Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RHT (Red Hat Inc) | NA | 34.13% | 37.19% | 28.07% | 25.71% | 15.95% | NA | … | … |
Data as of 07/08/2019, Common starting date is 08/12/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RHT (Red Hat Inc) | 08/12/1999 | 07/08/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.39 | 34.13 | 37.19 | 28.07 | 25.71 | 15.95 | NA | … | … | 6.87 | 46.24 | 72.31 | -15.83 | 19.77 | 23.38 | 5.82 | 28.26 | -9.55 | 47.73 | 133.74 | -36.56 | -9.39 | -15.63 | 104.19 | -28.88 | 217.60 | -16.76 | 13.60 | -94.08 | 190.88 |
| Sharpe Ratio | NA | 0.86 | 1.12 | 0.91 | 0.78 | NA | NA | … | … | 2.61 | 0.94 | 3.45 | -0.53 | 0.82 | 0.91 | 0.19 | 0.77 | -0.22 | 1.44 | 2.89 | -0.63 | -0.38 | -0.32 | 2.25 | -0.47 | 3.58 | -0.24 | 0.14 | -0.82 | 11.62 |
| Standard Deviation(%) | NA | 41.48 | 32.46 | 30.18 | 32.60 | NA | NA | … | … | 4.69 | 47.81 | 20.86 | 30.13 | 24.00 | 25.69 | 29.99 | 36.81 | 43.31 | 33.02 | 46.17 | 59.52 | 32.84 | 60.22 | 45.30 | 63.06 | 60.59 | 74.63 | 81.71 | 119.79 | 125.15 |
| Draw Down(%) | NA | 23.19 | 33.81 | 33.81 | 34.22 | NA | NA | … | … | 1.41 | 33.81 | 7.22 | 26.42 | 14.91 | 20.82 | 25.57 | 23.47 | 33.20 | 14.33 | 18.47 | 67.61 | 25.71 | 54.04 | 21.65 | 60.56 | 31.03 | 58.33 | 67.68 | 96.37 | 39.00 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 07/08/2019, Common starting date is 08/12/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RHT (Red Hat Inc) |
-62.19%
Jan 2000 – Jan 2003 |
-35.22%
Jan 2000 – Jan 2005 |
-12.80%
Nov 1999 – Nov 2009 |
-3.44%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RHT (Red Hat Inc) |
79.07%
Jun 2001 – Jun 2004 |
45.65%
Aug 2001 – Aug 2006 |
34.45%
Nov 2008 – Nov 2018 |
24.74%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart