Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMG (nan) | NA | 30.44% | 5.45% | 6.71% | NA | NA | NA | … | … |
Data as of 12/17/2010, Common starting date is 11/16/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMG (nan) | 11/16/2005 | 12/17/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.72 | 30.44 | 5.45 | 6.71 | NA | NA | NA | … | … | 26.68 | 56.07 | -41.75 | 10.69 | 8.22 | 3.58 |
| Sharpe Ratio | NA | 1.42 | 0.15 | 0.18 | NA | NA | NA | … | … | 1.28 | 1.78 | -1.02 | 0.49 | 0.33 | 4.03 |
| Standard Deviation(%) | NA | 21.37 | 33.12 | 27.69 | NA | NA | NA | … | … | 21.60 | 31.42 | 41.71 | 15.62 | 15.01 | 7.86 |
| Draw Down(%) | NA | 17.38 | 56.43 | 58.44 | NA | NA | NA | … | … | 17.38 | 24.20 | 56.43 | 12.02 | 13.93 | 1.32 |
| Yield(%) | 0.00 | 0.42 | 0.93 | 0.80 | 0.42 | 0.28 | 0.21 | … | … | 0.30 | 0.87 | 0.41 | 2.30 | 0.19 | 0.06 |
Data as of 12/17/2010, Common starting date is 11/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMG (nan) |
-15.77%
Feb 2006 – Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMG (nan) |
2.32%
Nov 2007 – Nov 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart