Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QTXB (Quantrx Biomedical) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 07/29/2022, Common starting date is 11/10/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QTXB (Quantrx Biomedical) | 11/10/2005 | 07/29/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 66.67 | 62.16 | 60.87 | -62.90 | -10.14 | -74.44 | -46.00 | 66.67 | -60.00 | -25.00 | 42.86 | -81.58 | 8.57 | -49.28 | -41.03 | -28.66 | 36.67 |
| Sharpe Ratio | NA | 0.00 | 0.15 | 0.03 | -0.08 | NA | NA | … | … | -0.01 | 0.17 | 0.28 | 0.16 | -0.31 | -0.10 | -0.60 | -0.34 | 0.16 | -0.51 | -0.39 | 0.10 | -0.41 | -0.06 | -0.44 | -0.76 | -0.44 | 5.63 |
| Standard Deviation(%) | NA | 265.55 | 264.33 | 273.40 | 246.42 | NA | NA | … | … | 73.70 | 390.74 | 218.08 | 232.34 | 273.01 | 306.73 | 181.79 | 187.41 | 304.12 | 153.65 | 111.62 | 243.88 | 242.89 | 162.48 | 156.38 | 83.23 | 115.23 | 154.94 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 50.00 | 51.22 | 57.33 | 84.46 | 88.18 | 76.21 | 60.00 | 75.00 | 81.33 | 54.55 | 75.00 | 88.64 | 55.36 | 76.19 | 69.68 | 47.37 | 25.00 |
| 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 |
Data as of 07/29/2022, Common starting date is 11/10/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QTXB (Quantrx Biomedical) |
-66.39%
May 2008 – May 2011 |
-52.94%
Jun 2006 – Jun 2011 |
-42.43%
Aug 2007 – Aug 2017 |
-31.21%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QTXB (Quantrx Biomedical) |
69.60%
Nov 2018 – Nov 2021 |
14.87%
Nov 2016 – Nov 2021 |
-3.97%
May 2011 – May 2021 |
-23.67%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart