Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMSCX (AlphaMark Small Cap Growth) | NA | -2.61% | 10.80% | 11.24% | NA | NA | NA | … | … |
Data as of 06/16/2015, Common starting date is 11/14/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMSCX (AlphaMark Small Cap Growth) | 11/14/2008 | 06/16/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.61 | 10.80 | 11.24 | NA | NA | NA | … | … | -2.02 | 1.66 | 27.74 | 9.86 | -2.11 | 38.08 | 24.61 | 8.28 |
| Sharpe Ratio | NA | -0.12 | 0.58 | 0.49 | NA | NA | NA | … | … | -0.19 | 0.09 | 1.81 | 0.52 | -0.07 | 1.64 | 0.78 | 1.35 |
| Standard Deviation(%) | NA | 21.93 | 19.10 | 22.94 | NA | NA | NA | … | … | 23.43 | 17.87 | 15.34 | 18.91 | 32.42 | 23.18 | 31.59 | 67.32 |
| Draw Down(%) | NA | 12.72 | 12.72 | 28.70 | NA | NA | NA | … | … | 12.72 | 11.81 | 9.13 | 14.39 | 28.70 | 13.45 | 32.98 | 17.05 |
| Yield(%) | 0.00 | 28.70 | 17.38 | 14.45 | 10.81 | 7.21 | 5.41 | … | … | 0.00 | 29.79 | 7.18 | 11.59 | 8.68 | 4.52 | 0.00 | 0.00 |
Data as of 06/16/2015, Common starting date is 11/14/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMSCX (AlphaMark Small Cap Growth) |
6.68%
Apr 2011 – Apr 2014 |
10.95%
Apr 2010 – Apr 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMSCX (AlphaMark Small Cap Growth) |
30.48%
Feb 2009 – Feb 2012 |
24.31%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart