Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALC (Alcon Inc.) | NA | -9.39% | -29.02% | -15.20% | NA | NA | NA | … | … |
Data as of 12/05/2014, Common starting date is 11/10/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALC (Alcon Inc.) | 11/10/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.39 | -29.02 | -15.20 | NA | NA | NA | … | … | -5.28 | -45.64 | -33.70 | -6.52 | 23.36 | 27.08 | -44.67 | -24.17 | 24.40 |
| Sharpe Ratio | NA | -0.70 | -0.43 | -0.26 | NA | NA | NA | … | … | -0.45 | -0.45 | -0.59 | -0.16 | 0.59 | 0.39 | -0.55 | -0.80 | 15.11 |
| Standard Deviation(%) | NA | 13.45 | 67.97 | 58.37 | NA | NA | NA | … | … | 12.50 | 102.01 | 57.18 | 40.52 | 39.20 | 69.42 | 81.94 | 34.24 | 28.23 |
| Draw Down(%) | NA | 12.25 | 76.53 | 76.53 | NA | NA | NA | … | … | 9.81 | 62.75 | 63.19 | 41.11 | 28.29 | 46.93 | 55.33 | 47.45 | 6.29 |
| Yield(%) | 0.00 | 0.00 | 0.47 | 0.51 | 0.75 | 0.50 | 0.38 | … | … | 0.00 | 0.00 | 1.32 | 1.23 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2014, Common starting date is 11/10/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALC (Alcon Inc.) |
-34.83%
Mar 2011 – Mar 2014 |
-21.82%
Aug 2008 – Aug 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALC (Alcon Inc.) |
36.01%
Mar 2009 – Mar 2012 |
-2.10%
Jun 2008 – Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart