Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AXA (Axa ADR) | NA | 71.02% | -17.23% | -0.86% | -1.85% | NA | NA | … | … |
Data as of 03/25/2010, Common starting date is 06/25/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AXA (Axa ADR) | 06/25/1996 | 03/25/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.74 | 71.02 | -17.23 | -0.86 | -1.85 | NA | NA | … | … | -8.95 | 8.59 | -40.48 | 1.64 | 28.29 | 34.81 | 17.78 | 64.32 | -34.41 | -40.38 | 4.83 | 1.33 | 90.58 | 28.95 | 19.41 |
| Sharpe Ratio | NA | 1.31 | -0.27 | -0.05 | NA | NA | NA | … | … | -0.91 | 0.11 | -0.51 | -0.05 | 1.10 | 1.69 | 0.71 | 1.42 | -0.57 | -0.29 | 0.02 | -0.05 | 2.06 | -1.17 | 2.10 |
| Standard Deviation(%) | NA | 54.22 | 67.64 | 55.57 | NA | NA | NA | … | … | 37.36 | 76.32 | 80.91 | 28.23 | 22.89 | 19.31 | 23.81 | 44.84 | 61.99 | 151.30 | 42.23 | 34.69 | 42.37 | 22.41 | 17.69 |
| Draw Down(%) | NA | 34.52 | 83.26 | 83.26 | 83.26 | NA | NA | … | … | 22.66 | 69.95 | 63.85 | 17.64 | 20.40 | 11.92 | 18.92 | 30.97 | 58.01 | 61.53 | 25.96 | 29.80 | 44.51 | 14.13 | 10.66 |
| Yield(%) | 0.00 | 3.88 | 2.98 | 4.24 | 1.23 | 2.59 | 1.94 | … | … | 0.00 | 2.09 | 4.75 | 3.43 | 3.17 | 3.21 | 2.15 | 3.11 | 2.32 | 0.69 | 1.57 | 0.61 | 0.97 | 1.08 | 0.00 |
Data as of 03/25/2010, Common starting date is 06/25/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXA (Axa ADR) |
-34.07%
Feb 2006 – Feb 2009 |
-14.28%
Feb 2004 – Feb 2009 |
-9.48%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXA (Axa ADR) |
47.64%
Mar 2003 – Mar 2006 |
38.74%
Sep 2002 – Sep 2007 |
14.77%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart