Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QADA (QAD Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 11/16/2021, Common starting date is 12/17/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QADA (QAD Inc) | 12/17/2010 | 11/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | -100.00 | 24.85 | 30.72 | 1.24 | 27.80 | 48.15 | -9.28 | 28.09 | 22.64 | 37.14 | 15.38 | -24.17 |
| Sharpe Ratio | NA | 2.65 | 0.77 | 0.89 | 0.69 | NA | NA | … | … | 1.38 | 0.51 | 1.15 | 0.00 | 1.18 | 1.72 | -0.24 | 0.91 | 0.79 | 1.01 | 0.33 | -1.41 |
| Standard Deviation(%) | NA | 35.52 | 38.02 | 34.12 | 33.75 | NA | NA | … | … | 34.16 | 47.74 | 25.64 | 33.72 | 23.18 | 27.79 | 38.07 | 30.92 | 28.62 | 36.98 | 46.73 | 70.91 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 44.04 | 25.34 | 36.15 | 15.00 | 15.16 | 27.13 | 20.27 | 22.85 | 18.52 | 19.71 | 24.17 |
| Yield(%) | NA | 0.45 | 0.63 | 1.09 | 2.38 | 1.70 | 1.27 | … | … | 0.23 | 0.56 | 0.73 | 0.74 | 0.94 | 1.43 | 1.25 | 1.71 | 2.08 | 3.23 | 2.89 | 0.00 |
Data as of 11/16/2021, Common starting date is 12/17/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QADA (QAD Inc) |
4.86%
Oct 2017 – Oct 2020 |
9.11%
Jul 2015 – Jul 2020 |
21.59%
Mar 2011 – Mar 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QADA (QAD Inc) |
35.44%
Aug 2015 – Aug 2018 |
39.07%
Aug 2013 – Aug 2018 |
25.48%
Jun 2011 – Jun 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart