Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OURAX | NA | 24.77% | 5.00% | 5.01% | 0.34% | 1.58% | 7.84% | … | … |
Data as of 03/25/2021, Common starting date is 02/16/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OURAX | 02/16/1996 | 03/25/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24.77 | 5.00 | 5.01 | 0.34 | 1.58 | 7.84 | … | … | 1.64 | 2.58 | 16.21 | -9.39 | 12.69 | -3.88 | 5.11 | -5.52 | 11.74 | 12.95 | -27.76 | 16.80 | 85.58 | -50.92 | -14.12 | 29.58 | 19.51 | 48.91 | 49.65 | 21.36 | -8.06 | -17.49 | 14.50 | -46.62 | 2.42 | 48.90 |
| Sharpe Ratio | NA | 2.23 | 0.36 | 0.35 | 0.00 | NA | NA | … | … | 0.73 | 0.13 | 1.64 | -0.77 | 1.88 | -0.32 | 0.36 | -0.54 | 0.93 | 0.65 | -1.05 | 0.57 | 2.27 | -1.95 | -0.82 | 1.99 | 1.46 | 3.20 | 3.93 | 1.13 | -0.46 | -0.74 | 0.50 | -1.45 | -1.93 | 3.84 |
| Standard Deviation(%) | NA | 11.10 | 13.44 | 12.27 | 15.09 | NA | NA | … | … | 10.24 | 18.00 | 9.02 | 13.90 | 6.45 | 12.74 | 14.10 | 10.24 | 12.59 | 19.89 | 26.42 | 29.19 | 37.66 | 26.48 | 20.97 | 13.24 | 11.88 | 14.99 | 12.45 | 17.86 | 22.73 | 28.98 | 22.46 | 34.33 | 27.22 | 14.12 |
| Draw Down(%) | NA | 4.89 | 21.25 | 21.25 | 41.28 | NA | NA | … | … | 3.07 | 21.25 | 5.17 | 16.12 | 3.13 | 9.31 | 9.46 | 13.57 | 10.06 | 24.11 | 36.84 | 27.80 | 23.84 | 51.74 | 21.32 | 13.05 | 12.87 | 14.68 | 7.86 | 18.31 | 32.00 | 45.03 | 21.72 | 59.76 | 31.91 | 10.55 |
| Yield(%) | 0.00 | 1.73 | 1.50 | 1.09 | 0.44 | 0.36 | 0.96 | … | … | 0.00 | 1.46 | 0.69 | 2.30 | 0.49 | 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 03/25/2021, Common starting date is 02/16/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OURAX (OURAX) |
-26.40%
Sep 1997 – Sep 2000 |
-18.05%
Jul 1997 – Jul 2002 |
-2.35%
Apr 2007 – Apr 2017 |
0.02%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OURAX (OURAX) |
46.62%
Sep 2002 – Sep 2005 |
35.97%
Sep 2001 – Sep 2006 |
16.25%
Mar 2001 – Mar 2011 |
10.28%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart