Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WXMN (Waxman Industries Inc) | NA | -27.27% | -30.66% | -5.11% | 1.64% | -8.87% | -5.03% | … | … |
Data as of 07/26/2022, Common starting date is 10/28/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WXMN (Waxman Industries Inc) | 10/28/1999 | 07/26/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -27.27 | -30.66 | -5.11 | 1.64 | -8.87 | -5.03 | … | … | -47.37 | 41.79 | -53.39 | 98.28 | 70.59 | -32.00 | 16.28 | -24.93 | 180.78 | -2.86 | -41.01 | -31.54 | 14.54 | -31.63 | -55.14 | -8.07 | 19.26 | -11.18 | 33.33 | 2.70 | 85.00 | 92.31 | -61.00 | -8.47 |
| Sharpe Ratio | NA | -0.35 | -0.27 | -0.06 | 0.01 | NA | NA | … | … | -0.80 | 0.62 | -0.33 | 1.25 | 0.93 | -0.65 | 0.08 | -0.62 | 2.12 | -0.03 | -0.42 | -0.53 | 0.26 | -0.93 | -0.49 | -0.51 | 0.44 | -0.46 | 0.64 | 0.02 | 0.93 | 0.66 | -0.39 | -0.42 |
| Standard Deviation(%) | NA | 78.24 | 115.48 | 101.38 | 102.44 | NA | NA | … | … | 85.81 | 103.43 | 161.44 | 77.36 | 74.20 | 50.55 | 189.40 | 40.06 | 85.36 | 84.83 | 98.86 | 59.63 | 54.86 | 33.99 | 114.64 | 21.79 | 36.17 | 29.27 | 50.80 | 96.93 | 89.76 | 140.37 | 167.92 | 103.85 |
| Draw Down(%) | NA | 47.37 | 80.00 | 83.22 | 83.22 | NA | NA | … | … | 47.37 | 38.27 | 78.26 | 46.31 | 29.02 | 45.00 | 69.23 | 33.87 | 43.61 | 36.25 | 54.98 | 50.57 | 36.71 | 39.64 | 55.95 | 29.50 | 14.29 | 22.12 | 20.69 | 45.95 | 40.00 | 51.92 | 73.96 | 29.63 |
| 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 |
Data as of 07/26/2022, 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 |
|---|---|---|---|---|
| WXMN (Waxman Industries Inc) |
-36.54%
Jan 2007 – Jan 2010 |
-35.43%
Jun 2007 – Jun 2012 |
-17.57%
Jun 2002 – Jun 2012 |
-8.90%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WXMN (Waxman Industries Inc) |
66.99%
Mar 2016 – Mar 2019 |
34.90%
Mar 2001 – Mar 2006 |
10.26%
Nov 2009 – Nov 2019 |
3.87%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison Chart