Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INVT (Inventrgy Global) | NA | -53.40% | -23.85% | -26.20% | -28.58% | NA | NA | … | … |
Data as of 12/05/2014, Common starting date is 02/07/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INVT (Inventrgy Global) | 02/07/2000 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.56 | -53.40 | -23.85 | -26.20 | -28.58 | NA | NA | … | … | -79.67 | 243.50 | -45.38 | -34.00 | -67.21 | 1,131.34 | -80.41 | -63.89 | 67.44 | -68.15 | -27.03 | 825.00 | -43.66 | -41.52 | -95.38 |
| Sharpe Ratio | NA | -0.42 | -0.22 | -0.22 | -0.18 | NA | NA | … | … | -0.72 | 2.22 | -0.53 | -0.27 | -0.56 | 7.30 | -0.37 | -1.01 | 0.54 | -0.61 | -0.27 | 6.90 | -0.35 | -0.33 | -0.75 |
| Standard Deviation(%) | NA | 127.49 | 109.24 | 115.29 | 168.78 | NA | NA | … | … | 113.81 | 109.47 | 86.52 | 123.87 | 119.34 | 154.95 | 220.75 | 66.63 | 119.49 | 114.36 | 103.50 | 119.50 | 126.23 | 133.73 | 135.03 |
| Draw Down(%) | NA | 93.14 | 93.14 | 93.14 | 98.02 | NA | NA | … | … | 93.14 | 30.41 | 58.32 | 64.41 | 81.13 | 42.22 | 88.59 | 69.28 | 62.14 | 79.63 | 77.56 | 46.15 | 81.97 | 81.11 | 95.66 |
| 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 |
Data as of 12/05/2014, Common starting date is 02/07/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INVT (Inventrgy Global) |
-69.63%
Mar 2000 – Mar 2003 |
-51.25%
Dec 2003 – Dec 2008 |
-29.01%
Nov 2004 – Nov 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INVT (Inventrgy Global) |
85.94%
Mar 2003 – Mar 2006 |
67.53%
Feb 2009 – Feb 2014 |
-0.80%
Oct 2002 – Oct 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart