Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PTFDX (PRIMARY TREND FUND PRIMARY TREND FUND) | NA | -4.39% | 3.07% | 4.11% | 3.05% | 3.75% | NA | … | … |
Data as of 04/21/2016, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PTFDX (PRIMARY TREND FUND PRIMARY TREND FUND) | 06/21/1996 | 04/21/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.71 | -4.39 | 3.07 | 4.11 | 3.05 | 3.75 | NA | … | … | 5.38 | -10.69 | -8.42 | 15.31 | 6.13 | 0.00 | 9.67 | 18.31 | -32.19 | -9.40 | 7.65 | -3.91 | 3.16 | 25.60 | -16.90 | 0.00 | 16.41 | -8.60 | -15.37 | -1.39 | 10.16 |
| Sharpe Ratio | NA | -0.61 | -0.19 | 0.03 | -0.11 | NA | NA | … | … | 1.54 | -0.68 | -0.65 | 1.55 | 0.55 | 0.00 | 0.64 | 0.69 | -0.94 | -0.81 | 0.47 | -0.65 | 0.22 | 1.76 | -0.93 | -0.15 | 0.79 | -0.93 | -1.09 | -3.03 | 1.29 |
| Standard Deviation(%) | NA | 15.60 | 13.65 | 14.36 | 18.92 | NA | NA | … | … | 12.18 | 15.86 | 12.90 | 9.88 | 11.11 | 18.15 | 14.88 | 26.38 | 34.99 | 15.32 | 9.25 | 9.38 | 9.84 | 14.14 | 19.27 | 16.27 | 15.59 | 12.67 | 17.13 | 18.61 | 12.90 |
| Draw Down(%) | NA | 21.94 | 30.46 | 30.46 | 58.64 | NA | NA | … | … | 7.24 | 17.49 | 16.06 | 5.02 | 9.72 | 15.93 | 15.74 | 28.39 | 41.75 | 17.28 | 5.60 | 9.22 | 9.89 | 13.42 | 27.18 | 21.25 | 14.69 | 21.67 | 29.34 | 14.36 | 7.43 |
| Yield(%) | 0.00 | 4.85 | 5.66 | 3.93 | 4.12 | 4.15 | 3.27 | … | … | 0.00 | 5.02 | 7.94 | 3.76 | 0.47 | 0.41 | 0.20 | 0.53 | 7.08 | 10.29 | 7.08 | 5.02 | 4.91 | 1.20 | 4.93 | 1.78 | 5.06 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/21/2016, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTFDX (PRIMARY TREND FUND PRIMARY TREND FUND) |
-13.33%
Feb 1997 – Feb 2000 |
-6.41%
Feb 2004 – Feb 2009 |
-0.30%
Feb 1999 – Feb 2009 |
1.29%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTFDX (PRIMARY TREND FUND PRIMARY TREND FUND) |
19.96%
Feb 2009 – Feb 2012 |
15.90%
Feb 2009 – Feb 2014 |
6.33%
Mar 2003 – Mar 2013 |
6.36%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart