Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TESTJ (Test Security J1) | NA | 308.16% | 26.59% | 12.70% | 9.61% | 22.11% | NA | 3.20% |
Data as of 03/11/2022, AR inception is 10/31/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TESTJ (Test Security J1) | 10/31/2002 | 03/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 308.16 | 26.59 | 12.70 | 9.61 | 22.11 | NA | 3.20 | 50.26 | 84.86 | -29.34 | -2.95 | -44.74 | 72.73 | 37.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 343.89 | -2.96 | 23.67 | -25.00 | 20.48 | -85.74 | -10.46 | 18.18 | 0.00 |
| Sharpe Ratio | NA | 0.74 | 0.04 | 0.04 | 0.07 | NA | NA | 0.00 | NA | 0.42 | -0.03 | -0.04 | -0.18 | 1.05 | 0.94 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.32 | 0.00 | 0.02 | -0.06 | 0.01 | -0.08 | -0.01 | 1.00 | 0.00 |
| Standard Deviation(%) | NA | 422.88 | 579.14 | 325.05 | 131.40 | NA | NA | 715.72 | 0.00 | 363.15 | 1,011.92 | 107.74 | 269.50 | 71.95 | 39.95 | NA | NA | NA | NA | NA | 1,070.24 | 1,059.59 | 1,271.45 | 433.55 | 1,159.19 | 1,084.07 | 1,094.18 | 17.51 | NA |
| Draw Down(%) | NA | 16.81 | 89.60 | 89.60 | 89.60 | NA | NA | 100.00 | 0.00 | 42.22 | 85.03 | 17.83 | 52.27 | 25.93 | 18.15 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 99.95 | 99.80 | 99.99 | 79.80 | 99.97 | 99.91 | 99.96 | 8.33 | 0.00 |
| Yield(%) | 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 | 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 03/11/2022, AR inception is 10/31/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TESTJ (Test Security J1) |
-90.52%
Apr 2003 - Apr 2006 |
-55.29%
Mar 2003 - Mar 2008 |
-4.75%
Dec 2003 - Dec 2013 |
-6.14%
Mar 2006 - Mar 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TESTJ (Test Security J1) |
483.83%
Apr 2006 - Apr 2009 |
280.64%
Apr 2006 - Apr 2011 |
95.10%
Apr 2006 - Apr 2016 |
17.33%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison Chart