Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PGTI (PGT Innovations Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 04/08/2024, Common starting date is 06/28/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PGTI (PGT Innovations Inc) | 06/28/2006 | 04/08/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 126.61 | -20.14 | 10.57 | 36.42 | -5.93 | -5.93 | 47.16 | 0.53 | 18.28 | -4.84 | 124.89 | 336.89 | -57.96 | 16.67 | 85.84 | -76.26 | -62.37 | -18.39 |
| Sharpe Ratio | NA | 2.24 | 0.45 | 0.50 | 0.29 | NA | NA | … | … | 1.21 | 3.12 | -0.51 | 0.30 | 0.51 | -0.19 | -0.18 | 1.74 | 0.01 | 0.36 | -0.10 | 2.42 | 5.88 | -0.92 | 0.27 | 1.03 | -0.79 | -1.47 | -0.79 |
| Standard Deviation(%) | NA | 35.94 | 37.41 | 46.44 | 44.50 | NA | NA | … | … | 8.51 | 39.74 | 42.05 | 35.17 | 71.13 | 38.95 | 39.62 | 26.92 | 42.35 | 50.98 | 48.21 | 51.53 | 58.13 | 62.85 | 62.03 | 83.58 | 97.50 | 44.70 | 46.12 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 12.06 | 29.57 | 31.10 | 59.05 | 25.42 | 43.05 | 17.28 | 23.42 | 37.24 | 39.72 | 24.07 | 22.80 | 62.02 | 42.47 | 40.08 | 85.16 | 63.52 | 37.50 |
| Yield(%) | NA | 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 04/08/2024, Common starting date is 06/28/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGTI (PGT Innovations Inc) |
-49.74%
Jul 2006 – Jul 2009 |
-39.45%
Dec 2006 – Dec 2011 |
-4.05%
Oct 2006 – Oct 2016 |
2.06%
Sep 2006 – Sep 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGTI (PGT Innovations Inc) |
110.67%
Dec 2011 – Dec 2014 |
61.88%
Dec 2011 – Dec 2016 |
36.12%
Dec 2011 – Dec 2021 |
28.14%
Jan 2009 – Jan 2024 |
Annualized Rolling Returns Comparison Chart