Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ADG (Allied Defense Group) | NA | -65.74% | -30.36% | -36.54% | -11.67% | -3.34% | 1.44% | … | … |
Data as of 10/19/2010, Common starting date is 09/10/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADG (Allied Defense Group) | 09/10/1984 | 10/19/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -65.74 | -30.36 | -36.54 | -11.67 | -3.34 | 1.44 | … | … | -51.15 | -23.06 | 7.45 | -72.85 | -6.68 | 2.34 | -6.94 | 28.89 | 33.26 | 61.30 | 24.35 | -15.88 | -33.68 | 102.94 | 53.25 | -20.00 | -40.33 | -38.52 | 12.37 | 273.23 | 71.96 | -20.59 | -28.53 | -34.83 | 10.37 | 94.54 | -16.78 |
| Sharpe Ratio | NA | -0.86 | -0.45 | -0.57 | -0.23 | NA | NA | … | … | -0.65 | -0.38 | 0.10 | -0.95 | -0.28 | 0.01 | -0.31 | 0.96 | 0.55 | 0.95 | 0.48 | -0.39 | -0.74 | 0.94 | 0.67 | -0.34 | -0.61 | -0.73 | 0.14 | 2.72 | 0.46 | -0.36 | -0.52 | -0.51 | 0.11 | 1.21 | -2.14 |
| Standard Deviation(%) | NA | 76.44 | 68.72 | 66.70 | 58.09 | NA | NA | … | … | 90.64 | 60.44 | 67.03 | 79.78 | 35.29 | 25.19 | 25.35 | 29.26 | 58.07 | 63.52 | 42.22 | 48.99 | 50.00 | 50.19 | 73.69 | 69.26 | 70.53 | 55.69 | 69.07 | 98.26 | 143.79 | 74.02 | 63.65 | 75.44 | 58.11 | 73.70 | 23.85 |
| Draw Down(%) | NA | 73.38 | 76.61 | 91.70 | 93.12 | NA | NA | … | … | 73.38 | 51.48 | 41.15 | 82.35 | 41.20 | 20.51 | 29.61 | 21.54 | 49.14 | 39.59 | 21.91 | 45.45 | 53.74 | 29.33 | 32.14 | 48.80 | 68.46 | 58.51 | 33.33 | 41.43 | 72.73 | 46.28 | 56.35 | 67.09 | 27.48 | 39.14 | 16.78 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/19/2010, Common starting date is 09/10/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADG (Allied Defense Group) |
-48.64%
Jul 1987 – Jul 1990 |
-36.50%
Sep 2005 – Sep 2010 |
-12.94%
Sep 2000 – Sep 2010 |
-6.27%
Jun 1993 – Jun 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADG (Allied Defense Group) |
143.85%
Jul 1990 – Jul 1993 |
34.37%
Jul 1990 – Jul 1995 |
23.87%
Apr 1995 – Apr 2005 |
23.78%
Jul 1990 – Jul 2005 |
Annualized Rolling Returns Comparison Chart