Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMW (VMware Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | -100.00% |
Data as of 12/04/2023, AR inception is 08/14/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMW (VMware Inc) | 08/14/2007 | 12/04/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | -100.00 | -100.00 | 5.94 | 0.72 | -7.60 | 10.69 | 65.43 | 59.19 | 39.18 | -31.45 | -8.01 | -4.71 | 13.15 | -6.43 | 109.77 | 78.91 | -72.12 | 66.63 |
| Sharpe Ratio | NA | 0.57 | 0.10 | 0.27 | 0.34 | NA | NA | 0.23 | 0.50 | 0.13 | 0.03 | -0.17 | 0.28 | 1.35 | 2.82 | 1.32 | -0.89 | -0.28 | -0.12 | 0.35 | -0.15 | 2.84 | 1.38 | -0.82 | 3.68 |
| Standard Deviation(%) | NA | 26.60 | 30.25 | 36.43 | 33.80 | NA | NA | 43.81 | 27.50 | 34.98 | 27.43 | 44.87 | 32.89 | 47.50 | 20.86 | 29.45 | 35.44 | 28.67 | 40.68 | 37.22 | 44.10 | 38.59 | 57.06 | 88.70 | 75.92 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 31.09 | 20.81 | 42.70 | 36.47 | 27.69 | 11.82 | 23.12 | 39.19 | 31.64 | 33.80 | 29.95 | 28.76 | 16.73 | 24.46 | 78.97 | 42.77 |
| Yield(%) | NA | 0.00 | 6.51 | 8.23 | 7.80 | 20.37 | 6.40 | 8.00 | 0.00 | 0.00 | 19.76 | 0.00 | 0.00 | 25.35 | 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 12/04/2023, AR inception is 08/14/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMW (VMware Inc) |
-15.74%
Jan 2013 - Jan 2016 |
-11.76%
Jan 2011 - Jan 2016 |
-0.42%
Oct 2007 - Oct 2017 |
3.44%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMW (VMware Inc) |
75.68%
Apr 2016 - Apr 2019 |
35.84%
Feb 2009 - Feb 2014 |
28.74%
Feb 2009 - Feb 2019 |
18.99%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart