Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RTEC (Rudolph Technologies Inc) | NA | 44.74% | 16.12% | 26.49% | 15.27% | 4.42% | NA | … | … |
Data as of 10/25/2019, Common starting date is 11/22/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTEC (Rudolph Technologies Inc) | 11/22/1999 | 10/25/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.22 | 44.74 | 16.12 | 26.49 | 15.27 | 4.42 | NA | … | … | 39.23 | -14.35 | 2.36 | 64.21 | 39.00 | -12.86 | -12.65 | 45.14 | 12.52 | 22.47 | 90.37 | -68.82 | -28.89 | 23.60 | -24.99 | -30.03 | 28.08 | -44.17 | 13.69 | -9.89 | 27.01 |
| Sharpe Ratio | NA | 1.30 | 0.43 | 0.74 | 0.36 | NA | NA | … | … | 1.49 | -0.38 | 0.06 | 2.14 | 1.00 | -0.39 | -0.43 | 1.20 | 0.24 | 0.38 | 0.94 | -0.90 | -0.64 | 0.42 | -0.75 | -0.52 | 0.47 | -0.54 | 0.13 | -0.13 | 8.40 |
| Standard Deviation(%) | NA | 33.26 | 34.88 | 34.76 | 40.55 | NA | NA | … | … | 32.38 | 41.31 | 30.98 | 29.74 | 38.91 | 32.72 | 29.47 | 37.89 | 51.70 | 59.54 | 96.09 | 77.48 | 50.30 | 48.57 | 36.04 | 59.10 | 58.27 | 83.19 | 91.37 | 108.17 | 98.62 |
| Draw Down(%) | NA | 24.85 | 46.60 | 46.60 | 50.20 | NA | NA | … | … | 24.85 | 46.60 | 20.93 | 19.41 | 18.59 | 32.62 | 27.55 | 27.87 | 50.20 | 35.04 | 51.72 | 80.57 | 41.58 | 32.99 | 37.11 | 56.38 | 45.58 | 79.01 | 64.25 | 60.09 | 16.53 |
| 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 |
Data as of 10/25/2019, Common starting date is 11/22/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTEC (Rudolph Technologies Inc) |
-45.21%
Feb 2006 – Feb 2009 |
-35.97%
Jan 2004 – Jan 2009 |
-17.80%
Jan 2000 – Jan 2010 |
-9.46%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTEC (Rudolph Technologies Inc) |
54.20%
Mar 2009 – Mar 2012 |
33.45%
Feb 2009 – Feb 2014 |
23.62%
Feb 2009 – Feb 2019 |
6.46%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart