65 | -46.03 | -27.23 | -26.68 | NA | … | … | -50.00 | -42.86 | 5.00 | -66.10 | -56.62 | -21.84 | 286.67 | -72.73 | -49.54 | 127.08 | 23.08 | -62.14 | 127.21 | -4.90 | -60.28 | -47.90 | -49.45 | 2.40 | 0.00 | 180.46 | -36.95 |
| Sharpe Ratio | NA | -0.35 | -0.29 | -0.32 | -0.24 | NA | NA | … | … | -0.25 | -0.33 | 0.03 | -0.69 | -1.08 | -0.22 | 4.26 | -0.99 | -0.66 | 1.69 | 0.39 | -0.96 | 1.58 | -0.06 | -0.77 | -1.30 | -1.19 | 0.00 | -0.01 | 2.17 | -0.92 |
| Standard Deviation(%) | NA | 227.97 | 175.08 | 145.20 | 114.03 | NA | NA | … | … | 306.25 | 129.74 | 143.70 | 98.49 | 53.64 | 103.29 | 66.83 | 73.34 | 75.30 | 75.06 | 60.26 | 65.07 | 80.60 | 80.47 | 79.61 | 39.13 | 44.42 | 51.38 | 67.61 | 82.70 | 107.00 |
| Draw Down(%) | NA | 89.29 | 95.59 | 98.69 | 99.28 | NA | NA | … | … | 83.33 | 72.73 | 75.00 | 82.14 | 62.25 | 54.59 | 33.33 | 76.56 | 61.54 | 45.16 | 46.07 | 73.00 | 38.11 | 57.73 | 70.28 | 57.30 | 64.25 | 28.66 | 56.17 | 36.38 | 39.61 |
| 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 |
Data as of 07/05/2022, Common starting date is 11/13/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OTIVF (On Track Innovations Ltd) |
-63.00%
Feb 2019 – Feb 2022 |
-54.45%
Apr 2017 – Apr 2022 |
-33.10%
Apr 2012 – Apr 2022 |
-31.21%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OTIVF (On Track Innovations Ltd) |
55.84%
Apr 2003 – Apr 2006 |
21.91%
Oct 2009 – Oct 2014 |
-3.97%
Mar 2009 – Mar 2019 |
-6.61%
May 2003 – May 2018 |
Annualized Rolling Returns Comparison Chart