Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CRMZ (CreditRiskMonitor.Com Inc) | -14.81% | -5.74% | -4.61% | -4.53% | -3.11% | -5.34% | 3.12% | … | … |
Data as of 06/11/2026, Common starting date is 05/11/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CRMZ (CreditRiskMonitor.Com Inc) | 05/11/1999 | 06/11/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 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 (%) | 1.77 | -5.74 | -4.61 | -4.53 | -3.11 | -5.34 | 3.12 | … | … | -14.81 | -14.85 | 30.04 | -2.92 | 42.01 | -28.09 | 49.68 | -17.37 | 8.57 | -43.55 | 59.79 | 0.88 | -28.57 | 2.94 | 15.25 | -57.86 | 89.19 | 345.78 | -65.56 | -19.67 | 81.82 | 312.50 | 0.00 | 60.00 | 78.57 | -90.67 | -62.50 | -64.84 |
| Sharpe Ratio | NA | -0.33 | -0.21 | -0.11 | -0.08 | NA | NA | … | … | -1.39 | -0.35 | 0.77 | -0.19 | 0.50 | -0.42 | 0.68 | -0.77 | -0.22 | -1.03 | 0.31 | -0.16 | -0.73 | -0.19 | -0.04 | -0.78 | 0.99 | 3.51 | -1.14 | -0.61 | 0.37 | 1.95 | -0.16 | 0.22 | 0.35 | -0.51 | -0.86 | -0.25 |
| Standard Deviation(%) | NA | 41.79 | 40.25 | 56.39 | 58.42 | NA | NA | … | … | 26.32 | 51.27 | 39.28 | 38.63 | 81.75 | 67.59 | 72.81 | 52.60 | 59.75 | 61.26 | 81.49 | 110.38 | 64.66 | 80.04 | 92.99 | 98.22 | 71.14 | 93.30 | 74.41 | 69.12 | 160.48 | 149.67 | 126.29 | 181.14 | 169.07 | 221.26 | 152.29 | 174.52 |
| Draw Down(%) | NA | 26.17 | 41.31 | 41.72 | 65.00 | NA | NA | … | … | 18.52 | 33.97 | 16.67 | 28.92 | 27.71 | 48.79 | 28.57 | 38.97 | 29.69 | 46.77 | 32.50 | 60.00 | 34.29 | 38.27 | 38.89 | 70.21 | 36.36 | 25.71 | 68.08 | 46.67 | 62.86 | 54.44 | 56.25 | 58.75 | 65.71 | 91.33 | 90.12 | 78.02 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.57 | 0.68 | 2.53 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.63 | 2.86 | 1.61 | 1.98 | 2.00 | 1.43 | 1.47 | 6.78 | 0.72 | 1.35 | 12.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/11/2026, Common starting date is 05/11/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRMZ (CreditRiskMonitor.Com Inc) |
-66.73%
Feb 2000 – Feb 2003 |
-42.34%
Feb 2000 – Feb 2005 |
-9.32%
Nov 2010 – Nov 2020 |
-6.24%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRMZ (CreditRiskMonitor.Com Inc) |
118.39%
Oct 2002 – Oct 2005 |
84.99%
Oct 2002 – Oct 2007 |
41.76%
Oct 2002 – Oct 2012 |
24.29%
Dec 2001 – Dec 2016 |
Annualized Rolling Returns Comparison Chart