Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PRCP (Perceptron Inc) | NA | 29.41% | -10.78% | -3.65% | 4.12% | 0.66% | 8.51% | … | … |
Data as of 12/23/2020, Common starting date is 08/21/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRCP (Perceptron Inc) | 08/21/1992 | 12/23/2020 |
| 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 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | 29.41 | -10.78 | -3.65 | 4.12 | 0.66 | 8.51 | … | … | 26.82 | -32.52 | -15.98 | 46.08 | -14.76 | -21.71 | -28.26 | 135.08 | 23.95 | -3.64 | 49.70 | -2.94 | -68.02 | 25.50 | 19.63 | -3.01 | -3.95 | 253.49 | 62.88 | -12.00 | -62.50 | -39.62 | -69.36 | -36.86 | 53.93 | 45.11 | 73.58 | 70.97 | 10.71 |
| Sharpe Ratio | NA | 0.26 | -0.15 | -0.07 | 0.07 | NA | NA | … | … | 0.24 | -1.07 | -0.84 | 0.66 | -1.04 | -0.97 | -0.96 | 1.99 | 0.16 | -0.55 | 0.86 | -0.35 | -1.42 | 0.08 | -0.10 | -0.76 | -0.86 | 3.07 | 0.48 | -0.36 | -1.45 | -0.16 | -0.50 | -2.13 | 1.06 | -0.33 | 1.40 | 0.97 | 0.61 |
| Standard Deviation(%) | NA | 114.05 | 76.96 | 65.75 | 56.49 | NA | NA | … | … | 115.18 | 52.09 | 44.93 | 40.62 | 46.85 | 41.44 | 48.66 | 58.57 | 34.05 | 40.20 | 36.28 | 62.23 | 61.70 | 41.17 | 26.27 | 31.76 | 27.45 | 76.22 | 89.33 | 93.76 | 90.38 | 92.87 | 72.02 | 39.18 | 52.60 | 51.24 | 53.63 | 72.88 | 53.20 |
| Draw Down(%) | NA | 62.62 | 80.20 | 80.20 | 86.09 | NA | NA | … | … | 62.62 | 58.88 | 42.08 | 20.30 | 46.36 | 48.15 | 47.51 | 38.37 | 21.00 | 36.05 | 16.83 | 37.32 | 81.58 | 36.16 | 13.74 | 25.09 | 16.75 | 41.22 | 48.99 | 60.34 | 79.82 | 67.23 | 82.65 | 46.62 | 37.99 | 34.78 | 26.92 | 40.00 | 21.43 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.10 | 0.54 | 1.87 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.08 | 2.44 | 5.17 | 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 12/23/2020, Common starting date is 08/21/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRCP (Perceptron Inc) |
-58.91%
Dec 1997 – Dec 2000 |
-48.56%
Aug 1996 – Aug 2001 |
-14.38%
May 1996 – May 2006 |
-12.33%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRCP (Perceptron Inc) |
109.72%
May 1993 – May 1996 |
60.79%
Sep 2002 – Sep 2007 |
20.25%
Oct 2001 – Oct 2011 |
14.29%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison Chart