Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITWG (International Wire Group Holdings Inc) | NA | -49.52% | -39.97% | -16.43% | 8.80% | NA | NA | … | … |
Data as of 06/28/2019, Common starting date is 01/08/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITWG (International Wire Group Holdings Inc) | 01/08/2009 | 06/28/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -49.52 | -39.97 | -16.43 | 8.80 | NA | NA | … | … | -38.55 | -14.81 | -49.69 | -16.15 | 41.18 | 30.37 | 39.09 | 16.32 | 74.27 | 57.24 | 51.76 |
| Sharpe Ratio | NA | -1.33 | -1.33 | -0.91 | -0.20 | NA | NA | … | … | -1.19 | -0.78 | -1.58 | -2.15 | 1.68 | 0.23 | 0.59 | -0.03 | 0.84 | 0.40 | 0.54 |
| Standard Deviation(%) | NA | 54.95 | 45.55 | 42.91 | 58.66 | NA | NA | … | … | 72.83 | 46.92 | 43.64 | 23.31 | 13.46 | 50.87 | 35.05 | 78.63 | 66.04 | 96.51 | 62.51 |
| Draw Down(%) | NA | 49.76 | 79.11 | 80.09 | 80.09 | NA | NA | … | … | 43.73 | 28.13 | 49.69 | 24.06 | 3.05 | 26.88 | 14.81 | 26.87 | 27.94 | 40.32 | 30.62 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 15.52 | 12.17 | 9.13 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.38 | 60.93 | 63.49 | 0.00 |
Data as of 06/28/2019, Common starting date is 01/08/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITWG (International Wire Group Holdings Inc) |
-41.52%
May 2016 – May 2019 |
-16.43%
May 2014 – May 2019 |
8.80%
May 2009 – May 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITWG (International Wire Group Holdings Inc) |
61.39%
Oct 2009 – Oct 2012 |
52.80%
Feb 2010 – Feb 2015 |
17.07%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart