Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EPHC (Epoch Holding Corp) | NA | 20.20% | 37.76% | 20.19% | 38.10% | 6.15% | 3.39% | … | … |
Data as of 03/28/2013, Common starting date is 12/19/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EPHC (Epoch Holding Corp) | 12/19/1988 | 03/28/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 20.20 | 37.76 | 20.19 | 38.10 | 6.15 | 3.39 | … | … | 0.68 | 31.74 | 44.72 | 49.98 | 39.83 | -48.84 | 51.19 | 65.67 | 22.45 | 246.50 | 90.11 | -69.92 | -48.20 | -39.83 | -11.97 | -16.53 | 16.00 | -13.69 | 57.41 | -42.24 | -28.13 | 152.10 | 13.98 | -13.68 | -36.30 | -3.23 |
| Sharpe Ratio | NA | 0.55 | 0.77 | 0.33 | 0.56 | NA | NA | … | … | 1.76 | 0.73 | 0.64 | 1.22 | 0.56 | -0.61 | 0.71 | 0.99 | 0.41 | 3.21 | 0.92 | -0.51 | -0.75 | -0.57 | -0.43 | -0.58 | -1.25 | -0.52 | 1.43 | -1.07 | -0.64 | 2.94 | 0.26 | -0.54 | -1.11 | -3.79 |
| Standard Deviation(%) | NA | 36.75 | 50.32 | 61.30 | 66.27 | NA | NA | … | … | 1.62 | 43.96 | 69.41 | 41.03 | 71.13 | 81.38 | 67.81 | 63.15 | 49.82 | 76.43 | 97.20 | 139.43 | 68.13 | 76.97 | 35.41 | 34.12 | 31.37 | 33.03 | 37.54 | 42.36 | 47.00 | 50.28 | 39.56 | 34.69 | 37.85 | 18.52 |
| Draw Down(%) | NA | 27.53 | 39.18 | 67.27 | 76.41 | NA | NA | … | … | 0.25 | 27.53 | 39.18 | 28.70 | 45.98 | 56.73 | 39.60 | 38.67 | 26.96 | 30.65 | 46.85 | 81.75 | 70.72 | 76.19 | 24.95 | 33.45 | 16.54 | 28.55 | 17.49 | 49.55 | 44.73 | 18.76 | 37.03 | 37.96 | 46.01 | 4.80 |
| Yield(%) | 0.00 | 4.54 | 4.66 | 3.02 | 15.24 | 0.96 | 0.84 | … | … | 0.36 | 4.76 | 1.69 | 1.83 | 1.61 | 0.76 | 0.26 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.75 | 4.00 | 2.37 | 2.04 | 4.13 | 9.20 | 7.90 | 1.73 | 0.00 |
Data as of 03/28/2013, Common starting date is 12/19/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPHC (Epoch Holding Corp) |
-61.39%
Oct 1999 – Oct 2002 |
-46.56%
Oct 1997 – Oct 2002 |
-28.65%
Oct 1992 – Oct 2002 |
-12.40%
Feb 1989 – Feb 2004 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPHC (Epoch Holding Corp) |
131.93%
Oct 2002 – Oct 2005 |
96.44%
Oct 2002 – Oct 2007 |
47.44%
Oct 2002 – Oct 2012 |
7.75%
Apr 1997 – Apr 2012 |
Annualized Rolling Returns Comparison Chart