Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGOC (SGOCO Group Ltd) | NA | 360.91% | 79.95% | 7.09% | -2.05% | NA | NA | … | … |
Data as of 12/20/2021, Common starting date is 04/09/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGOC (SGOCO Group Ltd) | 04/09/2008 | 12/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.40 | 360.91 | 79.95 | 7.09 | -2.05 | NA | NA | … | … | 249.66 | 52.63 | 11.76 | -19.81 | -71.73 | 140.38 | -37.10 | -81.71 | 197.37 | -12.31 | -74.26 | -35.34 | 11.57 | -0.14 |
| Sharpe Ratio | NA | 1.32 | 0.50 | 0.05 | -0.02 | NA | NA | … | … | 1.07 | 0.46 | -0.18 | -0.54 | -1.03 | 1.33 | -0.48 | -0.79 | 1.40 | -0.15 | -0.69 | -0.75 | -1.04 | -1.47 |
| Standard Deviation(%) | NA | 250.30 | 160.21 | 134.29 | 135.05 | NA | NA | … | … | 247.96 | 114.14 | 62.91 | 76.03 | 88.20 | 79.46 | 115.10 | 127.58 | 127.71 | 201.00 | 135.15 | 71.64 | 6.76 | 13.63 |
| Draw Down(%) | NA | 78.50 | 78.50 | 80.77 | 97.21 | NA | NA | … | … | 78.50 | 38.46 | 27.27 | 42.57 | 76.67 | 35.89 | 66.30 | 85.12 | 55.72 | 75.08 | 75.96 | 38.75 | 2.04 | 16.73 |
| 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 |
Data as of 12/20/2021, Common starting date is 04/09/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGOC (SGOCO Group Ltd) |
-53.27%
Mar 2009 – Mar 2012 |
-46.52%
Sep 2010 – Sep 2015 |
-30.66%
Jan 2010 – Jan 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGOC (SGOCO Group Ltd) |
131.24%
Nov 2018 – Nov 2021 |
25.12%
Nov 2016 – Nov 2021 |
4.51%
Nov 2011 – Nov 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart