Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KEYN (Keynote Systems Inc) | NA | 54.09% | 31.22% | 8.54% | 7.01% | NA | NA | … | … |
Data as of 08/22/2013, Common starting date is 09/27/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KEYN (Keynote Systems Inc) | 09/27/1999 | 08/22/2013 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 54.09 | 31.22 | 8.54 | 7.01 | NA | NA | … | … | 42.58 | -30.00 | 42.20 | 35.36 | 42.18 | -45.12 | 32.55 | -17.51 | -7.69 | 17.57 | 53.37 | -17.43 | -34.11 | -80.76 | 155.37 |
| Sharpe Ratio | NA | 1.14 | 0.64 | 0.16 | 0.13 | NA | NA | … | … | 1.33 | -0.94 | 0.72 | 1.11 | 0.70 | -0.64 | 0.80 | -0.91 | -0.37 | 0.50 | 1.63 | -0.51 | -0.63 | -0.62 | 31.05 |
| Standard Deviation(%) | NA | 47.45 | 47.43 | 52.96 | 45.32 | NA | NA | … | … | 55.32 | 32.28 | 58.79 | 31.66 | 60.03 | 71.96 | 37.08 | 23.18 | 27.03 | 33.20 | 32.36 | 36.31 | 58.78 | 136.93 | 106.16 |
| Draw Down(%) | NA | 31.87 | 56.25 | 56.25 | 61.73 | NA | NA | … | … | 31.87 | 37.63 | 38.34 | 25.46 | 25.76 | 53.68 | 28.08 | 23.97 | 26.44 | 14.71 | 12.05 | 38.82 | 61.58 | 91.95 | 21.67 |
| Yield(%) | 0.00 | 1.89 | 2.60 | 1.24 | 0.81 | 0.20 | 0.15 | … | … | 0.48 | 1.46 | 1.65 | 1.92 | 0.65 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/22/2013, Common starting date is 09/27/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEYN (Keynote Systems Inc) |
-62.09%
Feb 2000 – Feb 2003 |
-40.81%
Feb 2000 – Feb 2005 |
-23.95%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEYN (Keynote Systems Inc) |
40.62%
Feb 2009 – Feb 2012 |
18.27%
Jul 2006 – Jul 2011 |
12.35%
Oct 2001 – Oct 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart