Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QTRH (Quarterhill Inc) | NA | 29.01% | -10.12% | -16.68% | -7.20% | -1.18% | -15.23% | … | … |
Data as of 12/27/2019, Common starting date is 10/28/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QTRH (Quarterhill Inc) | 10/28/1999 | 12/27/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.06 | 29.01 | -10.12 | -16.68 | -7.20 | -1.18 | -15.23 | … | … | 22.49 | -46.20 | 12.88 | 23.48 | -55.85 | -11.28 | -25.77 | -20.91 | -10.31 | 143.35 | 64.37 | -37.50 | -44.95 | 520.00 | -50.33 | -63.17 | 144.05 | -55.79 | -57.54 | -74.13 | 107.19 |
| Sharpe Ratio | NA | 0.11 | -0.64 | -0.78 | -0.56 | NA | NA | … | … | -0.01 | -1.46 | -0.13 | -0.20 | -1.30 | -0.96 | -0.70 | -0.97 | -0.46 | 3.14 | 1.03 | -0.82 | -0.94 | 5.67 | -0.90 | -1.32 | 1.80 | -0.85 | -0.64 | -1.04 | 32.54 |
| Standard Deviation(%) | NA | 50.18 | 49.07 | 51.41 | 50.38 | NA | NA | … | … | 50.21 | 46.31 | 50.63 | 52.27 | 57.19 | 31.15 | 63.65 | 40.83 | 62.34 | 39.71 | 44.53 | 68.97 | 71.85 | 88.50 | 79.67 | 62.80 | 69.24 | 89.21 | 124.36 | 136.66 | 198.08 |
| Draw Down(%) | NA | 19.58 | 59.91 | 72.73 | 91.26 | NA | NA | … | … | 19.58 | 55.15 | 40.55 | 57.28 | 69.28 | 26.15 | 37.71 | 24.20 | 49.75 | 15.60 | 22.60 | 59.35 | 69.81 | 30.00 | 55.92 | 73.61 | 31.39 | 79.87 | 89.67 | 90.91 | 39.22 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 12/27/2019, Common starting date is 10/28/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QTRH (Quarterhill Inc) |
-73.95%
Feb 2000 – Feb 2003 |
-57.96%
Feb 2000 – Feb 2005 |
-28.41%
Feb 2000 – Feb 2010 |
-20.44%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QTRH (Quarterhill Inc) |
80.91%
Oct 2008 – Oct 2011 |
55.99%
Feb 2006 – Feb 2011 |
18.82%
Sep 2002 – Sep 2012 |
1.87%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart