Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/15/2010.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
QADI (QAD Inc.) | NA | -10.74% | -13.25% | -6.15% | 11.87% | NA | NA | -9.77% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
QADI (QAD Inc.) | 08/07/1997 | 12/15/2010 |
The return data shown below all have the same latest date: 12/15/2010.
AR inception is since 08/07/1997.
AR inception is since 08/07/1997.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 5.87 | -10.74 | -13.25 | -6.15 | 11.87 | NA | NA | -9.77 | -13.08 | 49.98 | -54.43 | 12.64 | 11.23 | -13.21 | -26.00 | 259.53 | 16.00 | 144.54 | -91.55 | 291.57 | -71.81 | -42.25 |
Sharpe Ratio | NA | -0.25 | -0.17 | -0.11 | 0.13 | NA | NA | -0.14 | -0.32 | 0.54 | -0.67 | 0.23 | 0.27 | -0.45 | -0.41 | 4.11 | 0.17 | 1.43 | -0.80 | 2.78 | -0.70 | -1.41 |
Standard Deviation(%) | NA | 42.95 | 78.22 | 68.24 | 82.59 | NA | NA | 82.48 | 43.23 | 91.79 | 82.48 | 41.43 | 29.11 | 34.28 | 65.28 | 62.96 | 89.95 | 101.83 | 119.06 | 103.68 | 106.71 | 55.46 |
Draw Down(%) | NA | 36.62 | 77.89 | 78.34 | 86.38 | NA | NA | 94.71 | 36.62 | 50.12 | 67.59 | 25.35 | 15.37 | 24.10 | 64.68 | 23.45 | 69.40 | 55.14 | 92.08 | 39.50 | 82.29 | 47.19 |
Yield(%) | 0.00 | 1.26 | 1.08 | 1.22 | 3.88 | 0.22 | 0.17 | 0.26 | 1.20 | 2.48 | 1.08 | 1.20 | 1.31 | 1.14 | 1.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
QADI (QAD Inc.) |
-54.65%
Dec 1997 - Dec 2000 |
-37.24%
Sep 1997 - Sep 2002 |
-7.19%
Dec 1999 - Dec 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
QADI (QAD Inc.) |
116.86%
Dec 2000 - Dec 2003 |
45.63%
Dec 2000 - Dec 2005 |
11.45%
Nov 2000 - Nov 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart