Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRJ (DREAMS INC) | NA | 58.99% | 112.41% | 7.44% | 9.35% | NA | NA | … | … |
Data as of 06/06/2012, Common starting date is 11/19/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRJ (DREAMS INC) | 11/19/1999 | 06/06/2012 |
| 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 (%) | 0.29 | 58.99 | 112.41 | 7.44 | 9.35 | NA | NA | … | … | 60.47 | -19.48 | 64.81 | 315.38 | -78.33 | -48.14 | 883.33 | -60.00 | 15.38 | 0.00 | -65.79 | -64.17 | 322.86 | -59.92 |
| Sharpe Ratio | NA | 1.10 | 1.70 | 0.08 | 0.05 | NA | NA | … | … | 3.98 | -0.34 | 0.97 | 2.75 | -0.70 | -0.78 | 5.87 | -0.27 | 0.09 | 0.00 | -0.56 | -0.44 | 1.57 | -0.17 |
| Standard Deviation(%) | NA | 53.58 | 72.50 | 85.54 | 174.43 | NA | NA | … | … | 50.64 | 58.15 | 66.60 | 114.61 | 113.55 | 65.88 | 151.43 | 229.59 | 156.17 | 204.90 | 120.35 | 152.84 | 203.14 | 620.58 |
| Draw Down(%) | NA | 35.31 | 45.86 | 90.53 | 93.33 | NA | NA | … | … | 13.00 | 40.51 | 33.51 | 45.86 | 83.24 | 58.71 | 42.11 | 80.00 | 73.33 | 70.83 | 65.79 | 76.01 | 62.51 | 59.92 |
| 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 06/06/2012, Common starting date is 11/19/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRJ (DREAMS INC) |
-55.86%
Jul 2000 – Jul 2003 |
-48.50%
Apr 2000 – Apr 2005 |
-16.96%
Jul 2000 – Jul 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRJ (DREAMS INC) |
125.06%
Apr 2009 – Apr 2012 |
56.18%
Apr 2005 – Apr 2010 |
9.35%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart