Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLHB (Clean Harbors) | NA | 14.51% | 25.85% | 50.18% | 42.37% | 16.26% | NA | … | … |
Data as of 12/12/2008, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLHB (Clean Harbors) | 03/26/1990 | 12/12/2008 |
| 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 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.32 | 14.51 | 25.85 | 50.18 | 42.37 | 16.26 | NA | … | … | 15.84 | 6.80 | 68.03 | 90.92 | 69.36 | -42.74 | 361.72 | 89.33 | 42.40 | -16.67 | -3.85 | -30.67 | -10.00 | -36.55 | -44.66 | -40.67 | 6.67 | 80.00 | -3.85 |
| Sharpe Ratio | NA | 0.29 | 0.60 | 1.05 | 0.49 | NA | NA | … | … | 0.33 | 0.14 | 1.57 | 1.72 | 1.26 | -0.45 | 3.17 | 0.87 | 0.37 | -0.20 | -0.08 | -0.80 | -0.14 | -0.49 | -0.70 | -0.58 | 0.07 | 1.39 | -0.12 |
| Standard Deviation(%) | NA | 45.97 | 38.69 | 45.85 | 83.49 | NA | NA | … | … | 47.00 | 27.90 | 41.57 | 51.58 | 54.23 | 95.45 | 113.84 | 101.63 | 102.48 | 98.18 | 85.56 | 107.37 | 96.36 | 82.97 | 68.32 | 72.91 | 62.04 | 54.64 | 84.68 |
| Draw Down(%) | NA | 40.19 | 40.19 | 40.19 | 80.87 | NA | NA | … | … | 40.19 | 20.59 | 22.12 | 21.41 | 28.96 | 80.33 | 54.43 | 36.30 | 56.53 | 52.94 | 56.50 | 54.77 | 59.79 | 54.55 | 58.93 | 64.46 | 42.86 | 45.21 | 61.36 |
| 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 | 0.00 |
Data as of 12/12/2008, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLHB (Clean Harbors) |
-43.77%
Apr 1994 – Apr 1997 |
-39.08%
Feb 1993 – Feb 1998 |
-17.86%
Jul 1991 – Jul 2001 |
4.36%
Apr 1990 – Apr 2005 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLHB (Clean Harbors) |
131.76%
Dec 1999 – Dec 2002 |
80.19%
Aug 2001 – Aug 2006 |
47.29%
Feb 1998 – Feb 2008 |
17.47%
Aug 1993 – Aug 2008 |
Annualized Rolling Returns Comparison Chart