Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATK (Alliant Techsystems Inc) | NA | 4.58% | 35.56% | 13.88% | 7.87% | 15.20% | 13.91% | … | … |
Data as of 02/09/2015, Common starting date is 10/03/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATK (Alliant Techsystems Inc) | 10/03/1990 | 02/09/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.55 | 4.58 | 35.56 | 13.88 | 7.87 | 15.20 | 13.91 | … | … | 20.75 | -3.47 | 98.79 | 10.14 | -22.24 | -15.68 | 2.93 | -24.61 | 45.49 | 2.65 | 16.50 | 13.19 | -7.36 | 21.15 | 73.48 | 60.69 | -24.42 | 47.87 | 1.36 | 8.65 | 24.59 | 37.12 | 3.49 | 30.14 | 66.04 | 4.99 |
| Sharpe Ratio | NA | 0.06 | 1.35 | 0.51 | 0.27 | NA | NA | … | … | 18.29 | -0.11 | 5.25 | 0.40 | -0.70 | -0.65 | 0.11 | -0.77 | 2.16 | -0.05 | 0.83 | 0.63 | -0.27 | 0.48 | 1.79 | 2.07 | -1.07 | 2.19 | -0.09 | 0.30 | 1.21 | 0.99 | 0.04 | 0.99 | 1.45 | 0.28 |
| Standard Deviation(%) | NA | 30.94 | 26.31 | 27.02 | 25.23 | NA | NA | … | … | 28.52 | 32.24 | 18.82 | 25.16 | 31.73 | 24.25 | 24.99 | 32.99 | 19.67 | 16.65 | 17.12 | 19.26 | 30.37 | 42.05 | 40.60 | 27.22 | 26.05 | 20.27 | 24.93 | 16.73 | 16.99 | 34.31 | 31.00 | 27.78 | 42.71 | 61.25 |
| Draw Down(%) | NA | 34.53 | 34.53 | 46.18 | 62.55 | NA | NA | … | … | 3.95 | 34.53 | 6.06 | 29.19 | 32.73 | 32.73 | 28.16 | 37.25 | 11.75 | 11.32 | 12.03 | 14.83 | 32.02 | 28.63 | 21.92 | 23.19 | 41.60 | 10.59 | 25.69 | 12.58 | 11.69 | 25.75 | 26.33 | 23.88 | 30.04 | 26.70 |
| Yield(%) | 0.00 | 1.18 | 1.99 | 1.12 | 0.62 | 0.48 | 0.58 | … | … | 0.27 | 1.07 | 1.63 | 1.48 | 1.08 | 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 02/09/2015, Common starting date is 10/03/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATK (Alliant Techsystems Inc) |
-16.78%
May 2009 – May 2012 |
-14.03%
Sep 2007 – Sep 2012 |
-3.70%
May 2002 – May 2012 |
6.64%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATK (Alliant Techsystems Inc) |
53.61%
Nov 1999 – Nov 2002 |
42.06%
Apr 1997 – Apr 2002 |
28.00%
Aug 1992 – Aug 2002 |
23.54%
Nov 1990 – Nov 2005 |
Annualized Rolling Returns Comparison Chart