Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TYPE (Monotype Imaging Holdings Inc) | NA | 6.83% | -0.55% | -4.37% | 9.91% | NA | NA | … | … |
Data as of 10/11/2019, Common starting date is 07/25/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TYPE (Monotype Imaging Holdings Inc) | 07/25/2007 | 10/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.83 | -0.55 | -4.37 | 9.91 | NA | NA | … | … | 29.47 | -34.04 | 22.93 | -14.34 | -16.68 | -8.50 | 101.16 | 3.03 | 40.45 | 22.92 | 55.69 | -61.77 | 25.89 |
| Sharpe Ratio | NA | 0.15 | -0.06 | -0.16 | 0.28 | NA | NA | … | … | 1.06 | -1.40 | 0.90 | -0.40 | -0.50 | -0.35 | 3.80 | 0.09 | 0.83 | 0.60 | 0.64 | -0.85 | 1.40 |
| Standard Deviation(%) | NA | 34.27 | 28.29 | 30.74 | 33.69 | NA | NA | … | … | 35.48 | 25.26 | 24.88 | 35.98 | 33.25 | 24.22 | 26.64 | 34.39 | 48.77 | 37.82 | 87.04 | 73.55 | 47.77 |
| Draw Down(%) | NA | 23.98 | 37.61 | 50.70 | 50.70 | NA | NA | … | … | 23.98 | 37.53 | 24.22 | 25.59 | 37.53 | 22.40 | 15.27 | 25.10 | 33.68 | 32.54 | 70.21 | 75.64 | 15.67 |
| Yield(%) | 0.00 | 1.84 | 1.97 | 1.53 | 3.05 | 1.45 | 1.09 | … | … | 1.48 | 1.92 | 2.23 | 1.92 | 1.40 | 1.01 | 1.45 | 0.51 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/11/2019, Common starting date is 07/25/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYPE (Monotype Imaging Holdings Inc) |
-15.37%
Aug 2007 – Aug 2010 |
-11.94%
Dec 2013 – Dec 2018 |
4.76%
Aug 2007 – Aug 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYPE (Monotype Imaging Holdings Inc) |
78.42%
Feb 2009 – Feb 2012 |
63.48%
Feb 2009 – Feb 2014 |
24.22%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart