Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BDK (Black & Decker Corp) | NA | 212.70% | -2.06% | 0.01% | 10.85% | 9.05% | 10.29% | … | … |
Data as of 03/12/2010, Common starting date is 12/31/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BDK (Black & Decker Corp) | 12/31/1981 | 03/12/2010 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.74 | 212.70 | -2.06 | 0.01 | 10.85 | 9.05 | 10.29 | … | … | 14.22 | 59.31 | -38.17 | -11.12 | -6.34 | -0.25 | 81.40 | 16.56 | 14.90 | -2.99 | -23.58 | -5.04 | 46.24 | 33.22 | -12.24 | 52.33 | 25.09 | 13.61 | 11.01 | 91.53 | -48.73 | -12.26 | 27.97 | 27.00 | -19.67 | -1.40 | -4.60 | 54.32 | 35.20 | 0.00 |
| Sharpe Ratio | NA | 4.61 | -0.07 | -0.05 | 0.23 | NA | NA | … | … | 3.76 | 0.99 | -0.84 | -0.49 | -0.38 | -0.11 | 3.41 | 0.58 | 0.38 | -0.15 | -0.55 | -0.24 | 1.14 | -0.78 | -0.45 | 1.96 | 0.82 | 0.45 | 0.21 | 1.92 | -0.99 | -0.66 | 0.64 | 0.45 | -0.65 | -0.22 | -0.34 | 1.54 | 0.77 | NA |
| Standard Deviation(%) | NA | 46.15 | 47.04 | 40.35 | 38.58 | NA | NA | … | … | 26.85 | 59.84 | 46.31 | 28.81 | 25.16 | 22.20 | 23.60 | 27.25 | 36.33 | 36.69 | 49.88 | 34.51 | 37.66 | 28.05 | 34.87 | 24.71 | 27.16 | 25.79 | 40.41 | 45.44 | 54.63 | 27.15 | 36.18 | 50.82 | 36.68 | 30.37 | 32.97 | 31.10 | 35.70 | 0.00 |
| Draw Down(%) | NA | 33.50 | 78.01 | 78.01 | 78.01 | NA | NA | … | … | 10.59 | 55.87 | 53.72 | 27.09 | 29.07 | 17.77 | 8.39 | 23.55 | 27.25 | 37.06 | 44.81 | 33.36 | 37.55 | 16.29 | 30.71 | 13.87 | 21.72 | 14.84 | 40.98 | 24.09 | 57.52 | 26.33 | 18.33 | 48.81 | 38.76 | 29.88 | 35.47 | 16.08 | 19.34 | 0.00 |
| Yield(%) | 0.00 | 2.01 | 1.67 | 1.61 | 3.08 | 3.16 | 4.72 | … | … | 0.18 | 1.78 | 2.40 | 2.09 | 1.73 | 1.28 | 1.74 | 1.29 | 1.27 | 0.93 | 0.96 | 0.85 | 1.25 | 1.64 | 1.40 | 1.81 | 2.19 | 2.39 | 2.65 | 4.93 | 2.41 | 2.11 | 2.53 | 6.88 | 3.21 | 3.79 | 3.24 | 4.04 | 6.76 | 0.00 |
Data as of 03/12/2010, Common starting date is 12/31/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BDK (Black & Decker Corp) |
-33.35%
Feb 2006 – Feb 2009 |
-12.79%
Feb 2004 – Feb 2009 |
-5.95%
Jun 1999 – Jun 2009 |
3.05%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BDK (Black & Decker Corp) |
37.41%
Mar 2003 – Mar 2006 |
35.71%
Dec 1990 – Dec 1995 |
19.09%
Jan 1991 – Jan 2001 |
18.90%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart