Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QTM (Quantum Corporation) | NA | -73.31% | -36.48% | -31.57% | -4.17% | -17.76% | NA | -21.33% |
Data as of 01/15/2019, AR inception is 08/03/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QTM (Quantum Corporation) | 08/03/1999 | 01/15/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.18 | -73.31 | -36.48 | -31.57 | -4.17 | -17.76 | NA | -21.33 | -19.00 | -64.48 | -15.42 | -10.53 | -47.16 | 46.67 | -3.23 | -48.33 | -35.48 | 26.96 | 713.89 | -86.62 | 15.95 | -23.93 | 16.41 | -16.03 | 16.85 | -72.89 | -25.66 | -12.40 | -21.68 |
| Sharpe Ratio | NA | -1.07 | -0.80 | -0.78 | -0.32 | NA | NA | -0.54 | -1.46 | -0.97 | -0.59 | -0.57 | -0.92 | 0.78 | -0.49 | -0.93 | -0.75 | 0.12 | 4.97 | -0.71 | -0.13 | -1.14 | -0.11 | -0.70 | -0.04 | -1.00 | -1.17 | -0.50 | -0.75 |
| Standard Deviation(%) | NA | 89.05 | 76.20 | 69.17 | 76.89 | NA | NA | 76.17 | 69.17 | 88.65 | 58.94 | 78.05 | 71.68 | 35.87 | 44.25 | 72.39 | 72.32 | 68.02 | 139.89 | 150.04 | 46.30 | 40.89 | 41.59 | 50.92 | 65.68 | 93.05 | 40.53 | 70.79 | 64.09 |
| Draw Down(%) | NA | 81.09 | 86.51 | 93.09 | 96.53 | NA | NA | 99.49 | 21.50 | 81.09 | 52.40 | 60.22 | 68.04 | 26.67 | 34.30 | 63.41 | 61.01 | 59.48 | 55.22 | 96.35 | 40.00 | 50.89 | 27.07 | 50.12 | 42.39 | 87.01 | 49.12 | 44.22 | 46.36 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/15/2019, AR inception is 08/03/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QTM (Quantum Corporation) |
-65.76%
Nov 2005 - Nov 2008 |
-48.01%
Nov 2003 - Nov 2008 |
-21.43%
Sep 1999 - Sep 2009 |
-20.56%
May 2001 - May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QTM (Quantum Corporation) |
181.96%
Nov 2008 - Nov 2011 |
59.79%
Nov 2008 - Nov 2013 |
9.55%
Nov 2008 - Nov 2018 |
-4.69%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart