Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LEHMQ (Lehman Brothers Holdings Inc.) | NA | -40.00% | -15.66% | -79.23% | -49.60% | -31.84% | NA | … | … |
Data as of 06/21/2012, Common starting date is 05/12/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEHMQ (Lehman Brothers Holdings Inc.) | 05/12/1994 | 06/21/2012 |
| 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | |
|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -40.00 | -15.66 | -79.23 | -49.60 | -31.84 | NA | … | … |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | … | … |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | … | … |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | … | … |
| Yield(%) | 0.00 | 0.00 | 0.20 | 0.45 | 0.53 | 0.97 | … | … |
Data as of 06/21/2012, Common starting date is 05/12/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEHMQ (Lehman Brothers Holdings Inc.) |
-92.49%
Feb 2006 – Feb 2009 |
-80.98%
Jan 2007 – Jan 2012 |
-52.17%
Dec 2001 – Dec 2011 |
-32.84%
Feb 1997 – Feb 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEHMQ (Lehman Brothers Holdings Inc.) |
62.37%
Mar 1995 – Mar 1998 |
46.09%
Jan 1996 – Jan 2001 |
29.26%
Oct 1996 – Oct 2006 |
-17.69%
Sep 1994 – Sep 2009 |
Annualized Rolling Returns Comparison Chart