Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Invest and Speculate | NA | 30.73% | 10.58% | 13.40% | 13.21% | 13.24% | 12.65% | 12.76% |
Data as of 08/31/2021, AR inception is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Invest and Speculate | 01/02/2001 | 11/29/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.84 | 30.73 | 10.58 | 13.40 | 13.21 | 13.24 | 12.65 | 12.76 | 25.39 | 15.63 | 12.85 | -6.30 | 21.66 | 12.80 | -3.59 | 13.52 | 32.17 | 15.82 | -0.62 | 19.43 | 40.54 | -1.67 | 5.39 | 15.64 | 4.77 | 12.15 | 36.83 | -1.69 | 2.31 |
| Sharpe Ratio | NA | 2.42 | 0.94 | 0.98 | 1.05 | NA | NA | 0.92 | 2.02 | 0.90 | 1.07 | -0.47 | 3.15 | 1.32 | -0.27 | 1.19 | 2.90 | 1.24 | -0.04 | 1.39 | 2.05 | -0.36 | 0.15 | 1.23 | 0.25 | 1.04 | 3.19 | -0.46 | 0.01 |
| Standard Deviation(%) | NA | 12.24 | 14.41 | 13.16 | 12.45 | NA | NA | 12.43 | 12.56 | 17.18 | 10.70 | 16.22 | 6.68 | 9.54 | 13.58 | 11.39 | 11.07 | 12.74 | 17.27 | 13.90 | 19.73 | 7.13 | 16.02 | 10.04 | 10.29 | 10.82 | 11.33 | 6.07 | 0.05 |
| Draw Down(%) | NA | 5.14 | 18.54 | 20.89 | 20.89 | NA | NA | 20.89 | 5.14 | 18.54 | 7.47 | 20.89 | 2.60 | 5.53 | 12.05 | 7.30 | 5.59 | 9.60 | 17.48 | 12.09 | 8.97 | 7.29 | 9.88 | 7.47 | 7.01 | 7.47 | 4.41 | 10.05 | 0.00 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | NA | NA | 0.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.81 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/31/2021, AR inception is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Invest and Speculate |
3.02%
Mar 2017 - Mar 2020 |
4.55%
Mar 2015 - Mar 2020 |
9.45%
Mar 2010 - Mar 2020 |
10.85%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Invest and Speculate |
21.55%
Feb 2009 - Feb 2012 |
20.62%
Dec 2008 - Dec 2013 |
15.54%
Sep 2008 - Sep 2018 |
14.46%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart