Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPSI (Computer Programs and Systems, Inc.) | NA | -69.27% | -33.37% | -21.93% | -16.51% | -4.58% | -0.45% | … | … |
Data as of 03/01/2024, Common starting date is 05/21/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPSI (Computer Programs and Systems, Inc.) | 05/21/2002 | 03/01/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | -69.27 | -33.37 | -21.93 | -16.51 | -4.58 | -0.45 | … | … | -17.95 | -58.85 | -7.10 | 9.17 | 2.85 | 6.79 | -15.29 | 29.80 | -50.29 | -13.55 | 1.84 | 27.57 | 3.88 | 11.91 | 5.23 | 79.05 | 25.26 | -29.55 | -14.93 | 83.70 | 17.89 | -17.55 | 36.64 |
| Sharpe Ratio | NA | -1.54 | -0.93 | -0.54 | -0.44 | NA | NA | … | … | -1.47 | -1.42 | -0.23 | 0.30 | 0.04 | 0.15 | -0.58 | 0.97 | -1.07 | -0.33 | 0.06 | 1.11 | 0.14 | 0.22 | 0.14 | 1.90 | 0.46 | -0.89 | -0.46 | 2.04 | 0.45 | -0.37 | 1.27 |
| Standard Deviation(%) | NA | 47.47 | 38.00 | 43.18 | 39.74 | NA | NA | … | … | 50.00 | 44.25 | 36.89 | 30.53 | 60.60 | 35.38 | 28.91 | 30.33 | 47.41 | 41.10 | 30.17 | 24.83 | 27.99 | 54.39 | 37.18 | 41.48 | 52.41 | 36.97 | 39.68 | 39.95 | 37.94 | 49.91 | 51.21 |
| Draw Down(%) | NA | 71.09 | 76.21 | 76.21 | 84.93 | NA | NA | … | … | 20.89 | 68.24 | 26.52 | 23.52 | 45.23 | 36.17 | 28.83 | 20.42 | 59.24 | 36.68 | 17.98 | 13.28 | 27.01 | 41.93 | 25.35 | 21.60 | 25.88 | 37.41 | 38.18 | 20.05 | 21.10 | 41.01 | 23.41 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.37 | 1.20 | 4.32 | 6.52 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 1.14 | 1.56 | 1.34 | 3.56 | 3.77 | 4.24 | 3.76 | 3.90 | 5.42 | 3.09 | 3.06 | 5.08 | 6.46 | 4.33 | 3.53 | 3.82 | 2.35 | 1.04 | 0.00 |
Data as of 03/01/2024, Common starting date is 05/21/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPSI (Computer Programs and Systems, Inc.) |
-34.45%
Feb 2021 – Feb 2024 |
-22.73%
Feb 2019 – Feb 2024 |
-16.94%
Feb 2014 – Feb 2024 |
-4.75%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPSI (Computer Programs and Systems, Inc.) |
60.08%
Jun 2008 – Jun 2011 |
28.21%
Jun 2008 – Jun 2013 |
18.86%
Feb 2004 – Feb 2014 |
8.18%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison Chart