Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PROCX (PROBABILITIES FUND PROBABILITIES FUND CLASS C) | NA | -1.03% | -1.65% | -1.91% | NA | NA | NA | … | … |
Data as of 05/18/2023, Common starting date is 01/17/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROCX (PROBABILITIES FUND PROBABILITIES FUND CLASS C) | 01/17/2014 | 05/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.03 | -1.65 | -1.91 | NA | NA | NA | … | … | 8.44 | -24.67 | 1.44 | -9.26 | 31.89 | -16.19 | 14.95 | 2.11 | -6.25 | 5.45 |
| Sharpe Ratio | NA | -0.19 | -0.14 | -0.13 | NA | NA | NA | … | … | 1.24 | -1.05 | 0.09 | -0.26 | 2.60 | -0.74 | 2.50 | 0.13 | -0.40 | 0.50 |
| Standard Deviation(%) | NA | 21.54 | 19.44 | 23.26 | NA | NA | NA | … | … | 15.32 | 24.78 | 15.62 | 36.45 | 11.84 | 23.56 | 5.76 | 14.79 | 15.65 | 11.43 |
| Draw Down(%) | NA | 15.74 | 31.27 | 35.55 | NA | NA | NA | … | … | 4.36 | 26.86 | 14.88 | 32.81 | 5.17 | 27.47 | 2.50 | 12.98 | 9.44 | 8.33 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.54 | 1.78 | 1.19 | 0.89 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 2.87 | 0.09 | 11.90 | 0.00 | 1.13 | 2.41 |
Data as of 05/18/2023, Common starting date is 01/17/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROCX (PROBABILITIES FUND PROBABILITIES FUND CLASS C) |
-11.49%
Dec 2019 – Dec 2022 |
-5.30%
Jan 2018 – Jan 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROCX (PROBABILITIES FUND PROBABILITIES FUND CLASS C) |
9.00%
Nov 2016 – Nov 2019 |
6.11%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart