Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SYX (Systemax, Inc.) | NA | 79.88% | 16.63% | 51.87% | 17.65% | 16.54% | 20.09% | … | … |
Data as of 08/20/2021, Common starting date is 06/27/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SYX (Systemax, Inc.) | 06/27/1995 | 08/20/2021 |
| 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 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.86 | 79.88 | 16.63 | 51.87 | 17.65 | 16.54 | 20.09 | … | … | 7.01 | 62.81 | 5.32 | -28.19 | 279.36 | 1.98 | -36.30 | 20.00 | 16.58 | -41.19 | 16.38 | -10.25 | 45.87 | -47.00 | 16.45 | 179.65 | -14.99 | 10.21 | 329.68 | -35.42 | 92.00 | -85.29 | -63.64 | 35.02 | -60.32 | 58.64 | 37.50 |
| Sharpe Ratio | NA | 1.69 | 0.32 | 1.00 | 0.38 | NA | NA | … | … | 0.23 | 1.15 | -0.44 | -0.90 | 3.94 | -0.80 | -1.07 | 0.04 | -0.06 | -1.91 | -0.05 | -0.64 | 0.58 | -0.91 | -0.10 | 2.16 | -0.70 | -0.21 | 4.06 | -0.91 | 0.61 | -1.51 | -0.64 | 1.23 | -1.81 | 1.42 | 0.14 |
| Standard Deviation(%) | NA | 47.24 | 49.07 | 51.04 | 46.28 | NA | NA | … | … | 48.57 | 53.97 | 40.34 | 55.12 | 66.50 | 39.97 | 51.14 | 40.27 | 30.64 | 31.51 | 44.28 | 45.36 | 46.94 | 73.19 | 57.91 | 73.18 | 51.45 | 45.58 | 76.41 | 60.81 | 118.08 | 102.10 | 60.06 | 55.63 | 58.91 | 42.30 | 41.52 |
| Draw Down(%) | NA | 28.65 | 47.05 | 55.22 | 66.46 | NA | NA | … | … | 28.65 | 38.61 | 25.72 | 50.72 | 20.00 | 22.93 | 54.34 | 32.71 | 24.11 | 55.47 | 31.57 | 50.65 | 34.97 | 58.11 | 46.17 | 47.18 | 32.11 | 38.62 | 25.00 | 66.76 | 63.89 | 90.96 | 69.25 | 57.14 | 66.76 | 24.88 | 17.54 |
| Yield(%) | 0.00 | 10.85 | 10.13 | 35.86 | 11.16 | 14.25 | 41.87 | … | … | 0.89 | 14.13 | 1.95 | 27.60 | 3.99 | 1.21 | 0.00 | 0.00 | 0.00 | 1.48 | 0.00 | 0.00 | 6.90 | 5.22 | 5.52 | 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 08/20/2021, Common starting date is 06/27/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYX (Systemax, Inc.) |
-58.36%
Dec 1997 – Dec 2000 |
-49.93%
Oct 1996 – Oct 2001 |
-16.40%
May 1996 – May 2006 |
-7.25%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYX (Systemax, Inc.) |
94.40%
Jul 2015 – Jul 2018 |
73.47%
Oct 2002 – Oct 2007 |
29.92%
Dec 2000 – Dec 2010 |
25.11%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart