Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BCSI (Blue Coat Systems Inc) | NA | -14.90% | 36.92% | 10.33% | 26.29% | NA | NA | … | … |
Data as of 02/15/2012, Common starting date is 11/19/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BCSI (Blue Coat Systems Inc) | 11/19/1999 | 02/15/2012 |
| 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 (%) | 0.23 | -14.90 | 36.92 | 10.33 | 26.29 | NA | NA | … | … | 1.45 | -14.80 | 4.66 | 239.76 | -74.44 | 174.49 | -47.62 | 145.67 | -16.58 | 462.01 | -69.81 | -84.29 | -86.95 | 3.41 |
| Sharpe Ratio | NA | -0.22 | 0.53 | 0.13 | 0.26 | NA | NA | … | … | 5.19 | -0.23 | 0.09 | 4.03 | -0.91 | 2.95 | -0.70 | 2.11 | -0.17 | 6.42 | -0.79 | -0.51 | -0.52 | 0.34 |
| Standard Deviation(%) | NA | 66.62 | 64.21 | 73.48 | 95.18 | NA | NA | … | … | 2.39 | 65.80 | 52.96 | 59.41 | 82.27 | 58.49 | 73.07 | 68.16 | 100.94 | 71.91 | 89.41 | 171.39 | 173.85 | 93.70 |
| Draw Down(%) | NA | 59.06 | 64.77 | 85.92 | 85.92 | NA | NA | … | … | 0.20 | 61.00 | 50.66 | 17.94 | 77.91 | 39.86 | 71.83 | 45.90 | 83.77 | 26.59 | 85.01 | 95.54 | 89.13 | 22.89 |
| 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 02/15/2012, Common starting date is 11/19/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCSI (Blue Coat Systems Inc) |
-81.64%
Dec 1999 – Dec 2002 |
-50.73%
Dec 1999 – Dec 2004 |
-23.51%
Sep 2000 – Sep 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCSI (Blue Coat Systems Inc) |
142.83%
Jul 2002 – Jul 2005 |
91.53%
Aug 2002 – Aug 2007 |
20.11%
Jan 2002 – Jan 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart