Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LAVA (Magma Design Automation LLC) | NA | 16.88% | 99.10% | -7.48% | -7.11% | NA | NA | … | … |
Data as of 02/22/2012, Common starting date is 11/23/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LAVA (Magma Design Automation LLC) | 11/23/2001 | 02/22/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.24 | 16.88 | 99.10 | -7.48 | -7.11 | NA | NA | … | … | 2.23 | 43.31 | 116.88 | 126.47 | -91.65 | 36.73 | 6.18 | -32.77 | -46.40 | 143.63 | -68.36 | 60.81 |
| Sharpe Ratio | NA | 0.28 | 1.34 | -0.10 | -0.10 | NA | NA | … | … | 2.72 | 0.72 | 2.47 | 1.18 | -0.92 | 0.81 | 0.07 | -0.50 | -1.11 | 2.22 | -0.88 | 164.65 |
| Standard Deviation(%) | NA | 59.18 | 68.87 | 81.57 | 86.00 | NA | NA | … | … | 6.30 | 60.36 | 47.23 | 106.79 | 100.99 | 41.70 | 44.16 | 69.64 | 42.69 | 64.30 | 79.20 | 72.33 |
| Draw Down(%) | NA | 51.95 | 51.95 | 95.43 | 97.53 | NA | NA | … | … | 0.83 | 51.95 | 27.88 | 57.23 | 92.60 | 21.38 | 39.35 | 59.39 | 57.74 | 29.10 | 77.21 | 14.22 |
| 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 |
Data as of 02/22/2012, Common starting date is 11/23/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAVA (Magma Design Automation LLC) |
-55.74%
Mar 2006 – Mar 2009 |
-48.59%
Mar 2004 – Mar 2009 |
-13.40%
Dec 2001 – Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAVA (Magma Design Automation LLC) |
91.65%
Dec 2008 – Dec 2011 |
11.76%
Oct 2002 – Oct 2007 |
-11.58%
Jan 2002 – Jan 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart