Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITSI (International Lottery & Totalizator Systems Inc) | NA | 836.67% | 168.41% | 134.24% | 46.13% | 20.30% | -2.97% | … | … |
Data as of 01/26/2015, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITSI (International Lottery & Totalizator Systems Inc) | 03/27/1990 | 01/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 801.46 | 836.67 | 168.41 | 134.24 | 46.13 | 20.30 | -2.97 | … | … | 822.26 | 30.00 | 127.27 | 100.00 | 10.00 | 33.33 | -50.00 | -50.00 | -47.83 | 228.57 | 20.69 | -35.56 | -29.69 | -14.67 | 50.00 | -38.27 | 8.00 | -89.75 | 0.00 | -40.78 | -46.42 | -83.60 | 237.75 | 117.55 | 9.81 | -53.07 |
| Sharpe Ratio | NA | 3.79 | 1.02 | 0.66 | 0.20 | NA | NA | … | … | NA | 0.86 | 1.37 | 0.58 | 0.04 | 0.13 | -0.15 | -0.18 | -0.37 | 1.07 | 0.10 | -0.16 | -0.26 | -0.10 | 0.23 | -0.19 | 0.02 | -0.44 | -0.42 | -0.38 | -0.40 | -0.95 | 3.27 | 1.28 | 0.06 | -0.81 |
| Standard Deviation(%) | NA | 220.61 | 164.69 | 202.70 | 224.23 | NA | NA | … | … | 872.08 | 34.75 | 92.67 | 173.37 | 250.84 | 250.01 | 333.24 | 287.75 | 136.98 | 211.52 | 181.91 | 233.83 | 118.90 | 165.55 | 211.08 | 218.79 | 191.84 | 211.59 | 130.40 | 115.35 | 125.85 | 91.20 | 71.49 | 88.86 | 107.45 | 83.58 |
| Draw Down(%) | NA | 9.77 | 55.38 | 58.57 | 94.00 | NA | NA | … | … | 0.00 | 9.77 | 37.40 | 58.57 | 54.05 | 56.67 | 76.00 | 73.33 | 61.67 | 56.60 | 55.22 | 64.71 | 46.15 | 72.00 | 82.56 | 83.96 | 66.67 | 96.27 | 63.36 | 73.56 | 75.69 | 83.60 | 23.81 | 45.65 | 47.43 | 75.44 |
| 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 |
Data as of 01/26/2015, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITSI (International Lottery & Totalizator Systems Inc) |
-71.98%
May 1996 – May 1999 |
-67.65%
Oct 1993 – Oct 1998 |
-43.85%
May 1994 – May 2004 |
-34.55%
May 1994 – May 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITSI (International Lottery & Totalizator Systems Inc) |
104.76%
Oct 1990 – Oct 1993 |
54.02%
Dec 2009 – Dec 2014 |
18.97%
Nov 2004 – Nov 2014 |
9.86%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison Chart