Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALSK (Alaska Communications Systems Group Inc) | NA | 40.50% | 28.71% | 16.21% | -6.46% | -4.46% | -0.23% | … | … |
Data as of 07/22/2021, Common starting date is 11/18/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALSK (Alaska Communications Systems Group Inc) | 11/18/1999 | 07/22/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.49 | 40.50 | 28.71 | 16.21 | -6.46 | -4.46 | -0.23 | … | … | -7.86 | 118.35 | 22.92 | -46.27 | 63.41 | -6.29 | -2.23 | -15.57 | 9.28 | -35.55 | -72.88 | 39.10 | -14.93 | -37.47 | -1.25 | 49.51 | 17.73 | 82.07 | 157.61 | -76.91 | 9.93 | -41.41 | -12.39 |
| Sharpe Ratio | NA | 0.72 | 0.59 | 0.36 | -0.14 | NA | NA | … | … | -0.84 | 1.72 | -0.01 | -1.57 | 1.22 | -1.12 | -0.61 | -0.57 | -0.14 | -1.15 | -1.52 | 0.67 | -0.64 | -1.22 | -0.69 | 1.01 | -0.11 | 1.19 | 2.28 | -0.88 | -0.16 | -1.07 | -1.47 |
| Standard Deviation(%) | NA | 56.06 | 47.01 | 43.56 | 49.82 | NA | NA | … | … | 16.52 | 68.08 | 32.15 | 43.22 | 36.44 | 35.89 | 33.94 | 59.83 | 66.08 | 47.53 | 59.97 | 30.53 | 52.79 | 46.74 | 33.93 | 26.95 | 30.45 | 52.29 | 60.76 | 109.35 | 70.75 | 60.19 | 48.84 |
| Draw Down(%) | NA | 21.07 | 35.56 | 52.08 | 83.16 | NA | NA | … | … | 12.20 | 35.56 | 20.98 | 48.51 | 19.29 | 25.79 | 31.89 | 52.16 | 49.34 | 47.62 | 73.78 | 16.89 | 48.83 | 44.53 | 23.38 | 11.03 | 14.74 | 27.54 | 23.89 | 81.20 | 42.24 | 66.60 | 18.14 |
| Yield(%) | 0.00 | 0.00 | 1.80 | 1.07 | 0.65 | 2.71 | 4.36 | … | … | 0.00 | 5.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.92 | 6.26 | 10.58 | 9.21 | 5.84 | 5.64 | 8.36 | 9.73 | 3.86 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/22/2021, Common starting date is 11/18/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALSK (Alaska Communications Systems Group Inc) |
-47.02%
Dec 1999 – Dec 2002 |
-28.72%
Dec 2010 – Dec 2015 |
-16.44%
Nov 2006 – Nov 2016 |
-9.34%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALSK (Alaska Communications Systems Group Inc) |
94.55%
Sep 2002 – Sep 2005 |
60.25%
Sep 2002 – Sep 2007 |
12.26%
Mar 2001 – Mar 2011 |
7.07%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison Chart