Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALOY (Alloy Inc) | NA | 45.04% | 8.10% | 5.77% | -3.22% | NA | NA | … | … |
Data as of 11/09/2010, Common starting date is 06/04/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALOY (Alloy Inc) | 06/04/1999 | 11/09/2010 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.41 | 45.04 | 8.10 | 5.77 | -3.22 | NA | NA | … | … | 25.84 | 83.92 | -55.10 | -18.16 | -0.43 | -12.31 | 54.94 | -52.43 | -49.15 | 180.00 | -51.17 | 18.87 |
| Sharpe Ratio | NA | 1.34 | 0.12 | 0.08 | NA | NA | NA | … | … | 1.10 | 1.23 | -0.84 | -0.62 | -0.11 | -0.30 | 1.02 | -0.58 | -0.65 | 2.26 | -0.60 | 0.30 |
| Standard Deviation(%) | NA | 33.58 | 62.05 | 55.73 | NA | NA | NA | … | … | 27.80 | 68.23 | 66.57 | 34.18 | 33.70 | 48.84 | 53.03 | 91.95 | 77.34 | 80.83 | 91.70 | 105.49 |
| Draw Down(%) | NA | 18.38 | 64.97 | 76.16 | 91.29 | NA | NA | … | … | 17.27 | 29.72 | 64.97 | 48.46 | 30.78 | 49.43 | 52.25 | 66.75 | 70.26 | 44.80 | 70.24 | 45.15 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 73.29 | 19.98 | 8.35 | 6.26 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 215.86 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/09/2010, Common starting date is 06/04/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALOY (Alloy Inc) |
-36.68%
Aug 2001 – Aug 2004 |
-25.33%
Nov 1999 – Nov 2004 |
-12.96%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALOY (Alloy Inc) |
23.26%
Oct 2003 – Oct 2006 |
5.34%
Oct 2005 – Oct 2010 |
-2.89%
Oct 2000 – Oct 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart