Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EPCYY (Epcos Ag) | NA | 0.97% | 13.09% | 12.81% | -9.45% | NA | NA | … | … |
Data as of 12/16/2009, Common starting date is 10/18/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EPCYY (Epcos Ag) | 10/18/1999 | 12/16/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.97 | 13.09 | 12.81 | -9.45 | NA | NA | … | … | -7.66 | 66.55 | -11.69 | 54.00 | -13.68 | -33.22 | 122.17 | -79.74 | -39.80 | 13.42 | 101.68 |
| Sharpe Ratio | NA | 0.01 | 0.20 | 0.16 | NA | NA | NA | … | … | -0.15 | 1.27 | -0.39 | 1.53 | -0.47 | -0.84 | 2.06 | -1.02 | -0.78 | 0.12 | 45.49 |
| Standard Deviation(%) | NA | 68.25 | 61.19 | 68.53 | NA | NA | NA | … | … | 55.59 | 51.31 | 38.26 | 33.28 | 33.72 | 40.61 | 59.04 | 79.18 | 54.71 | 75.07 | 63.56 |
| Draw Down(%) | NA | 41.20 | 46.36 | 46.36 | 96.59 | NA | NA | … | … | 41.20 | 29.31 | 26.91 | 21.42 | 24.55 | 51.01 | 24.94 | 89.07 | 69.14 | 61.03 | 16.54 |
| Yield(%) | 0.00 | 1.55 | 1.94 | 1.47 | 0.27 | 0.37 | 0.27 | … | … | 1.41 | 2.51 | 1.26 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.10 | 0.00 | 0.00 |
Data as of 12/16/2009, Common starting date is 10/18/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPCYY (Epcos Ag) |
-57.28%
Feb 2000 – Feb 2003 |
-39.23%
Apr 2000 – Apr 2005 |
-7.68%
Nov 1999 – Nov 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPCYY (Epcos Ag) |
31.33%
Dec 2005 – Dec 2008 |
22.70%
Sep 2002 – Sep 2007 |
-7.68%
Nov 1999 – Nov 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart