Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCXLB (The L.S. Starrett Company) | NA | 30.95% | 18.56% | 7.68% | -2.19% | NA | NA | 0.31% |
Data as of 05/22/2024, AR inception is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCXLB (The L.S. Starrett Company) | 06/19/2012 | 05/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 30.95 | 18.56 | 7.68 | -2.19 | NA | NA | 0.31 | 0.00 | 28.65 | -6.56 | 140.79 | -34.26 | 21.43 | -42.65 | -27.10 | 21.35 | -32.97 | 52.62 | 56.14 | -44.74 |
| Sharpe Ratio | NA | 0.66 | 0.06 | 0.03 | -0.02 | NA | NA | 0.00 | 0.00 | 0.52 | -0.02 | 2.04 | -0.93 | 0.42 | -1.06 | -1.21 | 1.07 | -0.73 | 1.40 | 1.94 | -0.80 |
| Standard Deviation(%) | NA | 41.36 | 252.01 | 197.03 | 141.66 | NA | NA | 131.70 | NA | 47.11 | 431.93 | 68.90 | 37.07 | 47.71 | 41.48 | 23.05 | 19.84 | 45.02 | 37.60 | 28.90 | 84.73 |
| Draw Down(%) | NA | 18.18 | 96.90 | 96.90 | 97.89 | NA | NA | 97.89 | 0.00 | 18.18 | 95.57 | 30.15 | 34.26 | 30.36 | 45.18 | 31.43 | 6.40 | 51.10 | 0.00 | 0.00 | 45.95 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.97 | 1.13 | 0.85 | 1.54 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.36 | 3.94 | 2.57 | 3.83 | 5.71 | 1.54 |
Data as of 05/22/2024, AR inception is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCXLB (The L.S. Starrett Company) |
-63.31%
Mar 2019 - Mar 2022 |
-48.56%
Jan 2017 - Jan 2022 |
-27.78%
Jul 2012 - Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCXLB (The L.S. Starrett Company) |
42.52%
Dec 2020 - Dec 2023 |
18.24%
Nov 2018 - Nov 2023 |
3.97%
Nov 2012 - Nov 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart