Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ^NDX (NASDAQ-100) | NA | 31.71% | 27.35% | 26.02% | 21.81% | 16.49% | 12.33% | … | … |
Data as of 08/23/2021, Common starting date is 10/01/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ^NDX (NASDAQ-100) | 10/01/1985 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.14 | 31.71 | 27.35 | 26.02 | 21.81 | 16.49 | 12.33 | … | … | 18.81 | 47.58 | 38.56 | -1.04 | 31.52 | 5.89 | 8.43 | 17.94 | 34.99 | 16.82 | 2.70 | 19.22 | 53.54 | -41.89 | 18.67 | 6.79 | 1.49 | 10.44 | 49.12 | -37.58 | -32.65 | -36.84 | 101.95 | 85.30 | 20.63 | 42.54 | 42.54 | 1.50 | 10.58 | 8.86 | 64.99 | -10.41 | 26.17 | 13.54 | 10.50 | 6.89 | 17.97 |
| Sharpe Ratio | NA | 1.49 | 1.00 | 1.13 | 1.09 | NA | NA | … | … | 1.62 | 1.29 | 2.29 | -0.10 | 3.02 | 0.35 | 0.47 | 1.27 | 2.83 | 1.09 | 0.11 | 0.98 | 2.02 | -1.01 | 0.84 | 0.22 | -0.05 | 0.52 | 1.89 | -0.90 | -0.64 | -0.72 | 2.96 | 2.54 | -1.27 | 1.72 | 1.74 | -0.09 | 0.50 | 0.33 | 2.93 | -0.72 | 1.51 | 0.52 | 0.19 | 0.18 | 6.79 |
| Standard Deviation(%) | NA | 21.81 | 26.65 | 22.47 | 19.69 | NA | NA | … | … | 19.15 | 36.60 | 16.39 | 22.77 | 10.29 | 16.20 | 17.86 | 14.08 | 12.35 | 15.46 | 23.86 | 19.49 | 26.46 | 42.27 | 18.69 | 15.75 | 13.90 | 18.41 | 25.59 | 42.99 | 55.70 | 56.62 | 33.31 | 32.34 | 27.09 | 22.54 | 22.22 | 16.62 | 17.10 | 19.70 | 20.77 | 21.68 | 13.52 | 17.06 | 34.31 | 14.88 | 13.07 |
| Draw Down(%) | NA | 12.78 | 28.03 | 28.03 | 28.03 | NA | NA | … | … | 10.93 | 28.03 | 11.06 | 22.99 | 4.90 | 14.05 | 14.18 | 8.23 | 5.97 | 11.86 | 16.11 | 15.91 | 18.55 | 50.29 | 11.47 | 17.42 | 13.22 | 16.04 | 13.06 | 51.96 | 58.72 | 53.02 | 12.02 | 22.99 | 18.22 | 14.44 | 11.85 | 15.94 | 14.18 | 18.53 | 11.47 | 32.90 | 10.95 | 14.64 | 39.93 | 17.98 | 4.44 |
| 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 |
Data as of 08/23/2021, Common starting date is 10/01/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ^NDX (NASDAQ-100) |
-38.59%
Mar 2000 – Mar 2003 |
-19.55%
Mar 2000 – Mar 2005 |
-8.17%
Feb 2000 – Feb 2010 |
-0.10%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ^NDX (NASDAQ-100) |
76.71%
Mar 1997 – Mar 2000 |
58.06%
Feb 1995 – Feb 2000 |
35.63%
Aug 1990 – Aug 2000 |
22.06%
Nov 1985 – Nov 2000 |
Annualized Rolling Returns Comparison Chart