Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITUS (ITUS Corporation) | NA | 32.57% | 0.51% | 89.48% | 22.70% | 14.12% | 6.27% | … | … |
Data as of 09/28/2018, Common starting date is 10/10/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITUS (ITUS Corporation) | 10/10/1983 | 09/28/2018 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.11 | 32.57 | 0.51 | 89.48 | 22.70 | 14.12 | 6.27 | … | … | 96.61 | -56.30 | 79.40 | 2,636.36 | -42.11 | 5.56 | 63.64 | -47.62 | -67.19 | 48.84 | -70.34 | 49.48 | 22.78 | -7.06 | 84.78 | 142.11 | -55.81 | -37.45 | -15.38 | -36.58 | -63.39 | -29.11 | 2.60 | 52.48 | -51.44 | 6.12 | 2.08 | 115.73 | -19.09 | -4.35 | 79.69 | -13.04 | -23.33 | 74.76 | -17.60 | 150.00 |
| Sharpe Ratio | NA | 0.12 | -0.20 | 0.32 | 0.01 | NA | NA | … | … | 1.24 | -0.47 | 0.55 | 6.85 | -0.58 | -0.12 | 0.33 | -0.54 | -0.85 | 0.26 | -0.88 | 0.33 | 0.01 | -0.36 | 0.59 | 0.86 | -0.64 | -0.47 | -0.26 | -0.36 | -0.53 | -0.44 | -0.01 | 0.81 | -0.78 | 0.06 | 0.00 | 1.32 | -0.39 | -0.15 | 1.17 | -0.15 | -0.29 | 0.95 | -0.38 | 64.07 |
| Standard Deviation(%) | NA | 103.11 | 121.32 | 199.83 | 164.48 | NA | NA | … | … | 102.07 | 162.11 | 81.57 | 382.35 | 105.14 | 104.44 | 136.91 | 121.88 | 100.52 | 115.76 | 101.79 | 83.34 | 80.68 | 79.05 | 110.24 | 142.37 | 117.69 | 127.75 | 146.51 | 111.06 | 126.57 | 74.15 | 67.65 | 60.05 | 69.43 | 66.39 | 62.40 | 84.04 | 61.93 | 69.37 | 63.60 | 114.05 | 94.41 | 72.93 | 63.34 | 88.02 |
| Draw Down(%) | NA | 53.44 | 91.11 | 91.11 | 93.64 | NA | NA | … | … | 53.44 | 88.89 | 39.55 | 59.83 | 75.58 | 51.04 | 72.00 | 75.56 | 71.88 | 55.81 | 83.22 | 49.48 | 53.21 | 56.98 | 53.78 | 60.00 | 79.52 | 70.53 | 83.07 | 73.96 | 79.41 | 58.04 | 59.35 | 32.14 | 65.38 | 41.83 | 44.20 | 51.24 | 51.35 | 50.00 | 28.74 | 75.96 | 68.83 | 38.98 | 36.42 | 20.89 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/28/2018, Common starting date is 10/10/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITUS (ITUS Corporation) |
-57.53%
Feb 2000 – Feb 2003 |
-46.59%
Sep 1997 – Sep 2002 |
-31.47%
Jan 1993 – Jan 2003 |
-24.09%
Jan 1997 – Jan 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITUS (ITUS Corporation) |
244.12%
Jul 2012 – Jul 2015 |
117.87%
Dec 2011 – Dec 2016 |
26.82%
Oct 2006 – Oct 2016 |
23.89%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart