Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PPMDX | NA | 9.44% | -3.06% | NA | NA | NA | NA | … | … |
Data as of 05/26/2021, Common starting date is 09/21/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PPMDX | 09/21/2017 | 05/26/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.44 | -3.06 | NA | NA | NA | NA | … | … | 5.36 | -3.25 | -8.37 | -7.62 | -1.50 |
| Sharpe Ratio | NA | 1.11 | -0.52 | NA | NA | NA | NA | … | … | 1.51 | -0.38 | -1.67 | -1.23 | -1.25 |
| Standard Deviation(%) | NA | 8.45 | 7.98 | NA | NA | NA | NA | … | … | 9.33 | 9.05 | 5.88 | 7.28 | 4.94 |
| Draw Down(%) | NA | 5.26 | 21.82 | NA | NA | NA | NA | … | … | 3.49 | 11.40 | 9.86 | 13.47 | 2.96 |
| 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 |
Data as of 05/26/2021, Common starting date is 09/21/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPMDX (PPMDX) |
-7.59%
Nov 2017 – Nov 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPMDX (PPMDX) |
-3.38%
Apr 2018 – Apr 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart