Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMD (Psychemedics Corporation) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 08/14/1992, Common starting date is 01/22/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMD (Psychemedics Corporation) | 01/22/1987 | 08/14/1992 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1995 | 1994 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -49.39 | -38.18 | -20.06 | -15.81 | 150.20 | -29.99 | 7.20 | 43.28 | 24.93 | 16.74 | 17.98 | 25.64 | -54.28 | -13.83 | 43.32 | 9.46 | 42.12 | 4.26 | -85.54 | -19.93 | 315.35 | 1.05 | -12.67 | 1.50 | 7.48 | 70.37 | 22.73 | -100.00 | 185.71 | -82.72 | 800.00 | 12.50 | -84.62 |
| Sharpe Ratio | NA | -1.21 | -1.36 | -0.75 | -0.59 | NA | NA | … | … | -1.41 | -1.38 | -1.28 | -0.66 | 2.21 | -1.29 | -0.36 | 1.22 | 0.29 | -0.05 | -0.02 | 0.13 | -1.43 | -1.80 | 1.06 | -0.46 | 0.61 | -1.04 | -0.15 | -0.06 | 2.15 | -0.05 | -0.38 | -0.05 | 0.09 | 0.74 | 0.39 | NA | 1.94 | -0.53 | 6.97 | 0.09 | -0.78 |
| Standard Deviation(%) | NA | 50.50 | 42.99 | 47.27 | 39.62 | NA | NA | … | … | 56.02 | 44.56 | 32.41 | 53.00 | 52.20 | 37.57 | 31.20 | 20.37 | 22.51 | 32.56 | 36.69 | 54.40 | 51.39 | 20.03 | 19.96 | 24.90 | 36.98 | 14.49 | 721.22 | 715.29 | 135.57 | 41.66 | 42.42 | 44.31 | 43.22 | 90.29 | 61.02 | NA | 94.90 | 157.13 | 114.79 | 145.61 | 110.03 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 80.93 | NA | NA | … | … | 56.78 | 61.38 | 35.27 | 38.31 | 21.20 | 43.37 | 27.95 | 10.99 | 13.31 | 36.71 | 23.29 | 49.97 | 64.99 | 26.31 | 13.47 | 24.55 | 21.93 | 14.59 | 85.64 | 81.96 | 18.73 | 16.80 | 28.65 | 34.12 | 25.97 | 47.22 | 29.23 | 100.00 | 40.43 | 91.57 | 32.61 | 71.43 | 90.62 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/14/1992, Common starting date is 01/22/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMD (Psychemedics Corporation) |
-8.45%
Jul 1989 – Jul 1992 |
-0.93%
May 1987 – May 1992 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMD (Psychemedics Corporation) |
102.35%
Jan 1989 – Jan 1992 |
7.04%
Mar 1987 – Mar 1992 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart