Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JAS (JO-ANN STORES INC) | NA | 49.94% | 60.38% | 36.21% | NA | NA | NA | … | … |
Data as of 03/18/2011, Common starting date is 11/05/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JAS (JO-ANN STORES INC) | 11/05/2003 | 03/18/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.20 | 49.94 | 60.38 | 36.21 | NA | NA | NA | … | … | 1.31 | 66.17 | 133.96 | 18.43 | -46.83 | 108.47 | -57.15 | 35.00 | -23.05 |
| Sharpe Ratio | NA | 1.16 | 1.09 | 0.67 | NA | NA | NA | … | … | 3.19 | 1.39 | 2.66 | 0.23 | -0.96 | 3.02 | -1.52 | 0.93 | -1.25 |
| Standard Deviation(%) | NA | 42.80 | 55.05 | 53.64 | NA | NA | NA | … | … | 1.98 | 47.67 | 50.41 | 75.53 | 51.87 | 34.97 | 39.14 | 36.49 | 66.57 |
| Draw Down(%) | NA | 22.74 | 57.92 | 72.95 | NA | NA | NA | … | … | 0.31 | 22.74 | 28.08 | 57.92 | 62.51 | 24.82 | 62.91 | 21.50 | 29.14 |
| 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 03/18/2011, Common starting date is 11/05/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAS (JO-ANN STORES INC) |
-22.64%
Jan 2005 – Jan 2008 |
-14.84%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAS (JO-ANN STORES INC) |
68.15%
Jan 2008 – Jan 2011 |
38.54%
Dec 2005 – Dec 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart