Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TIVO (TiVo Corporation) | NA | -13.38% | -27.42% | -16.44% | -15.47% | -7.14% | -11.06% | … | … |
Data as of 06/02/2020, Common starting date is 09/30/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIVO (TiVo Corporation) | 09/30/1999 | 06/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -12.88 | -13.38 | -27.42 | -16.44 | -15.47 | -7.14 | -11.06 | … | … | -28.18 | -6.24 | -36.21 | -22.29 | 25.45 | -26.25 | 14.73 | 27.61 | -37.23 | -60.36 | 94.57 | 151.94 | -30.99 | -35.14 | 68.92 | -34.95 | 13.86 | 40.84 | -54.46 | -52.42 | 100.04 | 66.76 |
| Sharpe Ratio | NA | -0.24 | -0.59 | -0.34 | -0.31 | NA | NA | … | … | -0.67 | -0.18 | -0.92 | -0.59 | 0.57 | -0.40 | 0.46 | 0.85 | -0.54 | -0.93 | 3.06 | 4.16 | -0.53 | -0.89 | 2.06 | -0.92 | 0.26 | 0.67 | -0.74 | -0.57 | 0.82 | 8.05 |
| Standard Deviation(%) | NA | 61.05 | 48.37 | 51.19 | 50.68 | NA | NA | … | … | 82.23 | 42.27 | 40.77 | 38.83 | 43.74 | 65.89 | 31.96 | 32.60 | 69.40 | 65.02 | 30.88 | 36.51 | 59.99 | 42.93 | 32.09 | 40.39 | 49.29 | 60.03 | 75.57 | 97.88 | 117.79 | 80.22 |
| Draw Down(%) | NA | 47.95 | 73.71 | 77.08 | 92.20 | NA | NA | … | … | 47.95 | 40.66 | 40.68 | 31.57 | 35.11 | 65.07 | 30.12 | 37.87 | 72.24 | 65.56 | 12.40 | 21.19 | 50.03 | 40.35 | 25.03 | 43.47 | 37.49 | 38.37 | 75.37 | 68.71 | 63.33 | 23.62 |
| Yield(%) | 0.00 | 2.23 | 2.98 | 2.08 | 0.48 | 0.56 | 0.12 | … | … | 0.00 | 3.61 | 4.77 | 3.50 | 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 06/02/2020, Common starting date is 09/30/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIVO (TiVo Corporation) |
-48.17%
Mar 2000 – Mar 2003 |
-29.55%
Aug 2000 – Aug 2005 |
-15.44%
May 2010 – May 2020 |
-14.02%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIVO (TiVo Corporation) |
64.74%
Oct 2008 – Oct 2011 |
29.96%
Dec 2005 – Dec 2010 |
7.25%
Oct 2001 – Oct 2011 |
4.09%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart