Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INSU (Shift Technologies Inc) | NA | -46.67% | 7.75% | -12.06% | -3.85% | 4.73% | -0.22% | … | … |
Data as of 10/25/2011, Common starting date is 04/24/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INSU (Shift Technologies Inc) | 04/24/1989 | 10/25/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.36 | -46.67 | 7.75 | -12.06 | -3.85 | 4.73 | -0.22 | … | … | -47.19 | 16.68 | 15.39 | 33.04 | -42.77 | 33.51 | -14.56 | 37.39 | -3.23 | -33.35 | -35.86 | 41.17 | 94.83 | 87.10 | 5.16 | -36.57 | 0.00 | -5.14 | -51.96 | 28.27 | 449.17 | -55.42 | -14.53 |
| Sharpe Ratio | NA | -0.85 | 0.13 | -0.23 | -0.10 | NA | NA | … | … | -1.00 | 0.39 | 0.32 | 0.49 | -0.89 | 0.65 | -0.34 | 0.96 | -0.10 | -0.61 | -0.51 | 0.61 | 2.24 | 1.79 | -1.01 | -0.72 | -0.12 | -0.22 | -1.04 | 0.52 | 7.74 | -0.89 | -0.66 |
| Standard Deviation(%) | NA | 54.65 | 53.59 | 55.43 | 53.30 | NA | NA | … | … | 54.14 | 42.37 | 48.28 | 64.87 | 51.71 | 46.93 | 48.50 | 37.81 | 38.40 | 56.73 | 76.08 | 60.94 | 40.82 | 46.76 | 49.50 | 55.25 | 32.55 | 36.03 | 51.90 | 49.54 | 57.09 | 68.31 | 39.32 |
| Draw Down(%) | NA | 64.20 | 64.20 | 66.75 | 66.75 | NA | NA | … | … | 64.20 | 31.96 | 40.92 | 47.14 | 59.02 | 31.28 | 38.33 | 24.34 | 28.56 | 55.60 | 65.03 | 39.08 | 17.52 | 35.73 | 30.20 | 51.85 | 33.13 | 28.66 | 55.88 | 38.04 | 23.08 | 69.18 | 27.58 |
| 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 | 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 10/25/2011, Common starting date is 04/24/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INSU (Shift Technologies Inc) |
-26.83%
Feb 1993 – Feb 1996 |
-22.53%
Feb 1992 – Feb 1997 |
-6.34%
Feb 1993 – Feb 2003 |
-3.81%
Jan 1993 – Jan 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INSU (Shift Technologies Inc) |
82.73%
Apr 1997 – Apr 2000 |
36.33%
Jun 1996 – Jun 2001 |
28.67%
Oct 1990 – Oct 2000 |
13.77%
Nov 1990 – Nov 2005 |
Annualized Rolling Returns Comparison Chart