Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VLEOF (Voleo Trading Systems Inc) | NA | 2,252.00% | -23.43% | -4.75% | NA | NA | NA | … | … |
Data as of 06/01/2020, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VLEOF (Voleo Trading Systems Inc) | 06/19/2012 | 06/01/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2,252.00 | -23.43 | -4.75 | NA | NA | NA | … | … | 292.00 | 500.00 | -96.09 | -52.59 | 14.89 | 67.86 | 6.46 | -86.95 | 0.00 |
| Sharpe Ratio | NA | 5.68 | -0.08 | -0.02 | NA | NA | NA | … | … | 7.30 | 1.55 | -0.31 | -0.66 | 0.08 | 1.38 | 0.11 | -0.63 | 0.00 |
| Standard Deviation(%) | NA | 396.16 | 295.58 | 243.82 | NA | NA | NA | … | … | 361.23 | 321.70 | 315.46 | 80.77 | 181.11 | 49.31 | 56.79 | 138.85 | NA |
| Draw Down(%) | NA | 87.80 | 98.09 | 99.21 | NA | NA | NA | … | … | 74.60 | 74.23 | 96.09 | 73.26 | 66.17 | 17.86 | 41.94 | 86.95 | 0.00 |
| 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 |
Data as of 06/01/2020, Common starting date is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLEOF (Voleo Trading Systems Inc) |
-76.07%
Jun 2016 – Jun 2019 |
-53.44%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLEOF (Voleo Trading Systems Inc) |
40.33%
Oct 2013 – Oct 2016 |
0.66%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart