Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ULTI (The Ultimate Software Group Inc) | NA | 29.96% | 18.32% | 19.12% | 29.74% | 26.12% | 22.54% | 18.73% |
Data as of 06/28/2019, AR inception is 06/17/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ULTI (The Ultimate Software Group Inc) | 06/17/1998 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 29.96 | 18.32 | 19.12 | 29.74 | 26.12 | 22.54 | 18.73 | 35.32 | 12.21 | 19.68 | -6.73 | 33.16 | -4.18 | 62.29 | 44.98 | 33.91 | 65.58 | 101.16 | -53.61 | 35.30 | 21.97 | 50.39 | 44.58 | 154.20 | -11.31 | 63.79 | -81.82 | 83.33 | -20.83 |
| Sharpe Ratio | NA | 0.87 | 0.62 | 0.65 | 0.98 | NA | NA | 0.31 | 2.42 | 0.37 | 0.76 | -0.23 | 1.31 | -0.13 | 2.44 | 1.66 | 0.81 | 2.14 | 2.03 | -0.89 | 0.84 | 0.52 | 1.58 | 0.98 | 3.18 | -0.18 | 0.59 | -0.71 | 0.86 | -0.47 |
| Standard Deviation(%) | NA | 32.67 | 27.88 | 28.47 | 30.47 | NA | NA | 56.07 | 34.35 | 29.45 | 25.24 | 30.03 | 25.27 | 32.32 | 25.49 | 27.37 | 41.61 | 30.66 | 49.78 | 61.43 | 38.47 | 35.94 | 30.60 | 44.58 | 48.22 | 67.59 | 106.18 | 121.77 | 93.49 | 80.38 |
| Draw Down(%) | NA | 33.49 | 33.49 | 33.49 | 33.97 | NA | NA | 86.94 | 4.15 | 33.49 | 21.04 | 22.04 | 12.14 | 33.97 | 11.05 | 18.33 | 24.85 | 13.80 | 21.18 | 70.00 | 18.35 | 32.57 | 12.06 | 30.64 | 18.16 | 45.47 | 62.52 | 84.76 | 64.67 | 43.75 |
| 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 | 0.00 |
Data as of 06/28/2019, AR inception is 06/17/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ULTI (The Ultimate Software Group Inc) |
-35.84%
Dec 1999 - Dec 2002 |
-5.96%
Jul 1998 - Jul 2003 |
6.09%
Jan 1999 - Jan 2009 |
17.50%
Dec 1999 - Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ULTI (The Ultimate Software Group Inc) |
87.65%
Apr 2003 - Apr 2006 |
66.56%
Feb 2009 - Feb 2014 |
42.06%
Sep 2002 - Sep 2012 |
34.18%
Dec 2000 - Dec 2015 |
Annualized Rolling Returns Comparison Chart