Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGMS (Scientific Games Corporation) | NA | -39.32% | 33.52% | 12.48% | 18.82% | 1.93% | 9.61% | … | … |
Data as of 06/30/2022, Common starting date is 08/23/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGMS (Scientific Games Corporation) | 08/23/1984 | 06/30/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.49 | -39.32 | 33.52 | 12.48 | 18.82 | 1.93 | 9.61 | … | … | -29.69 | 61.07 | 54.93 | 49.78 | -65.15 | 266.43 | 56.08 | -29.54 | -24.81 | 95.27 | -10.62 | -2.61 | -31.55 | -17.05 | -47.25 | 9.99 | 10.81 | 14.43 | 40.48 | 133.75 | -17.03 | 196.61 | -9.23 | 73.33 | -23.08 | 69.57 | -51.06 | -74.18 | -48.30 | 206.98 | 377.78 | 28.57 | -72.55 | 59.37 | 65.52 | 20.83 | 20.00 | -52.38 | -12.50 |
| Sharpe Ratio | NA | -0.71 | 0.39 | 0.16 | 0.27 | NA | NA | … | … | -0.85 | 1.10 | 0.44 | 0.48 | -1.29 | 5.84 | 0.33 | -0.77 | -0.69 | 2.07 | -0.56 | -0.42 | -1.01 | -0.53 | -0.83 | -0.41 | -0.44 | -0.21 | 0.56 | 2.31 | -0.66 | 2.34 | -0.93 | 1.26 | 0.14 | 0.22 | -0.50 | -1.39 | -0.71 | 3.28 | 3.50 | 0.22 | -0.87 | 1.27 | 1.08 | 0.28 | 0.22 | -0.98 | -1.55 |
| Standard Deviation(%) | NA | 55.67 | 84.06 | 75.83 | 66.74 | NA | NA | … | … | 60.46 | 55.69 | 122.71 | 54.94 | 67.33 | 42.63 | 65.28 | 62.43 | 62.70 | 37.13 | 52.24 | 50.40 | 49.64 | 67.90 | 79.95 | 29.29 | 26.16 | 31.24 | 36.98 | 49.64 | 55.72 | 76.90 | 83.41 | 78.01 | 75.36 | 101.93 | 98.13 | 98.07 | 65.27 | 62.69 | 106.23 | 128.18 | 83.14 | 46.92 | 60.37 | 73.21 | 88.69 | 53.44 | 20.26 |
| Draw Down(%) | NA | 47.51 | 87.05 | 93.41 | 93.41 | NA | NA | … | … | 30.24 | 35.70 | 86.47 | 45.72 | 75.62 | 12.44 | 46.50 | 57.73 | 58.20 | 20.13 | 52.42 | 38.44 | 60.21 | 45.80 | 68.35 | 22.75 | 32.96 | 19.41 | 25.47 | 34.55 | 44.78 | 49.41 | 52.94 | 37.93 | 57.45 | 42.86 | 73.77 | 81.14 | 61.57 | 31.84 | 37.50 | 65.22 | 74.51 | 20.37 | 15.66 | 42.50 | 41.18 | 64.71 | 18.75 |
| 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 | 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 06/30/2022, Common starting date is 08/23/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGMS (Scientific Games Corporation) |
-63.56%
Sep 1993 – Sep 1996 |
-42.78%
Oct 1993 – Oct 1998 |
-15.54%
Jan 2006 – Jan 2016 |
-5.57%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGMS (Scientific Games Corporation) |
148.89%
Oct 1990 – Oct 1993 |
74.04%
Mar 2001 – Mar 2006 |
41.94%
May 1997 – May 2007 |
21.86%
Jul 1991 – Jul 2006 |
Annualized Rolling Returns Comparison Chart