Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRCO (Dynamics Research Corp) | NA | 67.64% | -5.20% | 10.95% | -3.97% | 5.37% | 5.76% | … | … |
Data as of 01/31/2014, Common starting date is 09/16/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRCO (Dynamics Research Corp) | 09/16/1987 | 01/31/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 67.64 | -5.20 | 10.95 | -3.97 | 5.37 | 5.76 | … | … | 0.17 | 96.24 | -48.41 | -15.37 | 26.30 | 32.63 | -26.06 | 10.97 | -36.89 | -13.35 | 10.54 | 15.13 | -21.95 | 131.61 | -8.82 | 44.80 | -40.05 | 27.03 | 8.82 | 209.09 | -40.48 | 7.63 | -7.87 | 2.62 | -19.51 | -14.82 | -22.86 | 4.19 |
| Sharpe Ratio | NA | 1.61 | -0.12 | 0.25 | -0.10 | NA | NA | … | … | 1.60 | 1.78 | -1.19 | -0.31 | 0.78 | 0.62 | -0.39 | 0.17 | -1.41 | -0.45 | 0.29 | 0.27 | -0.37 | 2.62 | -0.23 | 0.39 | -0.57 | -0.48 | 0.09 | 2.04 | -0.46 | 0.06 | -0.09 | -0.01 | -0.42 | -0.37 | -0.50 | 0.13 |
| Standard Deviation(%) | NA | 42.02 | 43.75 | 42.41 | 44.31 | NA | NA | … | … | 1.30 | 53.92 | 40.94 | 49.08 | 33.73 | 52.29 | 69.46 | 46.13 | 28.65 | 34.69 | 33.61 | 53.34 | 62.95 | 50.46 | 57.08 | 106.28 | 75.90 | 58.59 | 56.02 | 100.71 | 93.91 | 84.37 | 116.60 | 100.83 | 59.15 | 55.61 | 54.67 | 86.45 |
| Draw Down(%) | NA | 32.74 | 71.02 | 71.02 | 73.56 | NA | NA | … | … | 0.17 | 32.74 | 56.74 | 50.35 | 37.34 | 33.12 | 51.48 | 30.27 | 40.83 | 24.82 | 17.57 | 35.68 | 59.38 | 21.40 | 21.69 | 57.86 | 62.20 | 26.32 | 25.06 | 23.61 | 47.62 | 37.21 | 33.28 | 25.14 | 30.40 | 45.79 | 38.08 | 41.03 |
| 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 | 0.00 | 0.00 | 0.89 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/31/2014, Common starting date is 09/16/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRCO (Dynamics Research Corp) |
-27.50%
Nov 2005 – Nov 2008 |
-17.76%
Nov 2003 – Nov 2008 |
-13.29%
Jun 2002 – Jun 2012 |
-5.54%
May 1998 – May 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRCO (Dynamics Research Corp) |
69.47%
Mar 1999 – Mar 2002 |
34.48%
Feb 1999 – Feb 2004 |
22.77%
Dec 1994 – Dec 2004 |
11.39%
Apr 1990 – Apr 2005 |
Annualized Rolling Returns Comparison Chart