Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NICH (Nitches Inc) | NA | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 07/15/2014, Common starting date is 09/20/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NICH (Nitches Inc) | 09/20/1985 | 07/15/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 0.00 | -100.00 | -66.67 | -50.40 | -69.84 | -88.26 | -68.77 | 208.36 | 7.12 | 41.98 | -39.00 | 7.26 | -7.99 | 39.68 | 11.60 | -19.46 | -29.32 | 14.23 | -31.77 | -57.56 | -34.58 | 70.68 | 240.51 | -60.54 | 34.36 | -29.93 | -49.81 | 9.39 | 67.07 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | NA | NA | -0.25 | -0.13 | -0.18 | -0.34 | -0.95 | 1.62 | 0.07 | 0.43 | -0.69 | 0.12 | -0.13 | 0.35 | 0.06 | -0.15 | -0.90 | 0.10 | -0.32 | -0.48 | -0.53 | 1.00 | 3.26 | -0.72 | 0.76 | -0.79 | -0.81 | 0.08 | 13.80 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | NA | NA | 289.02 | 400.42 | 396.15 | 263.01 | 75.37 | 127.79 | 74.43 | 95.36 | 57.54 | 52.07 | 80.23 | 100.46 | 141.41 | 153.36 | 94.24 | 104.27 | 111.90 | 126.84 | 68.64 | 67.36 | 72.10 | 91.29 | 37.63 | 43.57 | 66.54 | 62.19 | 39.64 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 100.00 | 100.00 | 75.00 | 77.96 | 90.00 | 93.76 | 75.76 | 55.30 | 40.48 | 45.26 | 55.78 | 22.12 | 49.05 | 36.50 | 44.39 | 41.20 | 65.10 | 46.64 | 56.75 | 66.78 | 35.86 | 36.39 | 21.40 | 75.42 | 35.66 | 45.63 | 61.97 | 60.69 | 6.29 |
| Yield(%) | 0.00 | NA | 0.00 | 0.00 | 0.00 | 7.06 | 3.82 | … | … | 0.00 | 0.00 | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.22 | 1.97 | 6.66 | 48.91 | 9.48 | 0.00 | 0.00 | 32.25 | 0.00 | 1.46 | 17.23 | 17.61 | 22.58 | 3.13 | 13.08 | 0.65 | 1.31 | 0.00 | 0.00 |
Data as of 07/15/2014, Common starting date is 09/20/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NICH (Nitches Inc) |
-100.00%
Jul 2009 – Jul 2012 |
-100.00%
Jul 2007 – Jul 2012 |
-100.00%
Jul 2002 – Jul 2012 |
-100.00%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NICH (Nitches Inc) |
73.97%
Oct 1990 – Oct 1993 |
27.78%
Jan 2002 – Jan 2007 |
11.98%
Feb 1996 – Feb 2006 |
6.19%
Mar 1991 – Mar 2006 |
Annualized Rolling Returns Comparison Chart