Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PCLN (Booking Holdings Inc) | NA | 0.57% | 12.69% | 19.34% | 31.12% | 61.60% | NA | … | … |
Data as of 03/06/2018, Common starting date is 03/31/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PCLN (Booking Holdings Inc) | 03/31/1999 | 03/06/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.03 | 0.57 | 12.69 | 19.34 | 31.12 | 61.60 | NA | … | … | 0.13 | 18.53 | 14.99 | 11.82 | -1.91 | 87.37 | 32.64 | 17.06 | 82.94 | 196.55 | -35.88 | 163.38 | 95.39 | -5.38 | 31.79 | 1,018.75 | -72.51 | 343.43 | -97.23 | -42.84 |
| Sharpe Ratio | NA | -0.01 | 0.47 | 0.73 | 0.82 | NA | NA | … | … | -0.01 | 0.81 | 0.50 | 0.44 | -0.07 | 3.92 | 0.92 | 0.46 | 1.85 | 4.39 | -0.51 | 3.26 | 2.49 | -0.19 | 0.66 | 5.11 | -0.74 | 2.61 | -0.72 | -0.49 |
| Standard Deviation(%) | NA | 24.10 | 26.23 | 26.19 | 37.88 | NA | NA | … | … | 28.43 | 22.21 | 29.83 | 26.89 | 27.87 | 22.30 | 35.86 | 37.24 | 44.73 | 44.77 | 71.56 | 49.45 | 37.11 | 39.50 | 46.44 | 199.30 | 99.43 | 134.90 | 141.59 | 114.30 |
| Draw Down(%) | NA | 19.68 | 33.74 | 33.74 | 66.30 | NA | NA | … | … | 11.36 | 19.68 | 23.62 | 15.61 | 24.06 | 8.01 | 27.05 | 20.09 | 35.83 | 16.00 | 66.30 | 14.74 | 19.58 | 30.33 | 35.78 | 57.46 | 82.59 | 79.52 | 98.83 | 71.21 |
| 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 |
Data as of 03/06/2018, Common starting date is 03/31/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCLN (Booking Holdings Inc) |
-72.63%
Mar 2000 – Mar 2003 |
-31.62%
Apr 1999 – Apr 2004 |
-5.01%
Apr 1999 – Apr 2009 |
13.99%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCLN (Booking Holdings Inc) |
164.95%
Feb 2003 – Feb 2006 |
143.94%
Feb 2003 – Feb 2008 |
87.16%
Jan 2003 – Jan 2013 |
62.62%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart