Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ROIAK (Radio One Inc) | NA | -37.91% | -11.70% | 17.73% | -6.87% | -13.27% | NA | … | … |
Data as of 10/02/2017, Common starting date is 06/08/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROIAK (Radio One Inc) | 06/08/2000 | 10/02/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.56 | -37.91 | -11.70 | 17.73 | -6.87 | -13.27 | NA | … | … | -34.48 | 68.60 | 2.99 | -55.94 | 398.68 | -24.00 | -10.71 | -61.51 | 1,222.73 | -90.72 | -64.84 | -34.88 | -35.79 | -16.48 | 33.75 | -19.88 | 63.73 | -49.43 |
| Sharpe Ratio | NA | -0.65 | -0.47 | -0.06 | -0.25 | NA | NA | … | … | -0.60 | 0.49 | -0.23 | -1.13 | 6.88 | -0.76 | -0.35 | -0.84 | 6.63 | -0.57 | -1.47 | -1.73 | -2.29 | -1.57 | 0.40 | -0.63 | 0.72 | -0.80 |
| Standard Deviation(%) | NA | 86.12 | 75.58 | 68.44 | 108.50 | NA | NA | … | … | 103.52 | 69.60 | 67.90 | 65.90 | 55.28 | 56.10 | 84.58 | 95.01 | 181.60 | 194.05 | 59.31 | 33.21 | 24.83 | 23.03 | 36.25 | 62.59 | 60.49 | 125.29 |
| Draw Down(%) | NA | 56.52 | 71.60 | 78.88 | 98.24 | NA | NA | … | … | 56.52 | 33.91 | 62.38 | 75.09 | 21.62 | 42.62 | 69.67 | 89.39 | 60.42 | 97.05 | 75.72 | 48.04 | 36.36 | 35.02 | 26.39 | 54.66 | 54.33 | 77.91 |
| 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 10/02/2017, Common starting date is 06/08/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROIAK (Radio One Inc) |
-81.07%
Oct 2005 – Oct 2008 |
-65.30%
Oct 2003 – Oct 2008 |
-27.97%
Aug 2000 – Aug 2010 |
-14.68%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROIAK (Radio One Inc) |
151.98%
Oct 2008 – Oct 2011 |
106.45%
Oct 2008 – Oct 2013 |
-5.57%
Aug 2006 – Aug 2016 |
-7.68%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison Chart