Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYFX (Nyfix Inc) | NA | 215.09% | -34.89% | -21.83% | -22.30% | NA | NA | … | … |
Data as of 12/09/2009, Common starting date is 11/01/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYFX (Nyfix Inc) | 11/01/1999 | 12/09/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 215.09 | -34.89 | -21.83 | -22.30 | NA | NA | … | … | 94.19 | -83.93 | -15.08 | 47.89 | -31.18 | -21.84 | 76.00 | -77.52 | -17.24 | 27.85 | 17.86 |
| Sharpe Ratio | NA | 1.95 | -0.35 | -0.17 | NA | NA | NA | … | … | 0.89 | -0.63 | -0.49 | 1.03 | -0.39 | -0.36 | 1.30 | -0.86 | -0.22 | 0.24 | 2.32 |
| Standard Deviation(%) | NA | 109.98 | 106.06 | 143.69 | NA | NA | NA | … | … | 115.54 | 133.86 | 36.82 | 43.54 | 85.28 | 62.50 | 58.02 | 91.01 | 91.43 | 99.08 | 70.79 |
| Draw Down(%) | NA | 52.08 | 93.44 | 93.85 | 98.92 | NA | NA | … | … | 52.08 | 90.84 | 47.79 | 43.40 | 64.12 | 51.97 | 25.36 | 83.12 | 64.65 | 55.09 | 20.38 |
| 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 |
Data as of 12/09/2009, Common starting date is 11/01/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYFX (Nyfix Inc) |
-52.02%
Mar 2000 – Mar 2003 |
-40.69%
Oct 2000 – Oct 2005 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYFX (Nyfix Inc) |
24.15%
Mar 2003 – Mar 2006 |
7.84%
Jul 2002 – Jul 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart