Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACGY (Acergy S.A. (ADR)) | NA | 50.93% | 5.12% | 16.43% | 9.18% | NA | NA | … | … |
Data as of 01/07/2011, Common starting date is 06/29/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACGY (Acergy S.A. (ADR)) | 06/29/1998 | 01/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.41 | 50.93 | 5.12 | 16.43 | 9.18 | NA | NA | … | … | 3.41 | 56.05 | 176.53 | -73.48 | 16.16 | 63.64 | 79.94 | 164.49 | 71.21 | -83.96 | -16.28 | -2.27 | 95.73 | -67.42 |
| Sharpe Ratio | NA | 1.08 | 0.06 | 0.22 | 0.10 | NA | NA | … | … | NA | 1.19 | 2.43 | -0.84 | 0.32 | 1.35 | 1.86 | 2.90 | 0.79 | -0.90 | -0.31 | -0.10 | 1.36 | -0.89 |
| Standard Deviation(%) | NA | 47.18 | 74.26 | 65.67 | 74.07 | NA | NA | … | … | NA | 47.23 | 72.62 | 88.01 | 41.20 | 45.00 | 41.85 | 56.40 | 88.77 | 94.23 | 60.16 | 65.05 | 67.91 | 102.75 |
| Draw Down(%) | NA | 33.20 | 86.43 | 87.57 | 92.95 | NA | NA | … | … | NA | 33.20 | 36.04 | 86.43 | 34.77 | 30.48 | 29.24 | 43.24 | 47.27 | 87.48 | 61.27 | 39.57 | 43.03 | 72.51 |
| Yield(%) | 0.00 | 1.38 | 0.98 | 1.40 | 0.78 | 0.33 | 0.25 | … | … | 0.00 | 1.40 | 3.61 | 0.90 | 1.08 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/07/2011, Common starting date is 06/29/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACGY (Acergy S.A. (ADR)) |
-52.53%
Feb 2000 – Feb 2003 |
-31.63%
Jul 1998 – Jul 2003 |
-3.55%
Oct 1998 – Oct 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACGY (Acergy S.A. (ADR)) |
136.66%
Mar 2003 – Mar 2006 |
79.10%
Mar 2003 – Mar 2008 |
11.88%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart