Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACREX | NA | 32.73% | 1.85% | 1.66% | 10.56% | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACREX | 06/21/1996 | 06/07/2011 |
| 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 32.73 | 1.85 | 1.66 | 10.56 | NA | NA | … | … | 10.58 | 24.76 | 28.54 | -38.66 | -18.79 | 37.47 | 16.58 | 36.73 | 34.95 | -0.53 | 8.55 | 28.54 | -3.16 | -11.98 | 20.67 | 31.60 |
| Sharpe Ratio | NA | 1.64 | 0.02 | 0.01 | 0.27 | NA | NA | … | … | 1.83 | 0.95 | 0.45 | -0.55 | -0.85 | 2.46 | 0.98 | 2.24 | 2.95 | -0.12 | 0.59 | 2.39 | -0.64 | -1.17 | 2.11 | 5.06 |
| Standard Deviation(%) | NA | 19.90 | 56.12 | 46.28 | 34.19 | NA | NA | … | … | 14.46 | 26.00 | 62.84 | 72.06 | 25.82 | 13.93 | 14.66 | 15.94 | 11.62 | 14.30 | 10.53 | 10.16 | 10.12 | 13.17 | 8.02 | 12.77 |
| Draw Down(%) | NA | 12.85 | 65.79 | 73.47 | 73.47 | NA | NA | … | … | 6.06 | 17.46 | 40.34 | 62.66 | 29.89 | 7.72 | 10.32 | 16.15 | 7.15 | 21.40 | 12.67 | 6.85 | 18.64 | 21.82 | 9.32 | 5.31 |
| Yield(%) | 0.00 | 0.73 | 0.94 | 7.60 | 11.22 | 12.40 | 9.30 | … | … | 0.00 | 1.25 | 1.82 | 3.41 | 23.39 | 10.13 | 9.06 | 7.93 | 2.43 | 3.60 | 3.09 | 3.72 | 3.26 | 4.38 | 14.00 | 7.24 |
Data as of 06/07/2011, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACREX (ACREX) |
-25.06%
Mar 2006 – Mar 2009 |
-7.21%
Mar 2004 – Mar 2009 |
3.26%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACREX (ACREX) |
34.85%
Mar 2003 – Mar 2006 |
26.02%
Jan 2002 – Jan 2007 |
16.79%
Nov 1996 – Nov 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart