Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CQB (Chiquita Brands International Inc) | NA | 23.01% | 21.69% | -3.83% | -3.38% | 6.91% | 7.26% | … | … |
Data as of 01/06/2015, Common starting date is 08/04/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CQB (Chiquita Brands International Inc) | 08/04/1986 | 01/06/2015 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | 23.01 | 21.69 | -3.83 | -3.38 | 6.91 | 7.26 | … | … | 0.21 | 23.59 | 41.82 | -1.08 | -40.51 | -22.28 | 22.06 | -19.63 | 15.15 | -19.11 | -7.84 | -1.65 | 69.91 | 1,971.88 | -36.00 | -78.95 | -24.35 | -25.48 | 56.71 | 17.53 | 25.28 | 48.92 | 11.45 | -25.47 | 56.54 | 141.29 | 34.62 | 35.26 | 67.55 | 26.70 |
| Sharpe Ratio | NA | 0.62 | 0.48 | -0.08 | -0.07 | NA | NA | … | … | 17.33 | 0.61 | 1.10 | -0.02 | -0.80 | -0.53 | 0.25 | -0.28 | 0.25 | -0.52 | -0.27 | -0.10 | 1.33 | 6.32 | -0.28 | -1.21 | -0.48 | -0.71 | 0.05 | 0.37 | 0.68 | 1.10 | 0.20 | -0.59 | 1.51 | 3.82 | 0.99 | 0.83 | 1.56 | 2.49 |
| Standard Deviation(%) | NA | 37.07 | 44.90 | 48.31 | 61.85 | NA | NA | … | … | 1.10 | 39.41 | 37.83 | 53.04 | 50.97 | 42.20 | 88.14 | 72.89 | 48.99 | 43.56 | 37.03 | 27.28 | 52.01 | 311.98 | 139.86 | 68.48 | 57.29 | 40.29 | 31.63 | 37.45 | 31.51 | 41.81 | 47.44 | 47.07 | 34.72 | 35.37 | 29.14 | 36.85 | 40.45 | 29.60 |
| Draw Down(%) | NA | 24.13 | 55.06 | 74.08 | 85.33 | NA | NA | … | … | 0.00 | 24.13 | 30.66 | 55.06 | 55.56 | 39.44 | 70.54 | 66.71 | 29.34 | 37.02 | 35.83 | 35.47 | 43.24 | 40.32 | 86.27 | 84.52 | 59.87 | 29.36 | 12.72 | 25.59 | 21.84 | 32.93 | 23.23 | 51.16 | 28.13 | 18.28 | 14.58 | 30.38 | 24.18 | 11.55 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.29 | 0.85 | 5.86 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.00 | 1.81 | 0.43 | 0.00 | 0.00 | 0.00 | 0.00 | 30.32 | 18.93 | 23.41 | 21.65 | 23.18 | 27.70 | 40.48 | 27.39 | 29.33 | 34.26 | 21.36 | 15.41 | 24.05 | 3.30 |
Data as of 01/06/2015, Common starting date is 08/04/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CQB (Chiquita Brands International Inc) |
-53.56%
Nov 1998 – Nov 2001 |
-35.24%
Feb 1997 – Feb 2002 |
-14.18%
Dec 1991 – Dec 2001 |
-1.64%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CQB (Chiquita Brands International Inc) |
225.93%
Dec 2001 – Dec 2004 |
91.58%
Dec 2001 – Dec 2006 |
36.94%
Oct 1987 – Oct 1997 |
30.70%
May 1987 – May 2002 |
Annualized Rolling Returns Comparison Chart