Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DTRM (Determine Inc) | NA | -89.89% | -47.41% | -50.50% | NA | NA | NA | … | … |
Data as of 06/14/2019, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTRM (Determine Inc) | 06/18/2012 | 06/14/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.53 | -89.89 | -47.41 | -50.50 | NA | NA | NA | … | … | -23.54 | -87.21 | -7.69 | -24.71 | -50.00 | -19.19 | -1.38 | 57.77 | -41.62 | 7.61 | -72.62 | -53.33 | 1.69 | -37.89 | -20.39 | -16.36 | 58.52 | -55.37 | -74.99 | -81.09 |
| Sharpe Ratio | NA | -0.69 | -0.62 | -0.75 | -0.63 | NA | NA | … | … | -0.34 | -1.02 | -0.39 | -0.64 | -0.96 | -0.84 | -0.34 | 1.69 | -1.08 | -0.18 | -0.82 | -0.93 | -0.60 | -1.63 | -1.52 | -1.02 | 0.97 | -1.18 | -0.96 | -0.75 |
| Standard Deviation(%) | NA | 164.65 | 110.37 | 97.39 | 83.01 | NA | NA | … | … | 206.45 | 106.70 | 68.95 | 91.29 | 71.74 | 44.64 | 58.70 | 70.16 | 55.88 | 61.41 | 111.55 | 78.02 | 34.20 | 37.01 | 27.16 | 35.15 | 40.31 | 63.85 | 100.76 | 145.09 |
| Draw Down(%) | NA | 95.40 | 97.87 | 98.93 | 99.23 | NA | NA | … | … | 82.22 | 88.83 | 58.24 | 58.30 | 73.23 | 27.85 | 51.54 | 24.28 | 58.44 | 36.67 | 76.14 | 67.57 | 29.27 | 45.42 | 29.01 | 43.57 | 25.55 | 63.61 | 90.08 | 86.82 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/14/2019, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTRM (Determine Inc) |
-60.11%
Apr 2016 – Apr 2019 |
-56.74%
Apr 2014 – Apr 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTRM (Determine Inc) |
2.68%
Jul 2012 – Jul 2015 |
-12.05%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart