Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ELOY (eLoyalty Corp.) | NA | -3.14% | -9.94% | -13.36% | -10.92% | NA | NA | … | … |
Data as of 05/31/2011, Common starting date is 02/10/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELOY (eLoyalty Corp.) | 02/10/2000 | 05/31/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.35 | -3.14 | -9.94 | -13.36 | -10.92 | NA | NA | … | … | 1.25 | -6.84 | 165.25 | -80.60 | -28.80 | 82.22 | 75.00 | 61.10 | -12.05 | -21.85 | -91.79 | -82.34 |
| Sharpe Ratio | NA | -0.07 | -0.11 | -0.21 | -0.12 | NA | NA | … | … | 0.08 | -0.14 | 1.81 | -0.96 | -0.51 | 1.80 | 1.21 | 0.93 | -0.28 | -0.35 | -0.59 | -0.67 |
| Standard Deviation(%) | NA | 45.14 | 76.36 | 71.01 | 104.46 | NA | NA | … | … | 35.64 | 50.19 | 91.44 | 84.79 | 62.32 | 44.17 | 60.38 | 64.52 | 45.54 | 64.89 | 161.27 | 133.57 |
| Draw Down(%) | NA | 23.11 | 82.49 | 92.63 | 92.63 | NA | NA | … | … | 17.00 | 32.28 | 37.92 | 85.77 | 58.88 | 35.18 | 46.15 | 38.18 | 23.63 | 54.23 | 96.58 | 91.11 |
| 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 |
Data as of 05/31/2011, Common starting date is 02/10/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELOY (eLoyalty Corp.) |
-75.64%
Mar 2000 – Mar 2003 |
-51.71%
Mar 2000 – Mar 2005 |
-31.25%
Mar 2000 – Mar 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELOY (eLoyalty Corp.) |
77.55%
Oct 2003 – Oct 2006 |
34.33%
Apr 2002 – Apr 2007 |
-11.22%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart