Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AWC | NA | 55.90% | 121.62% | 56.92% | 13.92% | 11.69% | 8.63% | … | … |
Data as of 03/24/2015, Common starting date is 01/15/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AWC | 01/15/1990 | 03/24/2015 |
| 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 (%) | -0.08 | 55.90 | 121.62 | 56.92 | 13.92 | 11.69 | 8.63 | … | … | 8.79 | 13.13 | 2.59 | -14.30 | -53.22 | 59.26 | 53.04 | -79.36 | 14.92 | -6.14 | 21.78 | -4.05 | 92.93 | -42.84 | 21.06 | -18.28 | 85.84 | -7.47 | -43.63 | -2.23 | 17.98 | 25.42 | 65.53 | -10.17 | 26.40 | -31.84 |
| Sharpe Ratio | NA | 2.20 | 2.00 | 1.15 | 0.23 | NA | NA | … | … | 1.84 | 3.58 | 0.07 | -0.31 | -0.96 | 1.13 | 0.67 | -0.81 | 0.30 | -0.27 | 0.74 | -0.16 | 3.33 | -0.72 | 0.51 | -0.64 | 1.97 | -0.26 | -2.79 | -0.24 | 0.49 | 0.63 | 2.12 | -0.40 | 0.80 | -1.22 |
| Standard Deviation(%) | NA | 25.46 | 61.29 | 49.66 | 55.92 | NA | NA | … | … | 25.03 | 34.08 | 36.11 | 47.14 | 55.29 | 52.58 | 78.98 | 98.56 | 40.38 | 34.70 | 26.60 | 32.19 | 27.66 | 60.92 | 37.30 | 35.12 | 41.89 | 42.10 | 35.36 | 23.49 | 28.73 | 35.64 | 29.75 | 31.11 | 28.33 | 31.31 |
| Draw Down(%) | NA | 7.98 | 14.28 | 59.18 | 91.95 | NA | NA | … | … | 7.98 | 7.36 | 34.36 | 53.30 | 59.09 | 35.22 | 53.88 | 89.73 | 36.46 | 27.74 | 20.86 | 32.58 | 17.07 | 51.52 | 32.68 | 34.14 | 21.17 | 33.90 | 54.14 | 23.84 | 18.74 | 19.30 | 24.84 | 36.42 | 22.74 | 35.81 |
| Yield(%) | 0.00 | 3.77 | 22.00 | 12.32 | 3.46 | 3.99 | 3.21 | … | … | 0.67 | 3.96 | 3.05 | 23.01 | 2.71 | 2.15 | 0.00 | 4.01 | 3.97 | 2.72 | 3.35 | 2.90 | 5.09 | 1.89 | 4.49 | 3.46 | 1.27 | 2.21 | 1.71 | 0.86 | 2.91 | 1.12 | 1.39 | 2.72 | 7.32 | 5.98 |
Data as of 03/24/2015, Common starting date is 01/15/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AWC (AWC) |
-47.93%
Jan 2006 – Jan 2009 |
-27.38%
Jan 2004 – Jan 2009 |
-10.57%
Dec 2001 – Dec 2011 |
-9.47%
Jan 1994 – Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AWC (AWC) |
124.01%
Dec 2011 – Dec 2014 |
65.68%
Jan 2009 – Jan 2014 |
16.36%
Mar 2003 – Mar 2013 |
12.12%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart