Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITI (Iteris Inc) | NA | 6,480.59% | 282.48% | 127.16% | 66.23% | 42.22% | 25.06% | … | … |
Data as of 11/14/2024, Common starting date is 01/04/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITI (Iteris Inc) | 01/04/1994 | 11/14/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 9.39 | 6,480.59 | 282.48 | 127.16 | 66.23 | 42.22 | 25.06 | … | … | 5,506.15 | 67.20 | -22.25 | -29.20 | 13.23 | 33.78 | -46.48 | 91.48 | 69.30 | 25.00 | -18.10 | 23.53 | 29.77 | -28.02 | 21.33 | -3.23 | -60.96 | 65.42 | 0.00 | -30.43 | 75.13 | 194.03 | -51.80 | -83.65 | -37.04 | 72.80 | 60.26 | -71.32 | 100.00 | 30.77 | -36.59 |
| Sharpe Ratio | NA | 18.44 | 1.35 | 0.76 | 0.54 | NA | NA | … | … | 26.03 | 1.53 | -0.48 | -0.48 | 0.20 | 0.28 | -1.35 | 1.40 | 0.90 | 0.18 | -0.78 | 0.14 | 0.29 | -1.10 | 0.06 | -0.41 | -1.05 | 0.88 | -0.50 | -1.20 | 0.96 | 1.54 | -0.72 | -0.79 | -1.21 | 1.84 | 0.96 | -1.03 | 1.27 | -0.37 | -0.47 |
| Standard Deviation(%) | NA | 351.10 | 206.49 | 164.57 | 120.42 | NA | NA | … | … | 374.77 | 41.48 | 49.04 | 60.27 | 63.96 | 37.87 | 50.28 | 52.03 | 38.84 | 35.66 | 47.08 | 35.74 | 38.60 | 42.47 | 48.19 | 53.13 | 76.61 | 49.75 | 45.32 | 42.76 | 58.11 | 113.61 | 100.02 | 133.40 | 87.66 | 53.24 | 97.83 | 114.15 | 79.24 | 84.47 | 70.70 |
| Draw Down(%) | NA | 24.95 | 53.92 | 68.41 | 69.53 | NA | NA | … | … | 23.97 | 22.36 | 42.89 | 50.98 | 56.78 | 28.13 | 57.90 | 31.98 | 18.48 | 21.62 | 39.18 | 15.22 | 19.75 | 40.11 | 38.76 | 36.77 | 70.78 | 21.69 | 22.22 | 39.13 | 36.59 | 37.65 | 73.96 | 86.71 | 80.00 | 22.89 | 74.63 | 79.03 | 61.39 | 40.74 | 52.58 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 58.57 | 0.00 | 0.00 | 0.00 |
Data as of 11/14/2024, Common starting date is 01/04/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITI (Iteris Inc) |
-70.05%
Feb 2000 – Feb 2003 |
-44.74%
May 1998 – May 2003 |
-25.04%
Feb 2000 – Feb 2010 |
-16.48%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITI (Iteris Inc) |
248.26%
Oct 2021 – Oct 2024 |
111.42%
Oct 2019 – Oct 2024 |
62.72%
Oct 2014 – Oct 2024 |
40.23%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison Chart