Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STWRY (Software AG) | NA | 31.02% | -4.98% | -1.63% | 1.35% | 7.65% | NA | … | … |
Data as of 12/11/2023, Common starting date is 07/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STWRY (Software AG) | 07/27/2007 | 12/11/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.64 | 31.02 | -4.98 | -1.63 | 1.35 | 7.65 | NA | … | … | 40.42 | -34.47 | -6.23 | 24.72 | -1.68 | -34.42 | 54.15 | 31.64 | 19.71 | -30.23 | -16.45 | 15.68 | -15.92 | 23.58 | 155.96 | -54.62 | -1.62 |
| Sharpe Ratio | NA | 0.51 | -0.14 | -0.07 | 0.01 | NA | NA | … | … | 0.74 | -0.65 | -0.17 | 0.66 | -0.09 | -1.02 | 2.40 | 1.09 | 0.76 | -0.88 | -0.47 | 0.37 | -0.28 | 0.68 | 2.96 | -0.96 | -2.51 |
| Standard Deviation(%) | NA | 52.02 | 48.60 | 44.40 | 37.49 | NA | NA | … | … | 52.69 | 55.30 | 36.65 | 36.81 | 35.03 | 35.06 | 22.45 | 28.92 | 25.85 | 34.50 | 35.14 | 42.09 | 56.74 | 34.73 | 52.58 | 57.85 | 2.49 |
| Draw Down(%) | NA | 31.97 | 60.57 | 60.57 | 62.04 | NA | NA | … | … | 31.97 | 48.06 | 26.38 | 27.17 | 32.41 | 39.42 | 14.54 | 19.34 | 12.17 | 43.43 | 37.05 | 27.48 | 53.56 | 26.87 | 22.34 | 54.62 | 1.62 |
| Yield(%) | 0.00 | 3.20 | 2.02 | 2.05 | 2.09 | 4.66 | 1.56 | … | … | 3.43 | 2.08 | 2.25 | 2.51 | 2.23 | 1.45 | 1.81 | 2.21 | 2.33 | 1.83 | 1.40 | 1.61 | 1.39 | 1.27 | 3.34 | 0.00 | 0.00 |
Data as of 12/11/2023, Common starting date is 07/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STWRY (Software AG) |
-18.30%
Jul 2011 – Jul 2014 |
-15.52%
Feb 2018 – Feb 2023 |
-4.67%
Feb 2013 – Feb 2023 |
-0.63%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STWRY (Software AG) |
44.36%
Oct 2008 – Oct 2011 |
22.89%
Nov 2008 – Nov 2013 |
13.74%
Oct 2008 – Oct 2018 |
7.76%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison Chart