Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BEAS (Bea Systems Inc) | NA | 66.17% | 33.89% | 11.97% | 13.51% | NA | NA | … | … |
Data as of 05/08/2008, Common starting date is 04/11/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BEAS (Bea Systems Inc) | 04/11/1997 | 05/08/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 66.17 | 33.89 | 11.97 | 13.51 | NA | NA | … | … | 20.47 | 25.44 | 33.83 | 6.09 | -27.97 | 7.24 | -25.52 | -77.12 | 92.48 | 1,041.88 | -29.23 | 179.73 |
| Sharpe Ratio | NA | 1.60 | 0.88 | 0.24 | NA | NA | NA | … | … | 2.22 | 0.49 | 0.75 | 0.14 | -0.64 | 0.12 | -0.30 | -0.68 | 0.79 | 14.12 | -0.31 | 3.77 |
| Standard Deviation(%) | NA | 39.82 | 37.04 | 40.85 | NA | NA | NA | … | … | 30.77 | 45.96 | 40.65 | 28.48 | 45.02 | 53.68 | 89.70 | 117.57 | 112.48 | 73.57 | 103.63 | 81.96 |
| Draw Down(%) | NA | 21.57 | 33.88 | 60.50 | 94.26 | NA | NA | … | … | 6.46 | 20.13 | 23.76 | 22.69 | 58.03 | 32.65 | 76.37 | 86.38 | 59.59 | 28.90 | 65.52 | 52.07 |
| 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 |
Data as of 05/08/2008, Common starting date is 04/11/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BEAS (Bea Systems Inc) |
-46.45%
Feb 2000 – Feb 2003 |
-35.07%
Sep 2000 – Sep 2005 |
9.84%
Jul 1997 – Jul 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BEAS (Bea Systems Inc) |
177.02%
Oct 1997 – Oct 2000 |
33.37%
Nov 1998 – Nov 2003 |
17.48%
Oct 1997 – Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart