Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VISI (Volt Information Sciences Inc) | NA | -8.20% | -22.73% | -21.68% | -12.14% | -10.88% | -8.37% | 1.03% |
Data as of 09/06/2019, AR inception is 03/18/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VISI (Volt Information Sciences Inc) | 03/18/1980 | 09/06/2019 |
| 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 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -12.23 | -8.20 | -22.73 | -21.68 | -12.14 | -10.88 | -8.37 | 1.03 | 30.23 | -43.42 | -44.53 | -15.85 | -24.14 | 7.30 | 60.00 | 0.81 | -28.32 | -13.50 | 38.31 | -60.41 | -45.45 | 163.99 | -35.28 | 30.04 | 32.16 | 0.00 | -17.59 | -13.09 | 5.82 | -58.12 | 84.71 | 60.55 | 91.23 | 72.73 | 32.00 | 78.57 | 12.00 | -50.98 | 2.00 | -25.37 | -38.53 | 36.25 | 15.94 | -23.33 | 19.47 | 54.79 | -27.96 | 100.00 |
| Sharpe Ratio | NA | -0.51 | -0.68 | -0.81 | -0.67 | NA | NA | -0.21 | 0.71 | -1.01 | -0.86 | -1.18 | -1.10 | -0.32 | 1.28 | -0.64 | -1.05 | -0.59 | 0.23 | -0.82 | -1.14 | 2.88 | -1.37 | 0.25 | 0.28 | -0.48 | -0.90 | -0.80 | 0.06 | -0.96 | 2.42 | 1.05 | 1.72 | 1.25 | 0.44 | 0.94 | 0.10 | -0.57 | -0.07 | -0.62 | -0.97 | 0.78 | 0.29 | -0.79 | 0.34 | 0.95 | -0.95 | 2.32 |
| Standard Deviation(%) | NA | 50.74 | 61.18 | 53.92 | 48.94 | NA | NA | 54.91 | 42.20 | 64.33 | 74.44 | 42.06 | 38.87 | 34.68 | 32.52 | 27.92 | 44.77 | 54.61 | 86.83 | 96.72 | 59.32 | 49.52 | 41.06 | 41.40 | 45.87 | 41.25 | 43.85 | 45.24 | 46.14 | 63.71 | 33.42 | 53.74 | 50.75 | 55.93 | 68.29 | 80.59 | 78.74 | 99.03 | 53.64 | 47.93 | 43.94 | 40.77 | 37.47 | 37.95 | 39.04 | 49.50 | 39.94 | 57.27 |
| Draw Down(%) | NA | 44.16 | 75.14 | 83.27 | 84.06 | NA | NA | 95.38 | 44.00 | 54.26 | 74.57 | 30.22 | 40.78 | 26.60 | 23.91 | 15.49 | 48.84 | 52.87 | 41.73 | 78.58 | 71.27 | 31.62 | 45.43 | 29.21 | 46.04 | 47.24 | 62.12 | 51.64 | 37.09 | 72.81 | 25.27 | 29.36 | 14.39 | 12.68 | 23.68 | 19.05 | 37.78 | 60.71 | 38.57 | 44.38 | 56.04 | 20.00 | 33.33 | 41.12 | 36.30 | 38.36 | 47.73 | 26.58 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/06/2019, AR inception is 03/18/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VISI (Volt Information Sciences Inc) |
-41.34%
Jun 2006 - Jun 2009 |
-29.16%
Feb 2007 - Feb 2012 |
-15.83%
Sep 2007 - Sep 2017 |
-12.17%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VISI (Volt Information Sciences Inc) |
115.26%
Jul 1994 - Jul 1997 |
87.22%
Oct 1992 - Oct 1997 |
28.21%
Oct 1987 - Oct 1997 |
22.70%
Dec 1991 - Dec 2006 |
Annualized Rolling Returns Comparison Chart