Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITG (Investment Technology Group Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 02/28/2019, Common starting date is 04/21/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITG (Investment Technology Group Inc) | 04/21/1999 | 02/28/2019 |
| 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 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 58.15 | -2.07 | 17.77 | -17.41 | 1.26 | 128.44 | -16.74 | -33.96 | -16.90 | -13.29 | -52.26 | 10.98 | 20.99 | 77.20 | 23.84 | -27.77 | -42.77 | 40.37 | 45.22 | -16.18 |
| Sharpe Ratio | NA | 1.71 | 0.63 | 0.33 | 0.12 | NA | NA | … | … | -0.75 | 1.69 | -0.10 | 0.51 | -0.32 | 0.04 | 4.22 | -0.55 | -0.73 | -0.54 | -0.23 | -0.85 | 0.24 | 0.43 | 2.80 | 0.72 | -0.52 | -0.85 | 0.86 | 0.69 | -0.39 |
| Standard Deviation(%) | NA | 30.11 | 29.53 | 36.85 | 38.97 | NA | NA | … | … | 2.47 | 33.60 | 27.05 | 34.17 | 54.41 | 30.46 | 30.40 | 30.76 | 46.87 | 31.30 | 57.63 | 62.70 | 33.06 | 41.18 | 26.81 | 31.69 | 54.28 | 51.46 | 45.23 | 59.87 | 65.25 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 10.99 | 25.12 | 32.82 | 59.79 | 27.81 | 19.94 | 36.93 | 53.22 | 37.37 | 37.82 | 72.07 | 23.57 | 36.37 | 17.64 | 26.82 | 54.43 | 60.65 | 21.90 | 40.32 | 60.68 |
| Yield(%) | 0.00 | 0.35 | 1.27 | 1.05 | 0.49 | 0.42 | 0.40 | … | … | 0.00 | 0.71 | 1.39 | 1.68 | 1.03 | 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 | 6.55 |
Data as of 02/28/2019, Common starting date is 04/21/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITG (Investment Technology Group Inc) |
-32.20%
Sep 2009 – Sep 2012 |
-28.33%
Dec 2007 – Dec 2012 |
-13.98%
Apr 2002 – Apr 2012 |
-6.51%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITG (Investment Technology Group Inc) |
54.78%
Apr 2003 – Apr 2006 |
29.91%
Feb 2003 – Feb 2008 |
6.45%
Nov 2008 – Nov 2018 |
4.52%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison Chart