Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NURO (NeuroMetrix Inc) | NA | 3.15% | 14.89% | 11.48% | -35.99% | -42.82% | -40.16% | … | … |
Data as of 05/01/2025, Common starting date is 07/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NURO (NeuroMetrix Inc) | 07/22/2004 | 05/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.57 | 3.15 | 14.89 | 11.48 | -35.99 | -42.82 | -40.16 | … | … | 15.37 | 9.44 | 141.61 | -70.32 | 58.86 | -26.51 | -43.42 | -56.07 | -70.78 | -62.63 | -74.62 | -33.22 | 13.18 | -65.60 | -69.36 | -72.47 | 183.91 | -90.54 | -38.24 | -45.34 | 132.17 | 45.96 |
| Sharpe Ratio | NA | -0.07 | 0.08 | 0.06 | -0.33 | NA | NA | … | … | 2.44 | 0.05 | 0.64 | -0.70 | 0.34 | -0.21 | -0.51 | -0.91 | -1.05 | -0.89 | -1.13 | -0.55 | 0.15 | -0.99 | -0.94 | -0.91 | 1.77 | -0.62 | -0.81 | -0.67 | 2.48 | 2.53 |
| Standard Deviation(%) | NA | 44.20 | 139.56 | 138.07 | 114.65 | NA | NA | … | … | 21.09 | 59.40 | 217.09 | 103.01 | 171.11 | 127.93 | 88.76 | 62.76 | 68.09 | 70.22 | 65.92 | 60.49 | 87.29 | 66.81 | 74.14 | 79.42 | 103.90 | 147.60 | 50.99 | 72.74 | 52.42 | 51.83 |
| Draw Down(%) | NA | 38.55 | 91.82 | 98.18 | 99.90 | NA | NA | … | … | 5.88 | 40.64 | 77.50 | 78.65 | 79.70 | 81.89 | 79.70 | 67.31 | 77.79 | 68.75 | 74.62 | 46.23 | 50.98 | 70.75 | 69.36 | 79.76 | 39.25 | 95.26 | 51.33 | 66.53 | 27.72 | 25.79 |
| 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 | 0.06 | 0.00 | 0.00 | 0.00 |
Data as of 05/01/2025, Common starting date is 07/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NURO (NeuroMetrix Inc) |
-72.30%
Nov 2005 – Nov 2008 |
-70.81%
Mar 2015 – Mar 2020 |
-62.72%
Mar 2010 – Mar 2020 |
-56.55%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NURO (NeuroMetrix Inc) |
23.82%
Nov 2020 – Nov 2023 |
31.13%
Mar 2020 – Mar 2025 |
-36.61%
Apr 2015 – Apr 2025 |
-39.62%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart