Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARBA (Ariba Inc) | NA | 69.12% | 59.31% | 32.52% | 16.96% | NA | NA | … | … |
Data as of 10/01/2012, Common starting date is 06/23/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARBA (Ariba Inc) | 06/23/1999 | 10/01/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 69.12 | 59.31 | 32.52 | 16.96 | NA | NA | … | … | 59.54 | 19.54 | 87.62 | 73.65 | -35.34 | 44.06 | 5.31 | -55.72 | -5.93 | 20.97 | -59.74 | -88.49 | -39.68 | 294.18 |
| Sharpe Ratio | NA | 1.58 | 1.43 | 0.58 | 0.26 | NA | NA | … | … | 2.56 | 0.41 | 2.15 | 1.38 | -0.43 | 0.91 | 0.04 | -0.89 | -0.11 | 0.29 | -0.57 | -0.68 | -0.39 | 12.58 |
| Standard Deviation(%) | NA | 38.96 | 41.30 | 55.68 | 60.04 | NA | NA | … | … | 33.71 | 47.77 | 40.66 | 53.15 | 84.35 | 45.15 | 47.39 | 64.79 | 61.04 | 70.96 | 105.92 | 133.42 | 113.24 | 98.65 |
| Draw Down(%) | NA | 23.65 | 39.76 | 65.85 | 78.63 | NA | NA | … | … | 9.33 | 39.76 | 19.19 | 19.96 | 65.85 | 22.40 | 39.87 | 66.69 | 68.68 | 42.53 | 82.28 | 96.93 | 72.00 | 47.70 |
| 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 |
Data as of 10/01/2012, Common starting date is 06/23/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARBA (Ariba Inc) |
-74.80%
Aug 2000 – Aug 2003 |
-63.57%
Aug 2000 – Aug 2005 |
-34.10%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARBA (Ariba Inc) |
68.09%
May 2009 – May 2012 |
39.70%
Jul 2007 – Jul 2012 |
18.89%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart