Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NM (Navios Maritime Holdings Inc) | NA | 33.53% | -1.29% | -4.11% | -30.51% | -13.87% | NA | … | … |
Data as of 12/13/2023, Common starting date is 01/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NM (Navios Maritime Holdings Inc) | 01/06/2005 | 12/13/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.34 | 33.53 | -1.29 | -4.11 | -30.51 | -13.87 | NA | … | … | 29.71 | -52.57 | 64.00 | -49.78 | 65.93 | -77.54 | -14.89 | -19.43 | -55.14 | -61.87 | 244.95 | 0.69 | -28.44 | -9.00 | 103.21 | -72.90 | 134.07 | 22.96 | -12.00 |
| Sharpe Ratio | NA | 0.51 | -0.06 | -0.06 | -0.36 | NA | NA | … | … | 0.47 | -0.79 | 0.53 | -0.58 | 0.60 | -0.96 | -0.23 | -0.16 | -0.84 | -1.05 | 5.62 | 0.02 | -0.57 | -0.20 | 1.17 | -0.74 | 2.16 | 0.57 | -0.50 |
| Standard Deviation(%) | NA | 57.63 | 87.19 | 92.35 | 86.79 | NA | NA | … | … | 58.02 | 68.90 | 121.02 | 86.72 | 106.81 | 81.90 | 66.55 | 121.20 | 65.74 | 58.95 | 43.59 | 35.68 | 49.59 | 44.87 | 88.37 | 99.48 | 60.98 | 34.65 | 28.79 |
| Draw Down(%) | NA | 45.64 | 88.68 | 88.68 | 98.63 | NA | NA | … | … | 45.64 | 63.72 | 76.71 | 67.63 | 48.05 | 85.34 | 53.42 | 63.43 | 73.57 | 67.47 | 14.44 | 28.67 | 50.32 | 37.97 | 61.32 | 91.60 | 38.49 | 21.04 | 31.39 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.45 | 3.69 | 2.40 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.40 | 2.25 | 6.92 | 6.52 | 4.42 | 3.76 | 6.63 | 2.97 | 5.10 | 6.09 | 0.00 |
Data as of 12/13/2023, Common starting date is 01/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NM (Navios Maritime Holdings Inc) |
-56.41%
Oct 2017 – Oct 2020 |
-53.77%
Feb 2014 – Feb 2019 |
-29.53%
Aug 2013 – Aug 2023 |
-24.10%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NM (Navios Maritime Holdings Inc) |
42.27%
Aug 2011 – Aug 2014 |
42.69%
Feb 2009 – Feb 2014 |
1.14%
Feb 2005 – Feb 2015 |
-7.39%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart