Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STMP (Stamps.com Inc) | NA | -99.99% | -94.87% | -80.87% | -51.19% | -34.49% | -22.52% | … | … |
Data as of 10/29/2021, Common starting date is 06/25/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STMP (Stamps.com Inc) | 06/25/1999 | 10/29/2021 |
| 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 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -99.99 | -94.87 | -80.87 | -51.19 | -34.49 | -22.52 | … | … | -99.99 | 134.90 | -46.34 | -17.21 | 63.98 | 4.60 | 128.40 | 13.99 | 67.06 | -3.56 | 97.21 | 47.22 | -8.44 | -19.29 | -22.67 | -31.40 | 44.95 | 27.74 | 32.76 | 30.45 | 28.72 | -93.32 | 204.11 |
| Sharpe Ratio | NA | -0.11 | -0.18 | -0.20 | -0.18 | NA | NA | … | … | -0.10 | 1.60 | -0.53 | -0.90 | 0.87 | -0.63 | 1.90 | -0.12 | 1.09 | -0.43 | 1.37 | 0.84 | -0.51 | -0.66 | -1.15 | -0.94 | 0.49 | 0.14 | 0.34 | 0.20 | 0.11 | -1.26 | 5.09 |
| Standard Deviation(%) | NA | 907.37 | 530.72 | 412.19 | 293.50 | NA | NA | … | … | 996.42 | 83.52 | 130.31 | 43.02 | 51.42 | 46.40 | 57.97 | 37.67 | 44.57 | 51.47 | 57.55 | 34.03 | 53.02 | 58.53 | 39.17 | 57.29 | 48.72 | 58.75 | 39.36 | 54.02 | 66.75 | 128.97 | 154.94 |
| Draw Down(%) | NA | 99.99 | 99.99 | 99.99 | 99.99 | NA | NA | … | … | 99.99 | 42.47 | 83.44 | 49.69 | 27.10 | 41.64 | 18.74 | 32.17 | 15.88 | 42.68 | 27.10 | 21.89 | 20.99 | 51.53 | 33.08 | 61.71 | 29.10 | 45.09 | 18.00 | 24.75 | 44.96 | 95.26 | 52.97 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.82 | 4.57 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 21.74 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 27.60 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/29/2021, Common starting date is 06/25/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STMP (Stamps.com Inc) |
-61.76%
Nov 1999 – Nov 2002 |
-33.99%
Nov 1999 – Nov 2004 |
-23.12%
Nov 1999 – Nov 2009 |
-5.33%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STMP (Stamps.com Inc) |
85.48%
Sep 2014 – Sep 2017 |
54.56%
Feb 2011 – Feb 2016 |
39.20%
Jul 2010 – Jul 2020 |
27.57%
Jun 2003 – Jun 2018 |
Annualized Rolling Returns Comparison Chart