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SKS: Saks Inc (STOCK)
Basic Info
| Asset Class: | ROOT |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 05/22/1996 |
| Last Dividend Date: | 09/26/2014 |
| 12-Mo. Yield | 336.51% |
| Expenses | - |
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Performance Analytics (As of 12/05/2014)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 05/22/1996 |
2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.2 | -44.6 | 124.6 | 100.4 | 35.1 | 20.3 | 15.8 | 52.1 | 7.8 | -8.9 | 63.1 | 49.8 | -78.9 | 16.5 | 30.7 | 16.2 | 9.1 | 28.1 | 25.7 | -6.6 | -35.7 | -50.7 | 52.5 | 53.3 | -22.0 |
| Sharpe Ratio | NA | 1.95 | 0.3 | 0.35 | 0.06 | NA | -0.05 | 2.21 | 0.24 | -0.19 | 1.26 | 0.51 | -0.95 | 0.34 | 0.82 | 0.39 | 0.29 | 0.68 | 0.47 | -0.13 | -0.73 | -0.99 | 0.88 | -0.02 | -0.86 |
| Draw Down(%) | NA | 13.6 | 39.8 | 74.1 | 93.2 | NA | 94.3 | 13.6 | 18.3 | 39.8 | 36.5 | 69.3 | 85.6 | 32.7 | 29.6 | 35.3 | 25.1 | 41.9 | 43.5 | 64.6 | 50.6 | 60.7 | 41.4 | 47.8 | 35.6 |
| Standard Deviation(%) | NA | 28.1 | 36.1 | 62.4 | 54.6 | NA | 56.1 | 29.1 | 31.9 | 46.0 | 50.0 | 98.0 | 83.9 | 39.6 | 33.8 | 36.2 | 28.2 | 40.4 | 52.4 | 68.6 | 54.6 | 54.3 | 56.2 | 94.0 | 42.7 |
| Treynor Ratio | NA | 0.66 | 0.07 | 0.13 | 0.02 | NA | -0.02 | 0.92 | 0.06 | -0.06 | 0.35 | 0.26 | -0.65 | 0.13 | 0.26 | 0.16 | 0.09 | 0.23 | 0.27 | -0.08 | -0.58 | -0.78 | 0.5 | -0.01 | -0.32 |
| Alpha | NA | 0.07 | -0.08 | -0.12 | -0.14 | NA | -0.04 | 0.14 | -0.04 | -0.02 | 0.13 | 0.15 | -0.29 | 0.07 | 0.07 | 0.07 | 0.01 | 0.01 | 0.22 | 0.12 | -0.11 | -0.28 | 0.12 | 0.38 | -0.2 |
| Beta | NA | 0.83 | 1.43 | 1.61 | 1.41 | NA | 1.24 | 0.7 | 1.41 | 1.57 | 1.83 | 1.92 | 1.23 | 1.05 | 1.07 | 0.89 | 0.9 | 1.19 | 0.9 | 1.16 | 0.68 | 0.7 | 0.99 | 2.4 | 1.16 |
| RSquared | NA | 0.12 | 0.44 | 0.33 | 0.29 | NA | 0.2 | 0.07 | 0.32 | 0.64 | 0.42 | 0.27 | 0.36 | 0.18 | 0.11 | 0.06 | 0.12 | 0.25 | 0.19 | 0.13 | 0.08 | 0.06 | 0.12 | 0.13 | 0.09 |
| Yield(%) | N/A | 336.5 | 191.1 | 267.9 | 60.3 | 36.5 | N/A | 171.1 | 184.6 | 162.0 | 132.4 | 0.0 | 0.0 | 0.0 | 23.9 | 0.0 | 13.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | 10.8 | 107.1 | 1972.7 | N/A | N/A | N/A | -0.1 | 0.0 | 100.0 | N/A | N/A | N/A | -100.0 | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/22/1996
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| 1. Saks Incorporated 401 (k) Retirement Plan | (77%) |
