Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCN (Focus Media Holding LTD) | NA | 27.77% | 21.10% | -5.49% | NA | NA | NA | … | … |
Data as of 05/24/2013, Common starting date is 07/13/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCN (Focus Media Holding LTD) | 07/13/2005 | 05/24/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 27.77 | 21.10 | -5.49 | NA | NA | NA | … | … | 6.82 | 31.71 | -11.13 | 38.36 | 74.37 | -84.00 | 71.14 | 96.59 | 67.18 |
| Sharpe Ratio | NA | 0.89 | 0.25 | -0.07 | NA | NA | NA | … | … | 1.77 | 0.70 | -0.14 | 0.80 | 1.04 | -0.72 | 1.31 | 1.67 | 4.09 |
| Standard Deviation(%) | NA | 31.09 | 85.18 | 93.75 | NA | NA | NA | … | … | 10.17 | 45.87 | 81.11 | 47.84 | 71.71 | 117.03 | 52.15 | 56.16 | 47.59 |
| Draw Down(%) | NA | 23.30 | 58.60 | 87.29 | NA | NA | NA | … | … | 3.70 | 37.12 | 58.60 | 25.40 | 49.31 | 89.15 | 29.49 | 25.47 | 15.21 |
| 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 |
Data as of 05/24/2013, Common starting date is 07/13/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCN (Focus Media Holding LTD) |
-40.69%
Apr 2006 – Apr 2009 |
-17.58%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCN (Focus Media Holding LTD) |
55.96%
Apr 2009 – Apr 2012 |
14.95%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart