Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BKI (Black Knight Inc) | NA | 8.27% | 155.53% | 114.57% | 49.76% | 26.57% | NA | … | … |
Data as of 03/26/2015, Common starting date is 11/24/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BKI (Black Knight Inc) | 11/24/1995 | 03/26/2015 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.27 | 155.53 | 114.57 | 49.76 | 26.57 | NA | … | … | 0.74 | 42.58 | 1,336.38 | -13.19 | 60.44 | 115.27 | 168.13 | -70.88 | 4.34 | 48.82 | -38.12 | 29.45 | 63.41 | -46.52 | -18.21 | -5.45 | -0.47 | -35.39 | 73.74 | 21.00 | 12.13 |
| Sharpe Ratio | NA | 0.93 | 2.16 | 2.30 | 0.77 | NA | NA | … | … | 0.36 | 3.39 | 5.84 | -0.46 | 1.19 | 2.22 | 1.70 | -0.71 | 0.02 | 1.01 | -0.86 | 0.60 | 1.07 | -0.71 | -0.41 | -0.17 | -0.09 | -0.77 | 0.63 | 0.66 | 9.00 |
| Standard Deviation(%) | NA | 8.84 | 71.92 | 49.88 | 63.22 | NA | NA | … | … | 9.07 | 14.97 | 228.73 | 29.09 | 50.81 | 51.95 | 98.78 | 100.76 | 72.88 | 45.30 | 46.82 | 47.48 | 58.71 | 67.19 | 51.15 | 56.08 | 39.32 | 50.39 | 29.31 | 26.40 | 25.46 |
| Draw Down(%) | NA | 5.08 | 32.84 | 38.10 | 91.21 | NA | NA | … | … | 1.91 | 4.92 | 14.14 | 35.76 | 18.60 | 38.10 | 65.19 | 76.81 | 41.44 | 31.48 | 44.27 | 25.44 | 30.86 | 60.71 | 46.48 | 56.57 | 18.01 | 50.24 | 12.47 | 23.72 | 2.82 |
| Yield(%) | 0.00 | 3.29 | 20.80 | 34.23 | 21.36 | 8.60 | 5.77 | … | … | 1.02 | 2.99 | 23.72 | 0.93 | 0.97 | 0.79 | 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 03/26/2015, Common starting date is 11/24/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKI (Black Knight Inc) |
-38.26%
Mar 2006 – Mar 2009 |
-27.12%
Mar 2004 – Mar 2009 |
-17.16%
Mar 1999 – Mar 2009 |
1.58%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKI (Black Knight Inc) |
225.20%
Aug 2010 – Aug 2013 |
204.30%
Mar 2009 – Mar 2014 |
49.65%
Oct 2004 – Oct 2014 |
27.92%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison Chart