Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PROTX (PROBABILITIES FUND PROBABILITIES FUND CLASS I) | NA | -0.21% | -0.70% | -0.95% | NA | NA | NA | … | … |
Data as of 05/18/2023, Common starting date is 12/20/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROTX (PROBABILITIES FUND PROBABILITIES FUND CLASS I) | 12/20/2013 | 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 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.21 | -0.70 | -0.95 | NA | NA | NA | … | … | 8.78 | -23.90 | 2.34 | -8.33 | 35.10 | -15.21 | 16.03 | 3.16 | -5.36 | 5.30 | 2.33 |
| Sharpe Ratio | NA | -0.15 | -0.09 | -0.09 | NA | NA | NA | … | … | 1.31 | -1.02 | 0.15 | -0.23 | 2.89 | -0.71 | 2.69 | 0.20 | -0.34 | 0.46 | 32.05 |
| Standard Deviation(%) | NA | 21.61 | 19.49 | 23.24 | NA | NA | NA | … | … | 15.37 | 24.84 | 15.73 | 36.34 | 11.64 | 23.46 | 5.75 | 14.80 | 15.61 | 11.37 | 5.10 |
| Draw Down(%) | NA | 15.22 | 30.12 | 33.67 | NA | NA | NA | … | … | 4.31 | 26.16 | 14.60 | 32.73 | 5.15 | 26.61 | 2.43 | 12.92 | 8.78 | 8.93 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.71 | 1.90 | 1.27 | 0.95 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 3.82 | 0.09 | 11.55 | 0.00 | 1.12 | 2.41 | 0.00 |
Data as of 05/18/2023, Common starting date is 12/20/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROTX (PROBABILITIES FUND PROBABILITIES FUND CLASS I) |
-10.62%
Dec 2019 – Dec 2022 |
-4.37%
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 |
|---|---|---|---|---|
| PROTX (PROBABILITIES FUND PROBABILITIES FUND CLASS I) |
10.11%
Nov 2016 – Nov 2019 |
7.18%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart