Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IRF (International Rectifier Corp) | NA | 50.64% | 24.35% | 13.92% | 0.60% | 2.91% | 5.93% | … | … |
Data as of 01/13/2015, Common starting date is 11/05/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IRF (International Rectifier Corp) | 11/05/1987 | 01/13/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 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 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.18 | 50.64 | 24.35 | 13.92 | 0.60 | 2.91 | 5.93 | … | … | 0.20 | 53.05 | 47.04 | -8.70 | -34.59 | 34.22 | 63.85 | -60.26 | -11.83 | 20.78 | -28.43 | -9.80 | 167.66 | -47.08 | 16.27 | 15.38 | 166.67 | -17.44 | -22.56 | -39.00 | 106.19 | 73.21 | 16.67 | -4.99 | 14.82 | 91.30 | 24.46 | -16.00 | -13.79 |
| Sharpe Ratio | NA | 1.16 | 0.65 | 0.37 | -0.01 | NA | NA | … | … | 5.78 | 1.21 | 1.60 | -0.23 | -0.86 | 0.95 | 1.49 | -1.06 | -0.48 | 0.50 | -0.72 | -0.26 | 3.39 | -0.57 | 0.16 | 0.13 | 3.13 | -0.31 | -0.52 | -0.61 | 2.53 | 1.73 | 0.35 | -0.16 | 0.14 | 1.35 | 0.37 | -0.38 | -0.84 |
| Standard Deviation(%) | NA | 43.74 | 37.39 | 37.61 | 40.32 | NA | NA | … | … | 1.12 | 43.84 | 29.30 | 37.81 | 40.14 | 36.00 | 42.91 | 57.50 | 31.10 | 35.13 | 42.56 | 40.94 | 49.27 | 84.05 | 87.00 | 88.46 | 52.16 | 66.84 | 49.99 | 69.07 | 40.36 | 40.47 | 41.79 | 46.60 | 77.09 | 63.20 | 50.31 | 54.13 | 79.94 |
| Draw Down(%) | NA | 14.19 | 37.89 | 57.49 | 82.77 | NA | NA | … | … | 0.10 | 14.19 | 17.25 | 37.89 | 46.88 | 27.41 | 26.59 | 71.68 | 29.99 | 33.29 | 50.09 | 42.40 | 26.53 | 77.62 | 63.48 | 57.00 | 44.52 | 70.81 | 51.33 | 52.88 | 14.20 | 28.95 | 25.93 | 50.35 | 62.00 | 62.50 | 34.64 | 53.30 | 25.55 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/13/2015, Common starting date is 11/05/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IRF (International Rectifier Corp) |
-40.57%
Aug 1995 – Aug 1998 |
-26.53%
Nov 2003 – Nov 2008 |
-11.58%
Aug 2000 – Aug 2010 |
-2.22%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IRF (International Rectifier Corp) |
105.68%
Aug 1998 – Aug 2001 |
57.80%
Aug 1998 – Aug 2003 |
32.45%
Oct 1990 – Oct 2000 |
24.03%
Jan 1989 – Jan 2004 |
Annualized Rolling Returns Comparison Chart