Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WAGE (WageWorks Inc) | NA | -1.27% | -5.90% | 4.70% | NA | NA | NA | … | … |
Data as of 08/30/2019, Common starting date is 05/14/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WAGE (WageWorks Inc) | 05/14/2012 | 08/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | -1.27 | -5.90 | 4.70 | NA | NA | NA | … | … | 89.03 | -56.19 | -14.48 | 59.80 | -29.74 | 8.63 | 233.93 | 69.04 |
| Sharpe Ratio | NA | -0.06 | -0.19 | 0.10 | NA | NA | NA | … | … | 3.54 | -1.35 | -0.59 | 1.99 | -0.78 | 0.19 | 5.28 | 3.05 |
| Standard Deviation(%) | NA | 45.72 | 37.13 | 36.66 | NA | NA | NA | … | … | 44.68 | 42.52 | 25.55 | 29.72 | 37.96 | 45.51 | 44.30 | 43.00 |
| Draw Down(%) | NA | 52.45 | 68.28 | 68.28 | NA | NA | NA | … | … | 25.84 | 59.78 | 28.37 | 12.65 | 39.23 | 44.28 | 13.11 | 18.35 |
| 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 |
Data as of 08/30/2019, Common starting date is 05/14/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAGE (WageWorks Inc) |
-15.72%
Dec 2015 – Dec 2018 |
-14.50%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAGE (WageWorks Inc) |
52.12%
Jul 2012 – Jul 2015 |
35.66%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart