Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCWX (Secureworks Corp) | NA | 23.51% | -16.75% | -11.56% | NA | NA | NA | … | … |
Data as of 01/31/2025, Common starting date is 04/22/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCWX (Secureworks Corp) | 04/22/2016 | 01/31/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.47 | 23.51 | -16.75 | -11.56 | NA | NA | NA | … | … | 0.59 | 14.50 | 15.49 | -59.99 | 12.31 | -14.65 | 0.65 | 90.42 | -16.24 | -24.36 |
| Sharpe Ratio | NA | 0.31 | -0.38 | -0.24 | NA | NA | NA | … | … | 2.18 | 0.14 | 0.24 | -1.03 | 0.20 | -0.23 | -0.01 | 1.45 | -0.41 | -0.82 |
| Standard Deviation(%) | NA | 54.39 | 54.67 | 58.44 | NA | NA | NA | … | … | 2.01 | 57.55 | 47.36 | 59.99 | 62.13 | 65.23 | 61.12 | 61.43 | 41.40 | 40.53 |
| Draw Down(%) | NA | 26.67 | 66.58 | 79.96 | NA | NA | NA | … | … | 0.47 | 30.57 | 44.97 | 68.35 | 41.54 | 50.67 | 55.82 | 22.05 | 34.88 | 33.44 |
| 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 |
Data as of 01/31/2025, Common starting date is 04/22/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCWX (Secureworks Corp) |
-27.71%
Jun 2021 – Jun 2024 |
-21.53%
Feb 2019 – Feb 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCWX (Secureworks Corp) |
18.31%
Mar 2018 – Mar 2021 |
9.71%
Sep 2016 – Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart