Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EDGW (Edgewater Technology Inc) | NA | -15.15% | -11.06% | -4.07% | 8.45% | 0.39% | -6.09% | … | … |
Data as of 11/01/2018, Common starting date is 11/18/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EDGW (Edgewater Technology Inc) | 11/18/1996 | 11/01/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 13.48 | -15.15 | -11.06 | -4.07 | 8.45 | 0.39 | -6.09 | … | … | -11.62 | -16.80 | -6.37 | 6.66 | 7.44 | 83.95 | 37.68 | 17.45 | -20.88 | 14.67 | -64.52 | 19.48 | 3.56 | 20.41 | -0.41 | 4.24 | 19.49 | -39.23 | -14.05 | -66.20 | -29.25 | 153.00 | -9.09 |
| Sharpe Ratio | NA | -0.43 | -0.35 | -0.12 | 0.22 | NA | NA | … | … | -0.37 | -0.62 | -0.18 | 0.24 | 0.14 | 1.95 | 1.08 | 0.28 | -0.61 | 0.28 | -0.98 | 0.42 | 0.01 | 0.43 | -0.03 | 0.10 | 0.30 | -0.64 | -0.23 | -0.87 | -0.56 | 2.83 | -0.83 |
| Standard Deviation(%) | NA | 37.76 | 34.14 | 37.07 | 43.08 | NA | NA | … | … | 40.39 | 28.09 | 35.64 | 27.48 | 51.27 | 43.12 | 35.19 | 61.66 | 34.32 | 52.22 | 66.66 | 39.13 | 35.10 | 42.79 | 45.39 | 35.69 | 61.19 | 65.41 | 76.99 | 79.98 | 57.66 | 52.56 | 71.65 |
| Draw Down(%) | NA | 30.32 | 50.32 | 50.32 | 50.32 | NA | NA | … | … | 30.32 | 22.46 | 30.22 | 13.35 | 34.37 | 14.65 | 24.71 | 32.63 | 30.86 | 28.53 | 74.32 | 37.73 | 28.19 | 25.75 | 46.34 | 21.19 | 21.35 | 58.20 | 61.72 | 75.32 | 70.55 | 29.15 | 18.18 |
| Yield(%) | 23.66 | 17.69 | 4.89 | 3.39 | 4.69 | 1.47 | 0.30 | … | … | 18.37 | 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 11/01/2018, Common starting date is 11/18/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDGW (Edgewater Technology Inc) |
-54.28%
Jun 1998 – Jun 2001 |
-36.94%
Mar 1998 – Mar 2003 |
-21.56%
Nov 1998 – Nov 2008 |
-14.78%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDGW (Edgewater Technology Inc) |
43.81%
Dec 2010 – Dec 2013 |
29.54%
Sep 2011 – Sep 2016 |
10.39%
Oct 2008 – Oct 2018 |
7.57%
Aug 2001 – Aug 2016 |
Annualized Rolling Returns Comparison Chart