Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 7Twelve Original Portfolio | NA | NA | NA | NA | NA | NA | NA | … | … |
Data as of 12/30/2016, Common starting date is 01/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 7Twelve Original Portfolio | 01/01/2005 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | NA | NA | NA | NA | NA | … | … | 11.86 | -6.90 | 3.85 | 10.31 | 10.87 | -1.97 | 15.43 | 28.80 | -29.41 | 14.02 | 13.39 | 7.48 |
| Sharpe Ratio | NA | 1.08 | 0.28 | 0.61 | 0.27 | NA | NA | … | … | 1.09 | -0.68 | 0.54 | 1.22 | 1.10 | -0.12 | 1.07 | 1.26 | -1.20 | 0.94 | 1.10 | 1.29 |
| Standard Deviation(%) | NA | 10.66 | 9.41 | 9.31 | 14.95 | NA | NA | … | … | 10.68 | 10.12 | 7.04 | 8.44 | 9.80 | 17.16 | 14.35 | 22.81 | 25.27 | 11.70 | 9.17 | 4.11 |
| Draw Down(%) | NA | 7.96 | 18.33 | 18.33 | 44.07 | NA | NA | … | … | 7.88 | 13.37 | 6.96 | 7.85 | 9.03 | 17.67 | 10.55 | 19.23 | 41.93 | 8.02 | 9.51 | 3.01 |
| Yield(%) | NA | 2.97 | 2.44 | 2.38 | 2.62 | NA | NA | … | … | 3.00 | 1.91 | 2.45 | 2.25 | 2.29 | 2.43 | 2.17 | 2.16 | 2.95 | 4.49 | 3.16 | 2.21 |
Data as of 12/30/2016, Common starting date is 01/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
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Annualized Rolling Returns Comparison Chart