Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WIRE (Encore Wire Corporation) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 07/15/2024, Common starting date is 07/16/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WIRE (Encore Wire Corporation) | 07/16/1992 | 07/15/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 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 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 55.43 | -3.74 | 136.49 | 5.74 | 14.39 | 3.14 | 12.23 | 16.88 | -0.64 | -31.13 | 78.82 | 17.03 | 3.27 | 19.03 | 11.13 | 19.10 | -27.67 | -3.30 | 70.74 | 12.02 | 97.24 | -25.21 | 108.17 | -23.77 | -17.57 | -54.79 | 166.85 | 76.92 | -44.29 | 55.56 | 9.76 | 9.33 |
| Sharpe Ratio | NA | 1.68 | 1.27 | 0.90 | 0.50 | NA | NA | … | … | 2.68 | 1.34 | -0.10 | 3.85 | 0.12 | -0.34 | -0.61 | -0.26 | -0.51 | -0.52 | -1.57 | 2.33 | -0.07 | -0.35 | 0.01 | -0.18 | -0.01 | -1.19 | -0.46 | 1.16 | -0.12 | 1.82 | -0.83 | 1.39 | -1.91 | 0.14 | -0.32 | 2.00 | 1.80 | -2.08 | 1.24 | 0.16 | 0.36 |
| Standard Deviation(%) | NA | 30.97 | 42.83 | 41.14 | 36.75 | NA | NA | … | … | 30.07 | 38.44 | 52.34 | 35.41 | 46.88 | 26.44 | 30.39 | 27.31 | 34.02 | 36.71 | 31.70 | 25.87 | 22.68 | 43.42 | 31.21 | 41.92 | 61.52 | 41.99 | 56.33 | 42.98 | 61.76 | 42.86 | 54.12 | 63.87 | 48.32 | 52.57 | 67.35 | 59.72 | 43.41 | 51.22 | 46.00 | 60.90 | 58.93 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 26.97 | 33.23 | 19.10 | 35.19 | 18.41 | 29.21 | 23.92 | 21.80 | 35.73 | 39.91 | 10.84 | 21.74 | 28.02 | 22.13 | 22.30 | 45.12 | 51.44 | 53.03 | 33.65 | 56.98 | 25.37 | 55.28 | 46.24 | 40.48 | 46.67 | 72.14 | 29.35 | 16.67 | 46.43 | 30.86 | 42.55 | 34.31 |
| Yield(%) | NA | 0.04 | 0.11 | 0.14 | 0.16 | 0.37 | 0.45 | … | … | 0.02 | 0.06 | 0.06 | 0.10 | 0.17 | 0.16 | 0.16 | 0.18 | 0.22 | 0.16 | 0.20 | 0.32 | 0.31 | 0.31 | 0.38 | 0.31 | 0.63 | 0.36 | 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 07/15/2024, Common starting date is 07/16/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WIRE (Encore Wire Corporation) |
-44.49%
Jul 1997 – Jul 2000 |
-26.00%
Apr 1998 – Apr 2003 |
-6.72%
Nov 1997 – Nov 2007 |
-2.02%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WIRE (Encore Wire Corporation) |
69.57%
Apr 2003 – Apr 2006 |
42.19%
May 2019 – May 2024 |
19.68%
May 2014 – May 2024 |
19.28%
Jan 2009 – Jan 2024 |
Annualized Rolling Returns Comparison Chart