Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SST (System1, Inc.) | NA | -0.53% | 0.09% | 0.36% | NA | NA | NA | … | … |
Data as of 02/02/2018, Common starting date is 12/02/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SST (System1, Inc.) | 12/02/2011 | 02/02/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.35 | -0.53 | 0.09 | 0.36 | NA | NA | NA | … | … | -1.32 | 0.90 | 0.78 | 0.90 | 1.19 | -0.37 | 0.81 | 0.09 |
| Sharpe Ratio | NA | -0.02 | -0.01 | 0.01 | NA | NA | NA | … | … | -3.21 | 0.01 | 0.29 | 0.31 | 0.14 | -0.11 | 0.33 | 1.97 |
| Standard Deviation(%) | NA | 54.10 | 29.96 | 23.39 | NA | NA | NA | … | … | 2.49 | 53.50 | 1.93 | 2.85 | 8.23 | 3.77 | 2.29 | 0.58 |
| Draw Down(%) | NA | 30.67 | 30.74 | 32.03 | NA | NA | NA | … | … | 1.32 | 30.67 | 2.18 | 1.28 | 5.82 | 1.90 | 1.01 | 0.10 |
| Yield(%) | 0.00 | 0.84 | 0.90 | 0.76 | 0.42 | 0.28 | 0.21 | … | … | 0.00 | 0.93 | 0.95 | 0.83 | 0.68 | 0.42 | 0.37 | 0.02 |
Data as of 02/02/2018, Common starting date is 12/02/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SST (System1, Inc.) |
-10.63%
Oct 2014 – Oct 2017 |
-6.31%
Oct 2012 – Oct 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SST (System1, Inc.) |
1.62%
Jun 2013 – Jun 2016 |
0.81%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart