Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRMC (Sierra Monitor Corporation) | NA | 131.26% | 37.52% | 15.44% | 7.04% | 15.39% | 11.49% | … | … |
Data as of 06/28/2019, Common starting date is 01/10/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRMC (Sierra Monitor Corporation) | 01/10/1997 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 131.26 | 37.52 | 15.44 | 7.04 | 15.39 | 11.49 | … | … | 66.15 | 42.14 | 5.39 | -18.38 | 19.63 | -23.21 | 24.33 | 44.30 | -14.81 | -18.18 | -10.81 | 19.35 | 10.71 | 27.27 | 96.43 | 9.80 | 121.74 | -82.96 | -36.47 | 183.33 | -14.29 | 367.91 | -45.64 |
| Sharpe Ratio | NA | 1.71 | 0.60 | 0.25 | 0.10 | NA | NA | … | … | 2.45 | 0.64 | 0.09 | -0.34 | 0.38 | -0.34 | 0.34 | 0.45 | -0.21 | -0.24 | -0.27 | 0.18 | 0.09 | 0.13 | 0.82 | 0.08 | 0.44 | -0.66 | -0.45 | 1.29 | -0.12 | 1.82 | -0.40 |
| Standard Deviation(%) | NA | 76.01 | 61.28 | 61.83 | 67.74 | NA | NA | … | … | 72.93 | 64.15 | 54.49 | 54.12 | 51.23 | 68.65 | 70.47 | 100.21 | 69.70 | 74.93 | 39.66 | 104.11 | 81.65 | 178.78 | 115.36 | 106.00 | 276.00 | 127.96 | 88.20 | 139.43 | 146.80 | 200.08 | 124.46 |
| Draw Down(%) | NA | 24.76 | 32.47 | 35.69 | 56.66 | NA | NA | … | … | 11.79 | 24.76 | 24.83 | 35.43 | 18.93 | 34.19 | 47.02 | 44.26 | 42.11 | 43.24 | 19.51 | 43.33 | 47.06 | 57.29 | 56.00 | 43.75 | 65.22 | 84.44 | 49.06 | 36.36 | 66.67 | 70.00 | 50.13 |
| Yield(%) | 0.00 | 0.71 | 2.22 | 1.89 | 1.23 | 3.56 | 2.75 | … | … | 0.00 | 2.21 | 2.86 | 2.16 | 2.67 | 2.11 | 2.42 | 0.87 | 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 06/28/2019, Common starting date is 01/10/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRMC (Sierra Monitor Corporation) |
-48.30%
Apr 2000 – Apr 2003 |
-29.03%
May 1998 – May 2003 |
-8.76%
Sep 2000 – Sep 2010 |
-3.45%
May 1998 – May 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRMC (Sierra Monitor Corporation) |
146.83%
Oct 1997 – Oct 2000 |
50.02%
Jul 2002 – Jul 2007 |
24.70%
Nov 1997 – Nov 2007 |
15.67%
Nov 1997 – Nov 2012 |
Annualized Rolling Returns Comparison Chart