Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QADB (QAD Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
Data as of 11/16/2021, AR inception is 08/06/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QADB (QAD Inc) | 08/06/1997 | 11/16/2021 |
| 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 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | 26.16 | 28.91 | -4.47 | 20.90 | 38.86 | -2.13 | 17.43 | 19.03 | 30.58 | 3.62 | -83.73 | 45.82 | -55.14 | 11.32 | 9.82 | -14.35 | -27.24 | 259.53 | 17.18 | 145.05 | -91.48 | 291.23 | -71.78 | -43.89 |
| Sharpe Ratio | NA | 0.77 | 0.30 | 0.37 | 0.37 | NA | NA | -0.07 | 0.09 | 0.45 | 0.17 | -0.55 | 0.05 | 0.14 | -0.50 | -0.03 | 0.01 | 0.35 | -0.34 | -0.61 | 0.30 | -0.90 | -0.26 | -0.43 | -1.03 | -0.72 | 3.82 | -0.03 | 1.25 | -1.35 | 3.05 | -0.36 | -3.11 |
| Standard Deviation(%) | NA | 91.97 | 64.81 | 55.64 | 46.95 | NA | NA | 72.07 | 98.45 | 57.72 | 32.91 | 47.37 | 32.19 | 34.23 | 41.11 | 37.96 | 33.89 | 34.78 | 43.34 | 167.56 | 92.02 | 82.50 | 41.50 | 29.17 | 34.27 | 65.29 | 62.96 | 90.20 | 101.86 | 118.80 | 103.52 | 106.67 | 55.33 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 44.66 | 17.89 | 39.53 | 16.18 | 16.85 | 20.73 | 19.47 | 25.28 | 18.96 | 22.17 | 84.34 | 50.12 | 68.09 | 25.57 | 15.91 | 24.33 | 65.17 | 23.45 | 69.09 | 55.14 | 92.02 | 39.61 | 82.29 | 47.78 |
| Yield(%) | NA | 0.57 | 0.70 | 1.04 | 2.19 | 0.68 | 1.90 | 0.18 | 0.26 | 0.63 | 0.81 | 0.78 | 0.94 | 1.35 | 1.28 | 1.60 | 1.83 | 5.00 | 2.02 | 7.25 | 0.89 | 0.39 | 0.43 | 0.47 | 0.41 | 0.42 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/16/2021, AR inception is 08/06/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QADB (QAD Inc) |
-54.52%
Dec 1997 - Dec 2000 |
-36.99%
Sep 1997 - Sep 2002 |
-16.52%
Sep 2003 - Sep 2013 |
-13.77%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QADB (QAD Inc) |
117.75%
Dec 2000 - Dec 2003 |
45.42%
Dec 2000 - Dec 2005 |
26.73%
Jun 2011 - Jun 2021 |
6.82%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart