Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/05/2021.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDWM (IDW Media Holdings Inc) | NA | -6.77% | -56.38% | -40.89% | -1.13% | NA | NA | -1.70% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDWM (IDW Media Holdings Inc) | 04/06/2010 | 10/05/2021 |
The return data shown below all have the same latest date: 10/05/2021.
AR inception is since 04/06/2010.
AR inception is since 04/06/2010.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.48 | -6.77 | -56.38 | -40.89 | -1.13 | NA | NA | -1.70 | -13.92 | -53.38 | -78.27 | -24.48 | -7.98 | 45.53 | 179.27 | 80.88 | 36.00 | 13.64 | 0.00 | -12.00 |
| Sharpe Ratio | NA | -0.09 | -0.62 | -0.54 | -0.06 | NA | NA | -0.06 | -0.26 | -0.47 | -1.02 | -0.38 | -0.22 | 0.55 | 2.60 | 1.63 | 0.71 | 0.21 | 0.00 | -0.20 |
| Standard Deviation(%) | NA | 75.75 | 92.60 | 76.73 | 72.18 | NA | NA | 71.00 | 68.71 | 112.58 | 77.79 | 67.96 | 39.09 | 82.53 | 68.82 | 49.49 | 50.34 | 64.97 | 65.16 | 77.85 |
| Draw Down(%) | NA | 41.44 | 92.81 | 94.62 | 94.62 | NA | NA | 94.62 | 41.44 | 74.80 | 79.02 | 59.12 | 18.26 | 44.48 | 24.88 | 22.50 | 30.37 | 25.00 | 36.63 | 27.27 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 4.68 | 3.06 | 2.30 | 4.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.47 | 5.37 | 7.69 | 3.69 | 10.91 | 5.45 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDWM (IDW Media Holdings Inc) |
-59.13%
Aug 2017 - Aug 2020 |
-41.65%
Sep 2016 - Sep 2021 |
-1.49%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDWM (IDW Media Holdings Inc) |
130.86%
Aug 2012 - Aug 2015 |
75.48%
Jan 2012 - Jan 2017 |
3.17%
Sep 2010 - Sep 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart