Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NANO (Nanometrics Incorporated) | NA | 12.44% | 19.18% | 19.83% | 16.67% | 7.57% | 6.38% | … | … |
Data as of 10/25/2019, Common starting date is 02/27/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NANO (Nanometrics Incorporated) | 02/27/1992 | 10/25/2019 |
| 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 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.16 | 12.44 | 19.18 | 19.83 | 16.67 | 7.57 | 6.38 | … | … | 29.27 | 9.67 | -0.56 | 65.52 | -9.99 | -11.71 | 32.11 | -21.72 | 43.57 | 13.24 | 893.86 | -88.44 | 24.65 | -28.09 | -31.76 | 9.59 | 251.07 | -78.40 | 40.45 | -31.37 | 157.60 | -4.58 | 72.37 | -35.59 | 1,211.11 | -35.71 | 0.00 | -41.67 |
| Sharpe Ratio | NA | -0.27 | -0.04 | -0.09 | -0.08 | NA | NA | … | … | 0.37 | -0.25 | -0.60 | 0.85 | -0.76 | -0.90 | 0.46 | -1.23 | 0.43 | -0.08 | 8.81 | -1.21 | 0.06 | -1.12 | -1.35 | -0.15 | 2.72 | -1.13 | 0.19 | -0.37 | 1.98 | -0.11 | 0.97 | -0.51 | 9.95 | -0.28 | -0.02 | -0.41 |
| Standard Deviation(%) | NA | 40.83 | 40.57 | 39.54 | 45.30 | NA | NA | … | … | 41.43 | 47.13 | 33.36 | 36.65 | 37.74 | 33.69 | 29.60 | 32.90 | 57.95 | 68.21 | 99.39 | 88.93 | 46.83 | 45.17 | 39.10 | 67.11 | 85.16 | 87.12 | 103.31 | 148.24 | 77.82 | 70.17 | 70.76 | 76.78 | 121.39 | 136.17 | 101.95 | 119.50 |
| Draw Down(%) | NA | 25.63 | 44.66 | 44.66 | 44.66 | NA | NA | … | … | 25.63 | 44.66 | 25.53 | 16.58 | 34.84 | 31.39 | 16.71 | 39.07 | 34.01 | 35.26 | 34.15 | 91.44 | 32.93 | 49.62 | 38.65 | 66.28 | 45.49 | 91.43 | 55.72 | 78.81 | 40.79 | 58.02 | 39.91 | 51.47 | 48.15 | 68.18 | 48.00 | 57.69 |
| 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 |
Data as of 10/25/2019, Common starting date is 02/27/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NANO (Nanometrics Incorporated) |
-56.91%
Mar 2000 – Mar 2003 |
-42.02%
Jan 2004 – Jan 2009 |
-17.78%
Nov 1998 – Nov 2008 |
-9.41%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NANO (Nanometrics Incorporated) |
168.95%
Aug 1994 – Aug 1997 |
116.89%
Feb 1995 – Feb 2000 |
41.65%
Nov 1994 – Nov 2004 |
22.75%
Nov 1994 – Nov 2009 |
Annualized Rolling Returns Comparison Chart