Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPLK (Splunk Inc) | NA | 78.58% | 4.24% | 4.27% | 6.26% | NA | NA | … | … |
Data as of 03/15/2024, Common starting date is 04/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPLK (Splunk Inc) | 04/19/2012 | 03/15/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 78.58 | 4.24 | 4.27 | 6.26 | NA | NA | … | … | 2.99 | 76.97 | -25.60 | -31.89 | 13.43 | 42.84 | 26.57 | 61.96 | -13.02 | -0.24 | -14.15 | 136.63 | -18.21 |
| Sharpe Ratio | NA | 2.35 | 0.04 | 0.06 | 0.11 | NA | NA | … | … | 5.20 | 2.02 | -0.43 | -0.73 | 0.21 | 1.15 | 0.55 | 1.95 | -0.27 | -0.01 | -0.24 | 3.46 | -0.49 |
| Standard Deviation(%) | NA | 31.77 | 47.89 | 49.29 | 47.13 | NA | NA | … | … | 2.24 | 36.42 | 62.93 | 43.59 | 62.28 | 36.17 | 46.20 | 31.60 | 49.09 | 36.88 | 57.89 | 39.45 | 51.09 |
| Draw Down(%) | NA | 13.92 | 60.76 | 69.58 | 69.58 | NA | NA | … | … | 0.20 | 24.71 | 54.24 | 37.80 | 45.05 | 23.10 | 31.69 | 18.51 | 47.53 | 29.97 | 57.71 | 10.14 | 32.70 |
| 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 |
Data as of 03/15/2024, Common starting date is 04/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPLK (Splunk Inc) |
-19.78%
Jul 2020 – Jul 2023 |
-3.42%
Apr 2018 – Apr 2023 |
5.35%
Feb 2014 – Feb 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPLK (Splunk Inc) |
51.78%
Jul 2017 – Jul 2020 |
28.95%
Jan 2016 – Jan 2021 |
13.46%
Jul 2012 – Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart