Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SASI (Sigma Labs Inc) | NA | -67.79% | -87.61% | -37.78% | -42.08% | -26.02% | -9.91% | … | … |
Data as of 05/14/2024, Common starting date is 08/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SASI (Sigma Labs Inc) | 08/30/2002 | 05/14/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.33 | -67.79 | -87.61 | -37.78 | -42.08 | -26.02 | -9.91 | … | … | -17.88 | -62.26 | -78.26 | -97.28 | 6,783.91 | -34.53 | -30.23 | 32.72 | -85.00 | -19.40 | -63.78 | 1,133.33 | 114.29 | -90.67 | 1,775.00 | 300.00 | -80.00 | 0.00 | -44.44 |
| Sharpe Ratio | NA | -0.42 | -0.44 | -0.10 | -0.15 | NA | NA | … | … | -0.41 | -0.40 | -1.06 | -0.31 | 8.41 | -0.37 | -0.33 | 0.20 | -0.78 | -0.22 | -0.81 | 6.76 | 0.66 | -0.43 | 0.27 | 0.05 | NA | 0.00 | -0.03 |
| Standard Deviation(%) | NA | 172.83 | 204.48 | 394.01 | 289.26 | NA | NA | … | … | 111.07 | 166.61 | 75.28 | 315.17 | 793.51 | 97.31 | 95.75 | 162.06 | 109.32 | 89.91 | 78.77 | 167.77 | 175.73 | 213.36 | 651.33 | 2,057.07 | 0.00 | NA | 863.84 |
| Draw Down(%) | NA | 73.53 | 99.87 | 99.99 | 99.99 | NA | NA | … | … | 54.56 | 82.60 | 83.47 | 98.83 | 98.04 | 79.25 | 67.22 | 80.58 | 88.64 | 58.33 | 63.78 | 66.39 | 50.00 | 97.20 | 91.72 | 20.00 | 80.00 | 0.00 | 55.56 |
| 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 |
Data as of 05/14/2024, Common starting date is 08/30/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SASI (Sigma Labs Inc) |
-93.45%
Jan 2020 – Jan 2023 |
-52.09%
Oct 2014 – Oct 2019 |
-43.04%
Nov 2013 – Nov 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SASI (Sigma Labs Inc) |
613.43%
Jan 2017 – Jan 2020 |
177.41%
Jan 2015 – Jan 2020 |
113.89%
Jan 2010 – Jan 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart