Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLGX (CoreLogic Inc) | NA | 58.93% | 14.81% | 16.06% | 16.60% | 9.84% | 11.85% | … | … |
Data as of 06/07/2021, Common starting date is 11/22/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLGX (CoreLogic Inc) | 11/22/1989 | 06/07/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 58.93 | 14.81 | 16.06 | 16.60 | 9.84 | 11.85 | … | … | 3.87 | 80.20 | 30.65 | -27.68 | 25.47 | 8.77 | 7.19 | -11.09 | 31.98 | 108.20 | -30.18 | -0.90 | 20.78 | -11.00 | -12.98 | -7.36 | 33.08 | 22.31 | 38.72 | 21.81 | -41.62 | 170.44 | -60.14 | 101.66 | 103.15 | 81.08 | 91.65 | -38.96 | 53.64 | 165.00 | 134.65 | -18.11 | -14.25 |
| Sharpe Ratio | NA | 1.89 | 0.36 | 0.47 | 0.46 | NA | NA | … | … | 0.50 | 1.42 | 1.01 | -1.17 | 1.64 | 0.34 | 0.27 | -0.50 | 0.93 | 3.52 | -0.50 | -0.04 | 0.41 | -0.14 | -0.50 | -0.47 | 1.38 | 1.11 | 1.57 | 0.66 | -0.92 | 3.24 | -1.04 | 1.87 | 1.56 | 2.53 | 2.82 | -1.62 | 1.05 | 2.91 | 1.69 | -0.39 | -1.21 |
| Standard Deviation(%) | NA | 32.39 | 38.89 | 32.56 | 35.11 | NA | NA | … | … | 18.63 | 56.13 | 28.97 | 24.72 | 15.20 | 25.11 | 26.33 | 21.99 | 34.35 | 31.09 | 60.10 | 25.49 | 50.57 | 84.66 | 32.11 | 22.67 | 22.32 | 19.30 | 24.24 | 31.47 | 48.44 | 51.36 | 61.10 | 52.61 | 30.57 | 30.39 | 31.09 | 25.92 | 48.81 | 55.24 | 76.83 | 59.50 | 69.71 |
| Draw Down(%) | NA | 12.06 | 54.10 | 54.10 | 55.71 | NA | NA | … | … | 12.06 | 50.82 | 21.05 | 42.16 | 12.46 | 15.91 | 19.84 | 27.50 | 23.97 | 17.13 | 62.70 | 18.40 | 32.19 | 64.04 | 44.43 | 21.87 | 16.88 | 22.47 | 15.56 | 28.09 | 51.89 | 22.28 | 66.28 | 39.38 | 27.08 | 18.95 | 11.27 | 48.61 | 37.92 | 22.09 | 32.69 | 44.86 | 29.23 |
| Yield(%) | 0.00 | 1.94 | 0.88 | 0.74 | 0.81 | 1.34 | 3.04 | … | … | 0.43 | 2.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.19 | 5.47 | 4.39 | 3.77 | 2.82 | 3.65 | 3.49 | 4.05 | 3.22 | 1.61 | 3.38 | 1.28 | 5.09 | 14.93 | 21.00 | 29.14 | 14.24 | 15.69 | 26.75 | 44.61 | 27.21 | 5.32 |
Data as of 06/07/2021, Common starting date is 11/22/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLGX (CoreLogic Inc) |
-19.56%
Oct 2005 – Oct 2008 |
-12.36%
Sep 2006 – Sep 2011 |
-1.15%
Oct 1998 – Oct 2008 |
4.73%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLGX (CoreLogic Inc) |
113.73%
Jan 1991 – Jan 1994 |
62.39%
Jun 1993 – Jun 1998 |
56.72%
Dec 1990 – Dec 2000 |
39.25%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart