Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCAPD (MetaCap Inc) | NA | -74.86% | -16.29% | -29.35% | -1.27% | -23.07% | -29.25% | … | … |
Data as of 01/21/2022, Common starting date is 10/26/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCAPD (MetaCap Inc) | 10/26/1999 | 01/21/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -74.86 | -16.29 | -29.35 | -1.27 | -23.07 | -29.25 | … | … | 0.00 | -56.00 | 300.00 | -50.00 | -33.33 | -70.00 | 150.00 | -33.33 | 200.00 | -80.00 | 400.00 | -80.00 | -23.08 | -13.33 | -73.68 | -24.00 | -81.25 | -54.29 | 464.52 | -47.81 | -83.08 | -45.26 | -87.82 | 140.00 |
| Sharpe Ratio | NA | -0.09 | -0.03 | -0.06 | 0.00 | NA | NA | … | … | 0.00 | -0.06 | 0.99 | -0.31 | -0.13 | -0.16 | 0.58 | -0.18 | 0.79 | -0.55 | 1.46 | -0.22 | -0.07 | -0.05 | -0.27 | -0.19 | -0.21 | -0.48 | 3.66 | -0.26 | -0.35 | -0.28 | -0.62 | 74.70 |
| Standard Deviation(%) | NA | 855.71 | 534.76 | 473.74 | 372.25 | NA | NA | … | … | 99.53 | 863.73 | 299.49 | 165.53 | 261.95 | 440.46 | 259.99 | 183.82 | 251.97 | 146.08 | 279.12 | 359.73 | 330.75 | 296.01 | 273.07 | 143.42 | 399.70 | 117.23 | 126.76 | 184.33 | 241.58 | 170.31 | 147.55 | 160.64 |
| Draw Down(%) | NA | 99.92 | 99.92 | 99.92 | 99.96 | NA | NA | … | … | 14.77 | 99.92 | 66.67 | 66.67 | 80.00 | 90.00 | 82.76 | 75.00 | 86.67 | 81.82 | 80.00 | 96.00 | 90.00 | 73.91 | 99.31 | 60.69 | 95.39 | 72.69 | 47.92 | 67.59 | 96.00 | 86.99 | 96.11 | 31.51 |
| 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 |
Data as of 01/21/2022, Common starting date is 10/26/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCAPD (MetaCap Inc) |
-87.18%
Nov 2005 – Nov 2008 |
-63.72%
Nov 2003 – Nov 2008 |
-54.94%
Feb 2000 – Feb 2010 |
-47.81%
Jul 2000 – Jul 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCAPD (MetaCap Inc) |
81.71%
Jun 2013 – Jun 2016 |
37.97%
Dec 2011 – Dec 2016 |
12.63%
Oct 2011 – Oct 2021 |
-6.63%
Sep 2006 – Sep 2021 |
Annualized Rolling Returns Comparison Chart