Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AOI (Alliance One International Inc) | NA | 138.31% | -0.75% | -3.75% | -5.07% | -6.42% | -5.60% | … | … |
Data as of 09/11/2018, Common starting date is 04/03/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AOI (Alliance One International Inc) | 04/03/1995 | 09/11/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 38.04 | 138.31 | -0.75 | -3.75 | -5.07 | -6.42 | -5.60 | … | … | 80.75 | -30.99 | 67.39 | -27.41 | -48.20 | -16.21 | 33.82 | -35.85 | -13.11 | 65.99 | -27.76 | -42.35 | 81.03 | -40.14 | 4.38 | 17.63 | -13.87 | 34.27 | 81.82 | -53.84 | -70.21 | 16.48 | 35.12 | 21.24 |
| Sharpe Ratio | NA | 1.89 | -0.02 | -0.07 | -0.09 | NA | NA | … | … | 1.64 | -0.58 | 1.07 | -0.41 | -1.11 | -0.42 | 0.72 | -0.74 | -0.33 | 1.04 | -0.32 | -0.79 | 1.55 | -0.80 | 0.11 | 0.38 | -0.30 | 0.51 | 0.88 | -0.87 | -1.28 | -1.15 | 0.95 | 0.94 |
| Standard Deviation(%) | NA | 72.48 | 64.11 | 60.48 | 58.21 | NA | NA | … | … | 81.17 | 54.49 | 62.58 | 66.76 | 43.60 | 38.80 | 47.52 | 48.75 | 39.58 | 63.48 | 90.70 | 57.54 | 50.57 | 52.57 | 31.73 | 44.34 | 49.68 | 64.37 | 88.09 | 65.30 | 57.65 | 33.66 | 33.01 | 27.33 |
| Draw Down(%) | NA | 52.35 | 65.02 | 73.04 | 85.22 | NA | NA | … | … | 52.35 | 48.58 | 46.46 | 60.10 | 48.85 | 32.86 | 32.31 | 48.28 | 44.85 | 32.29 | 67.54 | 69.56 | 26.52 | 65.61 | 32.82 | 22.04 | 31.71 | 52.25 | 37.26 | 61.35 | 73.47 | 23.56 | 19.28 | 24.25 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.52 | 0.83 | … | … | 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 | 2.75 | 4.42 | 4.85 | 2.82 | 3.90 | 6.27 | 3.12 | 2.37 | 2.70 | 3.15 | 2.72 |
Data as of 09/11/2018, Common starting date is 04/03/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AOI (Alliance One International Inc) |
-54.07%
Jun 1997 – Jun 2000 |
-30.82%
May 1995 – May 2000 |
-19.86%
May 2007 – May 2017 |
-12.17%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AOI (Alliance One International Inc) |
54.05%
Jun 2000 – Jun 2003 |
28.69%
May 2000 – May 2005 |
10.48%
Feb 2000 – Feb 2010 |
2.02%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison Chart