Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOIZ (Micronetics Inc) | NA | 170.00% | 66.80% | 9.69% | 17.34% | 14.08% | NA | … | … |
Data as of 08/08/2012, Common starting date is 02/11/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOIZ (Micronetics Inc) | 02/11/1994 | 08/08/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.41 | 170.00 | 66.80 | 9.69 | 17.34 | 14.08 | NA | … | … | 87.50 | 75.22 | 36.97 | -1.79 | -60.33 | 10.43 | -36.19 | 46.59 | 13.73 | 121.85 | -10.47 | -19.33 | -40.48 | 302.13 | -21.01 | 58.67 | -25.00 | 28.21 | -50.16 |
| Sharpe Ratio | NA | 2.69 | 1.27 | 0.13 | 0.24 | NA | NA | … | … | 1.97 | 1.52 | 0.80 | -0.02 | -0.66 | 0.16 | -0.59 | 1.10 | 0.21 | 2.11 | -0.13 | -0.31 | -0.29 | 1.81 | -0.26 | 0.03 | -0.24 | 0.24 | -0.52 |
| Standard Deviation(%) | NA | 63.28 | 51.53 | 73.67 | 68.48 | NA | NA | … | … | 92.97 | 49.63 | 46.15 | 96.18 | 93.17 | 46.44 | 67.23 | 40.41 | 61.09 | 57.52 | 87.42 | 72.01 | 155.35 | 165.27 | 92.99 | 126.00 | 117.70 | 100.28 | 110.35 |
| Draw Down(%) | NA | 24.37 | 29.07 | 80.00 | 91.30 | NA | NA | … | … | 19.89 | 24.37 | 18.33 | 45.21 | 72.79 | 29.00 | 69.74 | 17.88 | 36.79 | 33.74 | 49.43 | 54.55 | 87.62 | 44.96 | 58.33 | 40.80 | 61.52 | 52.94 | 66.77 |
| 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 |
Data as of 08/08/2012, Common starting date is 02/11/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOIZ (Micronetics Inc) |
-52.64%
Mar 2006 – Mar 2009 |
-28.62%
Mar 2006 – Mar 2011 |
-18.85%
Feb 2000 – Feb 2010 |
-0.08%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOIZ (Micronetics Inc) |
147.93%
Feb 1997 – Feb 2000 |
75.88%
Feb 1995 – Feb 2000 |
23.18%
Mar 1996 – Mar 2006 |
15.29%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison Chart