Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| USAM (U.S. Automotive Manufacturing Inc) | NA | 0.00% | 18.56% | -1.16% | 32.49% | -0.32% | 12.20% | -17.02% |
Data as of 07/10/2023, AR inception is 06/19/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USAM (U.S. Automotive Manufacturing Inc) | 06/19/1992 | 07/10/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 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 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 18.56 | -1.16 | 32.49 | -0.32 | 12.20 | -17.02 | 0.00 | 0.00 | 122.22 | -21.05 | -46.23 | 6.00 | 100.00 | 1,566.67 | 0.00 | 50.00 | -66.67 | -91.43 | 0.00 | 125.81 | -70.48 | -30.00 | -57.14 | 9.38 | 700.00 | 300.00 | 0.00 | -90.00 | -94.65 | -80.06 | -59.91 | -93.43 | -55.81 | 135.64 | 62.35 | 633.04 | -42.50 | 53.85 |
| Sharpe Ratio | NA | 0.00 | 0.06 | -0.01 | 0.10 | NA | NA | -0.06 | 0.00 | 0.00 | 0.44 | -0.05 | -0.92 | 0.02 | 0.27 | 2.14 | 0.00 | 1.23 | -0.35 | -0.43 | 0.00 | 0.27 | -0.51 | -0.09 | -0.57 | 0.08 | 0.97 | 0.66 | 0.00 | -0.25 | -0.17 | -0.27 | -0.39 | -0.48 | -0.84 | 1.84 | 0.36 | 1.31 | -0.55 | 1.72 |
| Standard Deviation(%) | NA | 25.78 | 302.53 | 237.00 | 320.49 | NA | NA | 287.62 | NA | NA | 280.17 | 446.18 | 51.69 | 208.31 | 374.89 | 724.03 | 40.77 | 40.55 | 192.37 | 215.40 | 369.04 | 523.71 | 140.86 | 339.83 | 104.08 | 76.50 | 720.26 | 451.19 | NA | 359.88 | 574.92 | 310.97 | 162.46 | 202.71 | 70.24 | 70.89 | 160.75 | 482.35 | 80.26 | 70.52 |
| Draw Down(%) | NA | 0.00 | 93.17 | 93.17 | 95.90 | NA | NA | 100.00 | 0.00 | 0.00 | 80.00 | 93.17 | 46.23 | 80.00 | 95.00 | 95.00 | 25.00 | 0.00 | 83.33 | 91.43 | 53.33 | 41.67 | 71.43 | 50.00 | 60.53 | 20.00 | 57.14 | 60.00 | 0.00 | 90.00 | 97.96 | 93.75 | 73.36 | 95.75 | 60.42 | 36.29 | 48.42 | 84.78 | 55.00 | 16.67 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/10/2023, AR inception is 06/19/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USAM (U.S. Automotive Manufacturing Inc) |
-92.08%
May 1998 - May 2001 |
-88.06%
Jan 1998 - Jan 2003 |
-60.82%
Feb 1995 - Feb 2005 |
-58.68%
Jul 1998 - Jul 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USAM (U.S. Automotive Manufacturing Inc) |
343.66%
Sep 1994 - Sep 1997 |
167.71%
Aug 2015 - Aug 2020 |
33.76%
Aug 2010 - Aug 2020 |
24.73%
Aug 2005 - Aug 2020 |
Annualized Rolling Returns Comparison Chart