Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SORT (inc.jet Holding Inc) | NA | 52.46% | 18.42% | 21.59% | 16.61% | 7.37% | 3.70% | … | … |
Data as of 10/01/2024, Common starting date is 05/29/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SORT (inc.jet Holding Inc) | 05/29/1996 | 10/01/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 16.25 | 52.46 | 18.42 | 21.59 | 16.61 | 7.37 | 3.70 | … | … | 55.00 | -3.23 | 12.73 | 61.76 | 0.00 | -10.53 | 22.58 | 34.78 | -23.33 | 50.00 | 25.00 | 0.00 | -20.00 | -4.76 | -40.00 | -14.63 | 17.14 | -16.67 | 44.83 | 45.00 | -42.86 | 105.88 | -70.69 | -22.67 | -72.73 | 214.29 | -85.42 | 0.00 | -12.73 |
| Sharpe Ratio | NA | 0.69 | 0.31 | 0.38 | 0.18 | NA | NA | … | … | 0.89 | -1.86 | 1.55 | 0.75 | -0.01 | -0.70 | 0.01 | 0.10 | -1.34 | 0.35 | 0.09 | -0.47 | -0.37 | -0.30 | -1.09 | -0.31 | -0.03 | -0.56 | 0.20 | 0.18 | -0.47 | 0.72 | -0.68 | -0.48 | -1.35 | 1.56 | -0.16 | -0.79 | -0.15 |
| Standard Deviation(%) | NA | 71.28 | 47.51 | 51.04 | 83.28 | NA | NA | … | … | 82.30 | 4.05 | 7.33 | 89.41 | 19.86 | 48.00 | 142.08 | 155.56 | 42.80 | 89.57 | 72.41 | 39.75 | 106.38 | 78.09 | 53.80 | 105.62 | 77.06 | 69.65 | 113.18 | 134.59 | 133.35 | 120.51 | 133.83 | 92.77 | 104.39 | 153.83 | 316.33 | 58.79 | 82.29 |
| Draw Down(%) | NA | 37.50 | 37.50 | 40.00 | 63.64 | NA | NA | … | … | 37.50 | 3.23 | 0.00 | 40.00 | 14.71 | 29.17 | 60.00 | 58.18 | 23.33 | 33.33 | 40.00 | 18.75 | 60.00 | 33.33 | 40.00 | 63.41 | 50.00 | 50.77 | 58.46 | 52.83 | 74.67 | 58.75 | 72.58 | 66.40 | 81.63 | 51.61 | 94.58 | 40.00 | 40.41 |
| 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 | 0.00 | 0.00 |
Data as of 10/01/2024, Common starting date is 05/29/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SORT (inc.jet Holding Inc) |
-60.46%
Dec 1999 – Dec 2002 |
-51.56%
Oct 1997 – Oct 2002 |
-25.04%
Nov 1997 – Nov 2007 |
-22.19%
Feb 1997 – Feb 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SORT (inc.jet Holding Inc) |
35.72%
Feb 2015 – Feb 2018 |
30.92%
Mar 2013 – Mar 2018 |
16.53%
Mar 2013 – Mar 2023 |
7.29%
Sep 2009 – Sep 2024 |
Annualized Rolling Returns Comparison Chart