Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCS (NCI Building Systems Inc) | NA | -69.63% | -27.67% | -19.54% | -13.41% | -19.22% | -14.15% | … | … |
Data as of 05/23/2019, Common starting date is 04/07/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCS (NCI Building Systems Inc) | 04/07/1992 | 05/23/2019 |
| 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 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.93 | -69.63 | -27.67 | -19.54 | -13.41 | -19.22 | -14.15 | … | … | -21.24 | -62.44 | 23.32 | 26.11 | -32.99 | 5.59 | 26.19 | 27.87 | -22.30 | 54.59 | -88.90 | -43.38 | -44.37 | 21.82 | 13.28 | 56.90 | 9.53 | 23.28 | -5.91 | 1.69 | -34.22 | 58.45 | 2.90 | 39.39 | 43.48 | 2.99 | 86.11 | 40.26 |
| Sharpe Ratio | NA | -1.48 | -0.71 | -0.51 | -0.26 | NA | NA | … | … | -1.09 | -1.49 | 0.60 | 0.63 | -0.87 | 0.16 | 0.71 | 0.78 | -0.35 | 0.93 | -0.62 | -0.61 | -1.22 | 0.63 | 0.38 | 1.44 | 0.26 | 0.50 | -0.13 | -0.06 | -0.81 | 1.02 | -1.31 | 0.76 | 0.96 | 0.00 | 1.54 | 1.28 |
| Standard Deviation(%) | NA | 48.20 | 40.48 | 39.55 | 51.70 | NA | NA | … | … | 43.45 | 42.86 | 37.92 | 41.13 | 38.08 | 34.27 | 36.59 | 35.87 | 63.74 | 58.48 | 142.70 | 72.71 | 39.10 | 29.54 | 28.92 | 38.93 | 34.18 | 44.18 | 64.98 | 41.85 | 45.98 | 53.86 | 39.65 | 46.84 | 41.44 | 50.22 | 54.44 | 43.71 |
| Draw Down(%) | NA | 76.09 | 76.09 | 76.09 | 77.18 | NA | NA | … | … | 35.06 | 69.65 | 27.00 | 26.11 | 46.33 | 22.61 | 33.65 | 28.22 | 54.07 | 46.54 | 90.37 | 69.35 | 59.37 | 30.57 | 23.71 | 17.31 | 34.74 | 38.34 | 59.03 | 36.31 | 48.00 | 52.13 | 31.58 | 39.47 | 17.42 | 20.50 | 25.93 | 14.29 |
| 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 | 0.00 | 0.00 |
Data as of 05/23/2019, Common starting date is 04/07/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCS (NCI Building Systems Inc) |
-68.01%
Oct 2006 – Oct 2009 |
-51.81%
Sep 2006 – Sep 2011 |
-27.91%
Feb 2006 – Feb 2016 |
-19.44%
Apr 2004 – Apr 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCS (NCI Building Systems Inc) |
59.22%
Apr 2003 – Apr 2006 |
44.74%
Aug 1992 – Aug 1997 |
21.19%
May 1992 – May 2002 |
20.85%
May 1992 – May 2007 |
Annualized Rolling Returns Comparison Chart