Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NTSC (National Technical Systems Inc) | NA | 204.77% | 42.15% | 43.78% | 16.61% | 9.83% | 9.64% | … | … |
Data as of 11/22/2013, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NTSC (National Technical Systems Inc) | 03/27/1990 | 11/22/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 204.77 | 42.15 | 43.78 | 16.61 | 9.83 | 9.64 | … | … | 198.83 | 23.04 | -22.55 | 44.21 | 57.38 | -47.34 | 2.20 | 36.60 | -0.20 | -6.88 | 81.76 | 142.62 | -57.04 | -26.26 | -21.20 | -23.18 | 186.79 | 6.06 | -22.35 | -23.82 | 95.04 | 24.67 | 9.49 | -39.11 |
| Sharpe Ratio | NA | 5.92 | 1.02 | 0.90 | 0.33 | NA | NA | … | … | 5.66 | 0.56 | -0.47 | 1.24 | 0.87 | -0.76 | -0.03 | 0.82 | -0.04 | -0.18 | 1.57 | 1.55 | -0.65 | -0.34 | -0.31 | -0.36 | 1.68 | 0.02 | -0.23 | -0.29 | 0.97 | 0.22 | 0.04 | -0.53 |
| Standard Deviation(%) | NA | 34.56 | 41.28 | 48.31 | 47.96 | NA | NA | … | … | 41.91 | 41.37 | 47.67 | 35.57 | 65.57 | 63.19 | 31.57 | 40.95 | 58.19 | 44.47 | 51.76 | 91.05 | 92.98 | 89.30 | 78.45 | 73.23 | 77.95 | 106.49 | 116.13 | 91.33 | 95.71 | 100.44 | 133.87 | 99.13 |
| Draw Down(%) | NA | 9.49 | 49.46 | 52.39 | 63.30 | NA | NA | … | … | 9.49 | 20.00 | 49.46 | 20.73 | 26.00 | 53.67 | 18.74 | 22.35 | 28.08 | 37.04 | 28.52 | 34.70 | 67.48 | 59.23 | 50.94 | 55.57 | 43.56 | 40.41 | 50.06 | 42.88 | 40.11 | 42.00 | 43.32 | 50.22 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.68 | 0.29 | 0.22 | 0.34 | … | … | 0.00 | 0.00 | 0.00 | 1.25 | 1.60 | 0.29 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.75 | 0.31 | 0.17 | 0.56 | 0.60 | 0.20 | 0.44 | 0.89 | 0.00 | 0.00 | 0.00 |
Data as of 11/22/2013, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTSC (National Technical Systems Inc) |
-39.28%
Oct 1998 – Oct 2001 |
-25.87%
Sep 1997 – Sep 2002 |
-5.80%
Mar 1999 – Mar 2009 |
-1.42%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTSC (National Technical Systems Inc) |
72.77%
May 1995 – May 1998 |
54.04%
Sep 1992 – Sep 1997 |
19.10%
Aug 2003 – Aug 2013 |
13.63%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart