Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIGM (Sigma Designs Inc) | NA | 199.70% | 70.71% | 25.39% | 12.10% | 8.60% | 8.93% | … | … |
Data as of 08/17/2020, Common starting date is 05/15/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIGM (Sigma Designs Inc) | 05/15/1986 | 08/17/2020 |
| 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 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.07 | 199.70 | 70.71 | 25.39 | 12.10 | 8.60 | 8.93 | … | … | 28.27 | 46.67 | -97.84 | 15.83 | -5.06 | -14.59 | 56.78 | -8.35 | -14.17 | -57.66 | 32.43 | 12.63 | -82.79 | 116.90 | 65.47 | 54.88 | 31.87 | 118.26 | 101.75 | 47.89 | -89.49 | 282.61 | -20.69 | -65.48 | 35.48 | 34.78 | -62.30 | 96.77 | 5.08 | 47.50 | -48.72 | -37.10 | 29.17 | 35.21 | 184.00 |
| Sharpe Ratio | NA | 0.46 | -0.42 | -0.46 | -0.43 | NA | NA | … | … | 0.72 | 0.25 | -0.36 | -0.08 | -0.68 | -0.48 | 0.77 | -0.64 | -0.86 | -1.65 | 0.37 | -0.11 | -1.13 | 1.60 | 0.72 | 0.60 | 0.20 | 1.32 | 0.81 | 0.23 | -1.39 | 3.40 | 0.13 | -1.18 | 0.55 | -0.30 | -0.76 | 0.95 | 0.06 | 0.58 | -0.70 | -0.74 | 0.55 | 0.38 | 5.42 |
| Standard Deviation(%) | NA | 57.43 | 202.60 | 161.53 | 118.38 | NA | NA | … | … | 43.80 | 92.95 | 335.52 | 40.14 | 57.19 | 69.38 | 49.99 | 42.32 | 38.23 | 46.27 | 36.97 | 55.60 | 90.31 | 59.63 | 60.22 | 56.21 | 61.04 | 74.78 | 101.03 | 116.84 | 113.46 | 90.55 | 95.99 | 95.04 | 68.33 | 92.44 | 80.10 | 101.56 | 84.36 | 81.65 | 69.37 | 50.16 | 52.67 | 92.12 | 78.01 |
| Draw Down(%) | NA | 19.05 | 98.00 | 98.71 | 99.06 | NA | NA | … | … | 16.67 | 30.00 | 98.00 | 18.52 | 33.17 | 51.92 | 38.09 | 37.44 | 29.31 | 61.67 | 24.96 | 39.11 | 86.79 | 25.55 | 50.84 | 43.84 | 48.24 | 53.83 | 76.03 | 64.91 | 91.78 | 41.57 | 77.86 | 79.64 | 47.75 | 39.29 | 68.03 | 58.06 | 46.87 | 46.51 | 54.76 | 57.05 | 49.43 | 58.79 | 46.51 |
| Yield(%) | 0.00 | 150.00 | 66.59 | 24.89 | 12.59 | 9.23 | 11.11 | … | … | 129.55 | 0.00 | 173.16 | 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 08/17/2020, Common starting date is 05/15/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIGM (Sigma Designs Inc) |
-43.07%
Nov 2007 – Nov 2010 |
-38.44%
Nov 2007 – Nov 2012 |
-22.35%
Sep 1988 – Sep 1998 |
-13.46%
Sep 1987 – Sep 2002 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIGM (Sigma Designs Inc) |
95.13%
Oct 2004 – Oct 2007 |
89.74%
Oct 2002 – Oct 2007 |
31.30%
Dec 1997 – Dec 2007 |
18.08%
Nov 1992 – Nov 2007 |
Annualized Rolling Returns Comparison Chart