Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ABK (Ambac Financial Group Inc) | NA | 277.50% | 46.48% | 20.10% | -30.40% | -17.15% | -7.49% | … | … |
Data as of 12/05/2014, Common starting date is 07/11/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABK (Ambac Financial Group Inc) | 07/11/1991 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 277.50 | 46.48 | 20.10 | -30.40 | -17.15 | -7.49 | … | … | 311.82 | -15.14 | -68.43 | -11.12 | 157.83 | -36.15 | -94.88 | -70.64 | 16.52 | -5.50 | 19.13 | 24.18 | -2.06 | -0.33 | 68.50 | -12.87 | 32.11 | 39.14 | 42.13 | 26.43 | -10.94 | -1.98 | 23.32 | 66.86 |
| Sharpe Ratio | NA | 0.15 | 0.03 | 0.02 | -0.04 | NA | NA | … | … | 0.19 | -0.01 | -0.06 | -0.01 | 0.76 | -0.23 | -0.40 | -1.08 | 0.92 | -0.30 | 1.11 | 1.01 | -0.09 | -0.08 | 1.58 | -0.53 | 0.87 | 1.38 | 1.90 | 1.54 | -0.63 | -0.18 | 0.67 | 5.64 |
| Standard Deviation(%) | NA | 1,845.00 | 1,449.92 | 1,250.52 | 885.18 | NA | NA | … | … | 1,866.09 | 1,303.92 | 1,163.64 | 1,229.80 | 206.61 | 159.68 | 237.87 | 68.17 | 14.30 | 25.62 | 16.42 | 23.21 | 33.94 | 35.61 | 40.59 | 30.55 | 33.11 | 25.60 | 20.04 | 14.56 | 22.22 | 23.38 | 30.92 | 33.60 |
| Draw Down(%) | NA | 99.86 | 99.86 | 99.86 | 99.86 | NA | NA | … | … | 99.86 | 78.00 | 73.53 | 73.62 | 81.78 | 76.97 | 97.05 | 77.08 | 7.17 | 24.39 | 19.06 | 24.52 | 28.28 | 28.05 | 24.79 | 26.29 | 37.04 | 15.05 | 14.55 | 8.17 | 30.31 | 20.24 | 13.59 | 13.12 |
| Yield(%) | 0.00 | 2.71 | 0.66 | 0.85 | 0.26 | 0.47 | 0.82 | … | … | 2.95 | 0.00 | 0.00 | 3.26 | 0.00 | 0.00 | 0.38 | 0.87 | 0.84 | 0.64 | 0.68 | 0.69 | 0.79 | 0.47 | 0.60 | 0.46 | 1.17 | 0.36 | 0.44 | 0.51 | 0.41 | 0.35 | 0.40 | 0.16 |
Data as of 12/05/2014, Common starting date is 07/11/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABK (Ambac Financial Group Inc) |
-81.21%
Mar 2007 – Mar 2010 |
-62.96%
Apr 2007 – Apr 2012 |
-39.36%
Sep 2004 – Sep 2014 |
-24.85%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABK (Ambac Financial Group Inc) |
711.69%
Oct 2011 – Oct 2014 |
216.03%
Oct 2009 – Oct 2014 |
22.26%
Nov 1994 – Nov 2004 |
17.27%
Aug 1991 – Aug 2006 |
Annualized Rolling Returns Comparison Chart