Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACO (AMCOL International Corp) | NA | -44.34% | -15.57% | -7.02% | 1.67% | 15.21% | 13.07% | … | … |
Data as of 11/11/2014, Common starting date is 08/14/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACO (AMCOL International Corp) | 08/14/1987 | 11/11/2014 |
| 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 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -16.67 | -44.34 | -15.57 | -7.02 | 1.67 | 15.21 | 13.07 | … | … | 35.22 | 13.61 | 17.24 | -11.35 | 12.11 | 41.13 | -40.35 | 32.44 | 37.75 | 4.10 | 0.77 | 256.39 | -18.14 | 53.15 | 34.96 | 70.29 | -35.46 | 55.69 | 14.25 | 4.11 | -36.54 | 156.59 | 124.21 | 38.97 | -30.80 | -7.13 | 59.95 | 0.00 |
| Sharpe Ratio | NA | 2.21 | 0.33 | 0.44 | 0.26 | NA | NA | … | … | 4.85 | 0.57 | 0.55 | -0.21 | 0.29 | 0.60 | -0.54 | 0.69 | 0.85 | 0.05 | 0.00 | 4.86 | -0.31 | 1.00 | 0.39 | 1.16 | -0.72 | 0.01 | 0.26 | 0.01 | -0.69 | 2.61 | 2.30 | 0.44 | -0.47 | -0.24 | 0.70 | -0.05 |
| Standard Deviation(%) | NA | 22.48 | 37.72 | 41.67 | 49.05 | NA | NA | … | … | 27.80 | 24.03 | 31.52 | 54.04 | 41.73 | 68.13 | 76.20 | 42.68 | 40.91 | 40.97 | 47.55 | 52.64 | 62.43 | 51.97 | 79.55 | 57.96 | 53.77 | 36.05 | 41.46 | 33.09 | 57.17 | 58.88 | 52.28 | 78.52 | 77.08 | 53.99 | 78.93 | 80.74 |
| Draw Down(%) | NA | 17.65 | 43.28 | 43.28 | 71.75 | NA | NA | … | … | 3.07 | 17.65 | 19.65 | 43.28 | 25.67 | 51.78 | 61.57 | 22.94 | 37.19 | 27.26 | 37.15 | 26.94 | 35.02 | 28.81 | 42.32 | 22.04 | 45.88 | 20.33 | 34.57 | 20.15 | 56.31 | 38.03 | 10.28 | 23.59 | 33.92 | 37.08 | 21.18 | 17.98 |
| Yield(%) | 0.00 | 1.26 | 2.09 | 2.40 | 3.29 | 10.88 | 7.37 | … | … | 0.59 | 2.45 | 2.72 | 2.27 | 2.48 | 3.23 | 1.92 | 2.22 | 2.33 | 1.90 | 1.46 | 2.68 | 1.32 | 1.29 | 91.06 | 2.64 | 1.49 | 1.45 | 1.37 | 1.37 | 0.78 | 0.55 | 0.82 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/11/2014, Common starting date is 08/14/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACO (AMCOL International Corp) |
-22.19%
Feb 2006 – Feb 2009 |
-7.60%
Jan 1994 – Jan 1999 |
0.41%
Jul 2004 – Jul 2014 |
12.83%
Jan 1994 – Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACO (AMCOL International Corp) |
105.99%
Aug 1990 – Aug 1993 |
62.35%
Jan 1999 – Jan 2004 |
36.36%
Oct 1990 – Oct 2000 |
37.14%
Mar 1991 – Mar 2006 |
Annualized Rolling Returns Comparison Chart