Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RI | NA | 46.13% | 14.14% | 380.07% | 57.98% | 38.55% | 31.10% | … | … |
Data as of 01/24/2018, Common starting date is 08/09/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RI | 08/09/1996 | 01/24/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.00 | 46.13 | 14.14 | 380.07 | 57.98 | 38.55 | 31.10 | … | … | 0.07 | 46.04 | 7.27 | 100.62 | 324,233.35 | -80.00 | -68.09 | -56.48 | -22.86 | 40.00 | -71.43 | -22.22 | 95.65 | -11.54 | 85.71 | -6.67 | -46.81 | 8.46 | 160.00 | -39.02 | 26.15 | -40.91 | 69.23 |
| Sharpe Ratio | NA | 1.86 | 0.00 | 0.14 | 0.03 | NA | NA | … | … | -1.21 | 2.11 | 0.00 | 0.02 | 337.33 | -0.28 | -0.40 | -0.54 | -0.22 | 0.06 | -0.04 | -0.04 | 1.18 | -0.13 | 1.08 | -0.06 | -0.41 | 0.08 | 1.20 | -0.42 | 0.19 | -0.36 | 2.96 |
| Standard Deviation(%) | NA | 24.43 | 3,656.75 | 2,800.88 | 2,058.58 | NA | NA | … | … | 0.39 | 23.93 | 2,950.65 | 5,263.06 | 961.17 | 281.32 | 169.48 | 104.05 | 103.86 | 683.34 | 1,904.32 | 636.82 | 78.90 | 105.73 | 78.57 | 118.80 | 115.66 | 82.89 | 130.15 | 100.87 | 119.88 | 124.71 | 93.82 |
| Draw Down(%) | NA | 3.17 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 0.00 | 3.17 | 99.99 | 100.00 | 66.67 | 86.67 | 83.33 | 78.00 | 71.17 | 99.42 | 99.87 | 99.10 | 47.22 | 66.67 | 43.28 | 56.46 | 81.07 | 29.29 | 69.77 | 57.78 | 61.82 | 87.30 | 27.21 |
| 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 | 0.00 |
Data as of 01/24/2018, Common starting date is 08/09/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RI (RI) |
-80.16%
Apr 2011 – Apr 2014 |
-61.99%
Oct 2009 – Oct 2014 |
-42.10%
Oct 2004 – Oct 2014 |
-30.61%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RI (RI) |
2,881.37%
Aug 2014 – Aug 2017 |
337.86%
Nov 2012 – Nov 2017 |
64.71%
May 2005 – May 2015 |
40.52%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart