Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REV (Revlon Inc) | NA | -96.55% | -73.89% | -55.72% | -30.04% | -31.02% | -27.88% | … | … |
Data as of 12/22/2022, Common starting date is 02/29/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REV (Revlon Inc) | 02/29/1996 | 12/22/2022 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.36 | -96.55 | -73.89 | -55.72 | -30.04 | -31.02 | -27.88 | … | … | -96.56 | -4.55 | -44.54 | -14.97 | 15.55 | -25.21 | 4.71 | -18.50 | 36.86 | 72.14 | -2.49 | 51.12 | -42.15 | 155.02 | -43.47 | -7.81 | -58.71 | 34.78 | 2.68 | -22.41 | -54.05 | 34.27 | -37.51 | -51.53 | -53.63 | 18.20 | 8.14 |
| Sharpe Ratio | NA | -0.46 | -0.51 | -0.48 | -0.35 | NA | NA | … | … | -0.46 | -0.06 | -0.41 | -0.70 | -0.09 | -0.87 | -0.84 | -1.35 | 0.69 | 1.41 | -0.74 | 0.61 | -1.18 | 1.24 | -0.74 | -0.58 | -1.04 | 0.28 | -0.31 | -0.72 | -0.87 | 0.20 | -1.48 | -0.30 | -0.26 | -0.73 | 0.15 |
| Standard Deviation(%) | NA | 210.97 | 144.88 | 118.93 | 88.02 | NA | NA | … | … | 213.27 | 79.86 | 110.11 | 54.90 | 67.36 | 51.32 | 35.04 | 27.35 | 26.44 | 37.94 | 28.68 | 53.24 | 51.33 | 110.06 | 84.50 | 51.35 | 78.37 | 48.93 | 54.54 | 58.22 | 84.52 | 65.24 | 71.84 | 89.65 | 77.68 | 38.88 | 33.59 |
| Draw Down(%) | NA | 97.13 | 98.54 | 98.78 | 99.15 | NA | NA | … | … | 97.00 | 44.56 | 82.93 | 48.51 | 41.55 | 54.94 | 26.92 | 36.29 | 12.77 | 21.85 | 28.15 | 41.19 | 48.37 | 68.19 | 59.46 | 32.89 | 76.74 | 38.68 | 43.72 | 40.54 | 68.47 | 46.70 | 66.18 | 76.56 | 77.70 | 38.80 | 25.10 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.46 | 1.45 | 0.39 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.32 | 4.42 | 6.49 | 3.73 | 2.34 | 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 12/22/2022, Common starting date is 02/29/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REV (Revlon Inc) |
-80.13%
Mar 2006 – Mar 2009 |
-61.06%
Mar 2004 – Mar 2009 |
-48.35%
Mar 1999 – Mar 2009 |
-31.43%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REV (Revlon Inc) |
98.70%
Mar 2009 – Mar 2012 |
65.16%
Mar 2009 – Mar 2014 |
26.19%
Feb 2009 – Feb 2019 |
-12.27%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison Chart