Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRE (BRE Properties Inc) | NA | -77.19% | -32.98% | -15.32% | -5.29% | 0.06% | 6.18% | … | … |
Data as of 03/24/2015, Common starting date is 09/07/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRE (BRE Properties Inc) | 09/07/1984 | 03/24/2015 |
| 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 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.34 | -77.19 | -32.98 | -15.32 | -5.29 | 0.06 | 6.18 | … | … | 1.41 | 12.22 | 11.06 | 3.88 | 19.77 | 36.55 | 27.43 | -26.95 | -35.13 | 48.20 | 18.37 | 27.34 | 13.72 | 7.20 | 2.28 | 51.04 | 4.54 | -1.05 | 27.94 | 62.36 | 31.88 | 4.82 | 17.18 | 31.41 | 44.61 | -0.34 | 7.95 | 30.95 | 2.11 | 37.44 | -0.66 | 7.83 |
| Sharpe Ratio | NA | -0.40 | -0.29 | -0.17 | -0.09 | NA | NA | … | … | 0.14 | 4.18 | 0.51 | 0.22 | 0.62 | 1.17 | 0.39 | -0.37 | -1.33 | 2.25 | 0.93 | 1.43 | 0.93 | 0.31 | 0.00 | 2.09 | 0.07 | -0.19 | -1.57 | 2.99 | 2.23 | 0.13 | 0.92 | 2.42 | 2.14 | -0.34 | 0.16 | 1.71 | -0.07 | 1.39 | -0.28 | 0.98 |
| Standard Deviation(%) | NA | 191.44 | 111.93 | 88.89 | 71.94 | NA | NA | … | … | 44.38 | 14.27 | 21.42 | 17.61 | 31.60 | 31.15 | 70.93 | 75.14 | 28.85 | 20.05 | 17.40 | 18.44 | 14.07 | 19.61 | 18.47 | 22.46 | 17.92 | 23.06 | 17.33 | 19.49 | 12.56 | 14.44 | 16.27 | 11.86 | 19.01 | 16.25 | 13.71 | 15.28 | 28.17 | 23.85 | 21.27 | 21.46 |
| Draw Down(%) | NA | 84.47 | 84.47 | 84.47 | 84.47 | NA | NA | … | … | 19.16 | 3.46 | 13.42 | 12.09 | 24.48 | 17.56 | 37.46 | 62.87 | 42.04 | 10.90 | 12.26 | 11.46 | 9.47 | 18.84 | 14.86 | 13.74 | 14.06 | 20.18 | 11.15 | 8.73 | 5.93 | 10.96 | 11.51 | 6.34 | 9.32 | 15.04 | 7.69 | 7.01 | 22.71 | 9.82 | 18.73 | 7.24 |
| Yield(%) | 0.00 | 2.24 | 3.03 | 4.10 | 5.01 | 6.64 | 7.55 | … | … | 2.03 | 2.73 | 3.08 | 3.05 | 3.41 | 4.59 | 6.91 | 5.66 | 3.31 | 4.35 | 4.99 | 5.84 | 6.24 | 6.29 | 4.56 | 7.65 | 6.78 | 5.89 | 6.94 | 5.90 | 5.88 | 5.40 | 6.09 | 7.50 | 10.08 | 9.14 | 9.03 | 8.19 | 7.78 | 11.83 | 6.13 | 0.00 |
Data as of 03/24/2015, Common starting date is 09/07/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRE (BRE Properties Inc) |
-39.24%
May 2011 – May 2014 |
-14.97%
Sep 2009 – Sep 2014 |
-7.37%
May 2004 – May 2014 |
-0.76%
May 1999 – May 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRE (BRE Properties Inc) |
43.53%
Feb 2009 – Feb 2012 |
32.04%
Feb 2009 – Feb 2014 |
26.13%
Oct 1990 – Oct 2000 |
22.48%
Oct 1991 – Oct 2006 |
Annualized Rolling Returns Comparison Chart