Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ELX (Emulex Corp) | NA | 73.32% | -0.45% | -7.89% | -6.61% | -8.69% | 5.98% | … | … |
Data as of 05/05/2015, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELX (Emulex Corp) | 03/26/1990 | 05/05/2015 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.13 | 73.32 | -0.45 | -7.89 | -6.61 | -8.69 | 5.98 | … | … | 40.92 | -20.81 | -1.92 | 6.41 | -41.17 | 6.97 | 56.16 | -57.23 | -16.35 | -1.41 | 17.52 | -36.88 | 43.83 | -53.05 | -50.58 | 42.12 | 1,025.00 | 190.91 | -12.70 | 53.66 | -24.07 | 8.00 | -36.74 | 88.19 | -2.42 | -6.43 |
| Sharpe Ratio | NA | 1.73 | -0.02 | -0.17 | -0.15 | NA | NA | … | … | 3.14 | -0.41 | -0.06 | 0.14 | -1.00 | 0.19 | 0.89 | -1.08 | -0.60 | -0.14 | 0.45 | -0.80 | 0.78 | -0.53 | -0.36 | 0.25 | 12.36 | 2.12 | -1.40 | 0.69 | -0.48 | 0.04 | -0.60 | 1.51 | -0.10 | -0.24 |
| Standard Deviation(%) | NA | 42.42 | 45.68 | 46.98 | 51.01 | NA | NA | … | … | 56.11 | 50.38 | 30.56 | 45.27 | 41.35 | 37.17 | 63.28 | 53.77 | 32.25 | 32.92 | 34.41 | 47.01 | 55.25 | 103.02 | 150.37 | 149.37 | 82.69 | 88.55 | 48.20 | 72.06 | 57.76 | 112.40 | 64.78 | 56.11 | 62.12 | 55.69 |
| Draw Down(%) | NA | 25.79 | 46.39 | 65.05 | 81.12 | NA | NA | … | … | 10.70 | 42.00 | 23.76 | 45.23 | 52.90 | 41.88 | 40.00 | 62.98 | 31.88 | 33.55 | 23.40 | 69.51 | 31.52 | 82.02 | 91.74 | 80.88 | 32.32 | 62.47 | 34.90 | 37.35 | 64.29 | 79.81 | 46.20 | 34.79 | 55.32 | 39.00 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/05/2015, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELX (Emulex Corp) |
-39.87%
Mar 1991 – Mar 1994 |
-27.72%
Jan 2001 – Jan 2006 |
-18.93%
Jan 2001 – Jan 2011 |
-14.27%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELX (Emulex Corp) |
297.12%
Jan 1998 – Jan 2001 |
136.76%
Jan 1996 – Jan 2001 |
50.65%
Oct 1990 – Oct 2000 |
20.87%
Apr 1994 – Apr 2009 |
Annualized Rolling Returns Comparison Chart