Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RVLT (Revolution Lighting Technologies Inc) | NA | -57.69% | -74.37% | -59.42% | -41.10% | -33.21% | -27.59% | … | … |
Data as of 10/05/2020, Common starting date is 03/23/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RVLT (Revolution Lighting Technologies Inc) | 03/23/1994 | 10/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -57.69 | -74.37 | -59.42 | -41.10 | -33.21 | -27.59 | … | … | 120.00 | -87.50 | -87.84 | -40.18 | -31.25 | -40.74 | -60.64 | 444.44 | -42.20 | -46.83 | -39.71 | -53.10 | 47.96 | 47.59 | -7.78 | -5.26 | 1.60 | 87.94 | -64.72 | -9.76 | 4.17 | 45.45 | -30.53 | -6.86 | -5.56 | 8.00 | 25.00 |
| Sharpe Ratio | NA | -0.12 | -0.26 | -0.27 | -0.23 | NA | NA | … | … | 0.35 | -0.62 | -1.03 | -1.17 | -1.24 | -1.09 | -1.17 | 3.79 | -0.33 | -0.63 | -0.79 | -1.38 | 0.34 | 0.44 | -0.40 | -0.32 | -0.28 | 0.61 | -0.54 | -0.81 | -1.31 | 1.10 | 0.03 | -0.77 | -0.04 | -1.22 | 0.43 |
| Standard Deviation(%) | NA | 459.17 | 284.67 | 222.73 | 176.90 | NA | NA | … | … | 513.92 | 177.24 | 106.42 | 51.08 | 52.56 | 54.34 | 67.38 | 112.46 | 184.37 | 103.38 | 73.72 | 52.05 | 82.40 | 57.88 | 75.01 | 80.88 | 63.69 | 112.33 | 156.70 | 38.92 | 49.32 | 63.86 | 97.99 | 69.56 | 83.79 | 44.16 | 92.99 |
| Draw Down(%) | NA | 90.48 | 99.39 | 99.61 | 99.92 | NA | NA | … | … | 90.48 | 92.86 | 92.24 | 64.99 | 36.30 | 50.36 | 75.25 | 57.31 | 90.16 | 77.39 | 68.93 | 54.97 | 54.82 | 38.62 | 52.76 | 35.58 | 41.80 | 30.38 | 71.50 | 26.32 | 41.33 | 33.67 | 63.33 | 44.58 | 43.53 | 17.24 | 30.00 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/05/2020, Common starting date is 03/23/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RVLT (Revolution Lighting Technologies Inc) |
-81.07%
Apr 2017 – Apr 2020 |
-67.36%
Dec 2014 – Dec 2019 |
-49.10%
Apr 2010 – Apr 2020 |
-35.74%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RVLT (Revolution Lighting Technologies Inc) |
106.06%
Aug 2012 – Aug 2015 |
43.92%
Aug 2012 – Aug 2017 |
8.19%
Aug 1998 – Aug 2008 |
2.34%
May 1994 – May 2009 |
Annualized Rolling Returns Comparison Chart