Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VALU (Value Line, Inc.) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 11/19/1991, Common starting date is 05/10/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALU (Value Line, Inc.) | 05/10/1983 | 11/19/1991 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -7.08 | 14.92 | 42.12 | 3.27 | 42.85 | -9.22 | 45.99 | 38.17 | -8.01 | -24.55 | -25.33 | -24.70 | -11.96 | -8.14 | 32.04 | -7.87 | 12.06 | 17.31 | -8.27 | 43.80 | -2.31 | -8.57 | -0.32 | -10.73 | 14.94 | 25.20 | -100.00 | -33.33 | 14.29 | -19.23 | 11.83 | -17.70 | 16.49 | -29.20 | 52.22 |
| Sharpe Ratio | NA | -0.19 | 0.00 | -0.07 | -0.17 | NA | NA | … | … | -0.31 | -0.14 | 0.41 | -0.50 | 0.17 | -0.48 | 0.67 | 0.64 | -0.76 | -1.15 | -0.85 | -0.80 | -0.51 | -0.83 | 0.34 | -0.79 | -0.18 | -0.09 | -0.93 | 0.53 | -0.72 | -0.36 | -0.07 | -0.23 | 0.22 | 1.90 | NA | -0.53 | 0.43 | -0.39 | 0.20 | -0.53 | 0.60 | -0.96 | 3.09 |
| Standard Deviation(%) | NA | 76.82 | 59.99 | 55.76 | 48.47 | NA | NA | … | … | 83.49 | 57.55 | 50.27 | 31.94 | 50.63 | 57.26 | 41.01 | 30.88 | 35.30 | 37.30 | 51.78 | 54.06 | 61.43 | 36.41 | 29.10 | 36.36 | 41.48 | 21.35 | 30.08 | 43.62 | 35.40 | 33.08 | 55.17 | 60.43 | 51.63 | 43.50 | NA | 63.13 | 33.14 | 49.44 | 58.57 | 33.21 | 27.36 | 30.36 | 29.58 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 46.67 | NA | NA | … | … | 36.24 | 32.86 | 24.06 | 18.56 | 20.96 | 36.76 | 17.16 | 18.01 | 33.88 | 30.20 | 46.20 | 41.37 | 41.02 | 26.19 | 22.17 | 20.59 | 37.73 | 13.89 | 25.73 | 29.60 | 15.99 | 18.45 | 32.41 | 37.63 | 18.52 | 6.85 | 100.00 | 37.25 | 18.00 | 28.85 | 49.18 | 35.22 | 29.82 | 41.51 | 14.07 |
| Yield(%) | 0.00 | 0.91 | 1.73 | 1.78 | 1.24 | 0.83 | 0.62 | … | … | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.94 | 1.18 | 2.20 | 1.73 | 2.37 | 1.42 | 1.67 | 0.30 | 0.00 |
Data as of 11/19/1991, Common starting date is 05/10/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALU (Value Line, Inc.) |
-19.05%
Oct 1984 – Oct 1987 |
-9.03%
Dec 1985 – Dec 1990 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALU (Value Line, Inc.) |
11.07%
Sep 1986 – Sep 1989 |
7.99%
Sep 1986 – Sep 1991 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart