Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TWMC (Kaspien Holdings Inc) | NA | 1,604.33% | 5.01% | -9.26% | 3.38% | -4.18% | -6.59% | … | … |
Data as of 01/22/2021, Common starting date is 07/24/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWMC (Kaspien Holdings Inc) | 07/24/1986 | 01/22/2021 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 27.04 | 1,604.33 | 5.01 | -9.26 | 3.38 | -4.18 | -6.59 | … | … | 169.10 | 627.86 | -84.05 | -65.57 | -43.87 | -8.94 | 8.81 | -25.57 | 27.01 | 37.55 | 47.95 | 13.25 | 15.27 | -73.27 | -25.53 | 15.44 | -54.29 | 75.14 | 96.14 | -52.24 | -14.97 | -14.88 | -44.92 | 47.58 | 442.67 | 257.03 | -74.19 | -45.61 | -5.00 | -27.27 | 61.76 | -49.00 | 4.17 | 41.18 | 20.00 | 36.00 |
| Sharpe Ratio | NA | 8.62 | 0.03 | -0.09 | 0.04 | NA | NA | … | … | 18,963,816.19 | 3.55 | -0.88 | -1.04 | -0.80 | -1.10 | -0.31 | -1.22 | 0.24 | 0.41 | 0.71 | -0.08 | -0.03 | -1.14 | -1.01 | -0.17 | -1.36 | 1.23 | 0.94 | -0.69 | -0.63 | -1.78 | -0.31 | 1.13 | 6.73 | 2.70 | -1.13 | -0.85 | -0.11 | -0.50 | 1.41 | -1.00 | 0.13 | 1.15 | 0.39 | 2.55 |
| Standard Deviation(%) | NA | 186.10 | 138.89 | 114.50 | 85.33 | NA | NA | … | … | 288.84 | 175.05 | 122.54 | 84.17 | 79.37 | 39.18 | 30.91 | 36.22 | 34.75 | 46.70 | 41.42 | 63.06 | 118.81 | 81.34 | 47.18 | 39.81 | 55.58 | 45.30 | 82.03 | 103.73 | 58.52 | 47.00 | 65.20 | 71.60 | 58.34 | 94.76 | 120.84 | 51.84 | 46.28 | 54.41 | 43.58 | 48.80 | 32.75 | 35.49 | 50.68 | 39.62 |
| Draw Down(%) | NA | 65.76 | 94.70 | 97.60 | 97.94 | NA | NA | … | … | 24.51 | 65.76 | 85.22 | 70.00 | 53.99 | 18.75 | 17.50 | 30.40 | 20.80 | 16.54 | 16.49 | 38.52 | 60.31 | 79.39 | 41.79 | 25.17 | 63.16 | 18.16 | 43.63 | 71.35 | 31.39 | 42.23 | 51.48 | 61.69 | 19.32 | 33.62 | 78.12 | 46.09 | 28.17 | 54.46 | 31.31 | 61.36 | 37.93 | 22.86 | 57.72 | 15.15 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 5.39 | 1.36 | 0.49 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 11.82 | 0.00 | 19.83 | 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 01/22/2021, Common starting date is 07/24/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWMC (Kaspien Holdings Inc) |
-68.64%
Dec 2016 – Dec 2019 |
-50.23%
Dec 2014 – Dec 2019 |
-26.76%
Apr 1999 – Apr 2009 |
-26.30%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWMC (Kaspien Holdings Inc) |
205.79%
Dec 1995 – Dec 1998 |
68.06%
Dec 1995 – Dec 2000 |
26.82%
May 1995 – May 2005 |
6.48%
Dec 1995 – Dec 2010 |
Annualized Rolling Returns Comparison Chart