Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOFE (Carepay Holdings Inc) | NA | 50.00% | -81.58% | -56.83% | -40.28% | -44.95% | -36.20% | … | … |
Data as of 11/24/2023, Common starting date is 05/27/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOFE (Carepay Holdings Inc) | 05/27/1998 | 11/24/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 50.00 | -81.58 | -56.83 | -40.28 | -44.95 | -36.20 | … | … | 50.00 | -93.75 | -97.24 | 98.63 | 62.22 | 15.38 | 11.43 | 133.33 | -57.14 | -12.50 | -46.67 | -94.00 | -11.35 | 97.20 | -45.00 | -78.33 | 200.00 | 566.67 | -60.00 | -72.73 | 120.00 | -87.50 | 400.00 | -78.61 | -90.03 | 87.50 |
| Sharpe Ratio | NA | 0.65 | -0.17 | -0.13 | -0.12 | NA | NA | … | … | 0.71 | -0.46 | -0.12 | 0.24 | 0.22 | 0.09 | 0.10 | 0.94 | -0.49 | -0.07 | -0.27 | -0.46 | -0.05 | 0.42 | -0.19 | -0.33 | 0.76 | 2.27 | -0.21 | -0.31 | 0.36 | -0.25 | 1.18 | -0.21 | -0.25 | 0.94 |
| Standard Deviation(%) | NA | 70.46 | 498.69 | 443.88 | 328.92 | NA | NA | … | … | 74.27 | 208.92 | 827.48 | 409.08 | 279.09 | 154.68 | 108.86 | 142.31 | 115.90 | 177.21 | 174.87 | 202.60 | 224.52 | 233.19 | 242.16 | 240.63 | 261.73 | 250.74 | 292.42 | 235.12 | 330.90 | 355.07 | 347.31 | 400.13 | 378.86 | 191.64 |
| Draw Down(%) | NA | 33.33 | 99.99 | 99.99 | 99.99 | NA | NA | … | … | 33.33 | 94.29 | 99.99 | 88.76 | 79.71 | 50.00 | 41.67 | 57.14 | 72.73 | 66.67 | 77.14 | 97.33 | 71.00 | 58.04 | 75.61 | 81.43 | 72.22 | 69.89 | 66.67 | 78.57 | 75.00 | 95.42 | 87.50 | 96.50 | 98.87 | 70.21 |
| 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 |
Data as of 11/24/2023, Common starting date is 05/27/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOFE (Carepay Holdings Inc) |
-90.84%
Jun 2020 – Jun 2023 |
-63.94%
Nov 2017 – Nov 2022 |
-56.48%
Sep 2011 – Sep 2021 |
-49.92%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOFE (Carepay Holdings Inc) |
239.12%
Feb 2018 – Feb 2021 |
123.46%
Feb 2016 – Feb 2021 |
7.18%
Oct 2000 – Oct 2010 |
2.74%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart