Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SQBG (Sequential Brands Group Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 11/19/2021, Common starting date is 07/02/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SQBG (Sequential Brands Group Inc) | 07/02/2004 | 11/19/2021 |
| 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 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 5.51 | -57.50 | -55.06 | -61.97 | -40.83 | -39.48 | 142.04 | 8.00 | 455.56 | -45.45 | -47.62 | 5.00 | -41.18 | -69.64 | -68.14 | 26.67 | 100.00 | -85.00 | 3,900.00 |
| Sharpe Ratio | NA | -0.38 | -0.42 | -0.47 | -0.22 | NA | NA | … | … | -0.41 | 0.03 | -0.77 | -1.33 | -1.08 | -0.98 | -1.02 | 2.68 | -0.23 | 1.80 | -0.30 | -0.29 | -0.06 | -0.40 | -0.59 | -0.53 | 0.03 | 1.09 | -0.11 | 315,894,208.17 |
| Standard Deviation(%) | NA | 224.82 | 171.93 | 139.56 | 131.77 | NA | NA | … | … | 235.67 | 170.48 | 104.97 | 57.64 | 75.08 | 76.28 | 57.04 | 46.06 | 45.62 | 247.17 | 216.12 | 227.50 | 216.84 | 153.22 | 155.36 | 171.14 | 212.94 | 258.13 | 963.47 | 774.95 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 75.82 | 89.05 | 72.18 | 72.44 | 53.48 | 61.15 | 20.54 | 35.48 | 60.00 | 82.35 | 82.14 | 62.96 | 70.37 | 72.32 | 89.20 | 65.71 | 55.56 | 92.50 | 36.00 |
| Yield(%) | NA | 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 11/19/2021, Common starting date is 07/02/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SQBG (Sequential Brands Group Inc) |
-71.60%
Oct 2018 – Oct 2021 |
-66.58%
Oct 2016 – Oct 2021 |
-28.83%
Oct 2011 – Oct 2021 |
-35.55%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SQBG (Sequential Brands Group Inc) |
181.26%
Aug 2011 – Aug 2014 |
68.65%
Aug 2010 – Aug 2015 |
-1.59%
Jul 2005 – Jul 2015 |
-22.06%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison Chart