Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRCD (Brocade Communications Systems Inc) | NA | 3.79% | 5.63% | 19.30% | 5.63% | 4.79% | NA | … | … |
Data as of 11/17/2017, Common starting date is 05/25/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRCD (Brocade Communications Systems Inc) | 05/25/1999 | 11/17/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.87 | 3.79 | 5.63 | 19.30 | 5.63 | 4.79 | NA | … | … | 2.25 | 38.95 | -21.23 | 34.86 | 66.42 | 2.70 | -1.89 | -30.67 | 169.61 | -61.44 | -10.60 | 101.72 | -46.73 | 32.18 | 39.61 | -87.50 | -63.93 | 107.49 | 682.32 |
| Sharpe Ratio | NA | 0.30 | 0.17 | 0.67 | 0.11 | NA | NA | … | … | 0.17 | 0.89 | -0.69 | 1.32 | 2.11 | 0.08 | -0.03 | -0.68 | 2.48 | -0.91 | -0.34 | 2.06 | -1.09 | 0.66 | 0.66 | -0.87 | -0.52 | 1.05 | 28.27 |
| Standard Deviation(%) | NA | 10.60 | 31.58 | 30.55 | 45.53 | NA | NA | … | … | 11.16 | 43.29 | 30.61 | 26.45 | 31.41 | 33.65 | 58.18 | 45.39 | 68.37 | 68.43 | 40.36 | 48.16 | 44.89 | 47.24 | 58.79 | 102.10 | 129.24 | 98.45 | 101.09 |
| Draw Down(%) | NA | 9.02 | 39.52 | 39.52 | 76.79 | NA | NA | … | … | 9.02 | 25.56 | 32.42 | 26.29 | 14.36 | 27.94 | 54.71 | 40.88 | 46.85 | 69.86 | 41.16 | 28.12 | 54.97 | 45.70 | 37.86 | 89.75 | 88.23 | 49.22 | 24.38 |
| Yield(%) | 0.00 | 1.78 | 1.71 | 2.35 | 0.84 | 0.65 | 0.07 | … | … | 1.32 | 2.28 | 1.45 | 1.19 | 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 11/17/2017, Common starting date is 05/25/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRCD (Brocade Communications Systems Inc) |
-64.63%
Sep 2000 – Sep 2003 |
-49.54%
Oct 2000 – Oct 2005 |
-26.75%
Aug 2000 – Aug 2010 |
-14.84%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRCD (Brocade Communications Systems Inc) |
39.87%
Aug 2011 – Aug 2014 |
28.05%
Feb 2009 – Feb 2014 |
12.33%
May 2005 – May 2015 |
3.93%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart