Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARMSX (Armstrong Associates) | NA | 19.96% | 9.53% | 2.61% | 4.19% | 2.53% | NA | … | … |
Data as of 05/14/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARMSX (Armstrong Associates) | 06/21/1996 | 05/14/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 19.96 | 9.53 | 2.61 | 4.19 | 2.53 | NA | … | … | 15.04 | 7.04 | 0.10 | 8.35 | 15.91 | -26.75 | -1.75 | 6.96 | 3.98 | 7.99 | 17.77 | -16.62 | -8.41 | -3.43 | 19.11 | 19.20 | 14.15 | 3.17 |
| Sharpe Ratio | NA | 1.85 | 0.67 | 0.14 | 0.21 | NA | NA | … | … | 4.88 | 0.67 | 0.00 | 0.59 | 1.01 | -1.08 | -0.35 | 0.37 | 0.20 | 0.74 | 1.18 | -0.88 | -0.59 | -0.32 | 0.97 | 0.84 | -2.78 | 0.22 |
| Standard Deviation(%) | NA | 10.74 | 14.17 | 17.25 | 14.64 | NA | NA | … | … | 9.58 | 10.55 | 18.08 | 13.96 | 15.64 | 25.64 | 13.65 | 9.95 | 8.86 | 9.58 | 14.47 | 20.21 | 18.36 | 23.53 | 16.43 | 19.00 | 14.70 | 11.73 |
| Draw Down(%) | NA | 6.14 | 16.15 | 37.08 | 43.32 | NA | NA | … | … | 2.63 | 7.10 | 16.15 | 12.62 | 16.06 | 33.17 | 10.80 | 8.91 | 5.79 | 5.77 | 11.89 | 27.80 | 26.15 | 20.92 | 13.25 | 23.55 | 10.64 | 7.64 |
| Yield(%) | 0.00 | 4.42 | 1.96 | 1.82 | 2.62 | 2.18 | 2.60 | … | … | 0.00 | 4.49 | 0.66 | 0.74 | 0.23 | 3.92 | 1.23 | 3.46 | 2.98 | 5.33 | 0.77 | 0.40 | 1.22 | 0.00 | 3.95 | 4.60 | 8.78 | 5.22 |
Data as of 05/14/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARMSX (Armstrong Associates) |
-12.67%
Mar 2000 – Mar 2003 |
-5.45%
Feb 2004 – Feb 2009 |
-3.39%
Aug 2000 – Aug 2010 |
1.94%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARMSX (Armstrong Associates) |
19.20%
Mar 1997 – Mar 2000 |
10.35%
Sep 2002 – Sep 2007 |
5.54%
Aug 1996 – Aug 2006 |
3.55%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart