Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GR (Goodrich Corp) | NA | 31.35% | 37.63% | 17.17% | 21.88% | 10.78% | 14.44% | … | … |
Data as of 07/26/2012, Common starting date is 07/01/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GR (Goodrich Corp) | 07/01/1985 | 07/26/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | 31.35 | 37.63 | 17.17 | 21.88 | 10.78 | 14.44 | … | … | 3.29 | 42.20 | 38.15 | 77.29 | -46.52 | 57.16 | 12.96 | 28.40 | 12.88 | 68.59 | -25.83 | -24.34 | 38.56 | -17.78 | -8.30 | 7.90 | 25.83 | 72.30 | 21.48 | -7.15 | 31.19 | 27.12 | 3.91 | -10.71 | 38.20 | 5.12 | 44.73 | 11.82 |
| Sharpe Ratio | NA | 1.21 | 1.48 | 0.46 | 0.62 | NA | NA | … | … | 2.73 | 1.36 | 1.42 | 1.97 | -0.85 | 2.35 | 0.39 | 0.92 | 0.50 | 2.05 | -0.60 | -0.62 | 0.82 | -0.53 | -0.29 | -1.86 | 0.98 | 3.80 | 0.94 | -0.36 | 1.02 | 0.83 | -0.05 | -0.66 | 1.02 | 0.02 | 1.47 | 1.03 |
| Standard Deviation(%) | NA | 25.87 | 25.21 | 36.46 | 33.67 | NA | NA | … | … | 2.14 | 30.96 | 26.72 | 39.22 | 55.76 | 23.14 | 24.81 | 28.38 | 24.06 | 33.06 | 44.62 | 43.64 | 41.87 | 39.35 | 40.34 | 25.39 | 22.60 | 17.99 | 19.71 | 25.22 | 28.10 | 27.92 | 26.80 | 24.78 | 32.76 | 54.18 | 27.36 | 19.51 |
| Draw Down(%) | NA | 17.71 | 18.68 | 64.46 | 64.46 | NA | NA | … | … | 1.60 | 18.68 | 16.79 | 26.35 | 62.02 | 10.11 | 18.60 | 24.88 | 17.38 | 30.88 | 55.50 | 60.78 | 22.96 | 51.01 | 50.08 | 16.58 | 14.16 | 8.03 | 13.86 | 21.20 | 30.24 | 20.25 | 33.91 | 38.33 | 20.13 | 53.72 | 19.68 | 6.17 |
| Yield(%) | 0.00 | 0.89 | 2.03 | 1.59 | 4.13 | 2.53 | 3.12 | … | … | 0.23 | 1.30 | 1.66 | 2.57 | 1.34 | 1.80 | 2.00 | 2.48 | 2.75 | 4.19 | 8.15 | 3.11 | 4.25 | 3.19 | 2.84 | 3.05 | 1.79 | 2.97 | 3.41 | 2.94 | 3.60 | 4.16 | 3.78 | 3.05 | 2.47 | 2.89 | 4.13 | 2.23 |
Data as of 07/26/2012, Common starting date is 07/01/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GR (Goodrich Corp) |
-19.92%
Apr 2000 – Apr 2003 |
-19.07%
Apr 1998 – Apr 2003 |
1.70%
Mar 1993 – Mar 2003 |
4.36%
Apr 1988 – Apr 2003 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GR (Goodrich Corp) |
57.98%
Feb 2009 – Feb 2012 |
40.12%
Apr 2003 – Apr 2008 |
23.21%
Sep 2001 – Sep 2011 |
17.28%
Oct 1985 – Oct 2000 |
Annualized Rolling Returns Comparison Chart