Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/10/2021.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PRGX (PRGX Global Inc) | NA | 132.93% | -3.20% | 11.67% | 2.59% | 3.81% | -10.15% | -9.37% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRGX (PRGX Global Inc) | 03/27/1996 | 03/10/2021 |
The return data shown below all have the same latest date: 03/10/2021.
AR inception is since 03/27/1996.
AR inception is since 03/27/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 132.93 | -3.20 | 11.67 | 2.59 | 3.81 | -10.15 | -9.37 | 1.05 | 55.08 | -48.05 | 33.38 | 20.34 | 58.60 | -34.97 | -14.88 | 4.19 | 8.40 | -6.00 | 7.11 | 44.85 | -52.39 | 7.12 | 31.15 | -87.87 | 2.65 | -44.94 | 9.20 | 27.84 | -76.00 | 6.43 | 110.92 | 10.94 | 30.61 |
| Sharpe Ratio | NA | 1.80 | -0.04 | 0.24 | 0.05 | NA | NA | -0.15 | 0.91 | 0.70 | -1.77 | 0.34 | 0.04 | 0.62 | -1.22 | -1.10 | -0.43 | -0.32 | -0.49 | -0.28 | 0.33 | -0.72 | -0.21 | 0.10 | -0.81 | -0.42 | -1.38 | -0.19 | 0.08 | -1.16 | 0.47 | 2.02 | -0.62 | 0.45 |
| Standard Deviation(%) | NA | 73.99 | 53.69 | 46.17 | 43.12 | NA | NA | 68.66 | 6.41 | 77.53 | 40.27 | 34.39 | 29.80 | 39.21 | 43.82 | 30.49 | 33.54 | 32.40 | 50.39 | 40.73 | 79.05 | 99.57 | 72.87 | 91.40 | 134.61 | 40.03 | 46.61 | 55.88 | 86.48 | 124.56 | 66.60 | 71.39 | 57.45 | 92.33 |
| Draw Down(%) | NA | 32.63 | 78.24 | 78.24 | 78.24 | NA | NA | 99.52 | 1.83 | 54.67 | 56.18 | 22.05 | 13.87 | 25.18 | 41.26 | 30.37 | 27.32 | 31.84 | 47.99 | 47.40 | 45.55 | 73.19 | 57.42 | 62.75 | 94.95 | 18.88 | 49.51 | 48.07 | 64.74 | 88.81 | 47.26 | 43.97 | 39.38 | 48.92 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRGX (PRGX Global Inc) |
-64.29%
Aug 2003 - Aug 2006 |
-54.27%
Aug 2001 - Aug 2006 |
-37.88%
Jun 1999 - Jun 2009 |
-25.20%
Oct 1999 - Oct 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRGX (PRGX Global Inc) |
66.51%
Sep 1996 - Sep 1999 |
19.53%
Mar 2009 - Mar 2014 |
11.34%
Jan 2009 - Jan 2019 |
3.14%
Feb 2006 - Feb 2021 |
Annualized Rolling Returns Comparison Chart