Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DITC (Ditech Networks Inc) | NA | 64.77% | -1.12% | -14.91% | -4.75% | NA | NA | … | … |
Data as of 12/04/2012, Common starting date is 06/10/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DITC (Ditech Networks Inc) | 06/10/1999 | 12/04/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.11 | 64.77 | -1.12 | -14.91 | -4.75 | NA | NA | … | … | 52.63 | -33.57 | 10.85 | 57.32 | -76.37 | -49.86 | -17.13 | -44.15 | -21.73 | 776.15 | -63.79 | -62.52 | -65.65 | 640.30 |
| Sharpe Ratio | NA | 0.95 | -0.02 | -0.21 | -0.08 | NA | NA | … | … | 0.73 | -0.51 | 0.17 | 0.66 | -0.97 | -0.99 | -0.45 | -0.69 | -0.31 | 10.59 | -0.82 | -0.57 | -0.53 | 23.08 |
| Standard Deviation(%) | NA | 67.93 | 64.34 | 72.45 | 76.17 | NA | NA | … | … | 79.67 | 65.25 | 63.30 | 86.27 | 79.68 | 53.51 | 45.29 | 67.53 | 73.52 | 73.22 | 79.51 | 115.75 | 131.03 | 146.74 |
| Draw Down(%) | NA | 24.00 | 57.54 | 80.73 | 97.42 | NA | NA | … | … | 24.00 | 57.54 | 45.35 | 42.86 | 80.12 | 64.05 | 39.38 | 59.06 | 47.33 | 19.90 | 80.63 | 76.10 | 91.56 | 48.84 |
| 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 |
Data as of 12/04/2012, Common starting date is 06/10/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DITC (Ditech Networks Inc) |
-71.40%
Mar 2000 – Mar 2003 |
-46.72%
Dec 2003 – Dec 2008 |
-36.00%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DITC (Ditech Networks Inc) |
76.67%
Oct 2001 – Oct 2004 |
29.10%
Jul 2002 – Jul 2007 |
-1.61%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart