Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAMS (MAM Software Group Inc) | NA | 66.94% | 26.20% | 18.81% | 28.47% | 8.13% | -16.87% | … | … |
Data as of 10/21/2019, Common starting date is 06/27/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAMS (MAM Software Group Inc) | 06/27/1997 | 10/21/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.17 | 66.94 | 26.20 | 18.81 | 28.47 | 8.13 | -16.87 | … | … | 53.42 | 5.19 | 16.25 | -7.05 | 24.55 | 12.05 | 66.00 | 76.47 | 21.43 | 118.75 | -50.77 | -56.67 | -60.00 | -31.82 | 122.22 | 65.00 | 0.00 | -33.33 | -90.38 | -96.10 | 344.44 | -97.33 | 84.50 |
| Sharpe Ratio | NA | 1.05 | 0.16 | -0.12 | 0.14 | NA | NA | … | … | 1.53 | -0.48 | -0.09 | -1.01 | 0.17 | -0.15 | 1.19 | 1.41 | 0.07 | 0.85 | -0.34 | -0.26 | -0.93 | -0.55 | 0.41 | 0.38 | -0.10 | -0.53 | -0.52 | -0.43 | 0.41 | -0.17 | 0.79 |
| Standard Deviation(%) | NA | 35.96 | 32.70 | 35.66 | 56.30 | NA | NA | … | … | 31.58 | 34.21 | 33.16 | 40.49 | 35.45 | 42.00 | 39.91 | 41.57 | 43.21 | 117.74 | 204.99 | 293.57 | 88.04 | 98.91 | 244.21 | 118.88 | 184.29 | 100.62 | 214.23 | 275.80 | 832.51 | 588.52 | 287.36 |
| Draw Down(%) | NA | 17.52 | 22.90 | 29.53 | 40.00 | NA | NA | … | … | 6.29 | 22.90 | 15.02 | 24.89 | 18.05 | 24.73 | 24.85 | 13.85 | 15.79 | 33.33 | 76.92 | 86.27 | 82.22 | 62.22 | 88.89 | 58.33 | 83.33 | 60.00 | 92.00 | 96.88 | 97.22 | 98.02 | 54.38 |
| 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 |
Data as of 10/21/2019, Common starting date is 06/27/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAMS (MAM Software Group Inc) |
-89.42%
Apr 1998 – Apr 2001 |
-80.31%
Dec 1997 – Dec 2002 |
-60.66%
Apr 1999 – Apr 2009 |
-42.98%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAMS (MAM Software Group Inc) |
94.28%
Mar 2009 – Mar 2012 |
79.56%
Mar 2009 – Mar 2014 |
40.04%
Apr 2009 – Apr 2019 |
8.10%
Sep 2004 – Sep 2019 |
Annualized Rolling Returns Comparison Chart