Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BPHX (BluePhoenix Solutions Ltd) | NA | -23.26% | 6.53% | -19.25% | -14.05% | -15.51% | NA | … | … |
Data as of 12/02/2014, Common starting date is 02/03/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BPHX (BluePhoenix Solutions Ltd) | 02/03/1997 | 12/02/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.82 | -23.26 | 6.53 | -19.25 | -14.05 | -15.51 | NA | … | … | -23.26 | 7.23 | 44.44 | -64.64 | -17.00 | 37.50 | -89.85 | 188.54 | 53.92 | -4.00 | -27.97 | 156.52 | -39.47 | -47.59 | -56.22 | 60.62 | -59.57 | 90.58 |
| Sharpe Ratio | NA | -0.72 | 0.14 | -0.39 | -0.21 | NA | NA | … | … | -0.77 | 0.20 | 0.70 | -1.13 | -0.34 | 0.49 | -0.85 | 3.05 | 1.07 | -0.16 | -0.65 | 2.68 | -0.57 | -0.79 | -0.87 | 0.83 | -0.86 | 1.23 |
| Standard Deviation(%) | NA | 32.30 | 46.11 | 49.69 | 71.02 | NA | NA | … | … | 32.33 | 35.61 | 64.38 | 57.22 | 50.75 | 76.14 | 106.78 | 61.13 | 47.37 | 38.89 | 44.38 | 58.16 | 70.76 | 63.55 | 69.01 | 69.56 | 73.26 | 80.53 |
| Draw Down(%) | NA | 34.58 | 58.88 | 89.37 | 98.55 | NA | NA | … | … | 31.74 | 24.45 | 58.61 | 80.00 | 59.18 | 38.87 | 93.22 | 31.04 | 18.00 | 19.79 | 47.66 | 16.19 | 51.81 | 76.41 | 71.18 | 54.76 | 75.46 | 45.38 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/02/2014, Common starting date is 02/03/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPHX (BluePhoenix Solutions Ltd) |
-54.08%
Aug 2007 – Aug 2010 |
-46.48%
Oct 2007 – Oct 2012 |
-20.27%
Mar 2002 – Mar 2012 |
-22.27%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPHX (BluePhoenix Solutions Ltd) |
73.17%
Oct 2004 – Oct 2007 |
59.54%
Oct 2002 – Oct 2007 |
0.14%
Oct 1997 – Oct 2007 |
-11.04%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart