Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LIZ (Liz Claiborne) | NA | 1.36% | 42.45% | 40.02% | -4.57% | 2.29% | 5.00% | … | … |
Data as of 12/05/2014, Common starting date is 07/09/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LIZ (Liz Claiborne) | 07/09/1986 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.77 | 1.36 | 42.45 | 40.02 | -4.57 | 2.29 | 5.00 | … | … | 7.30 | 148.86 | 6.49 | 20.53 | 27.18 | 116.54 | -86.86 | -52.86 | 22.04 | -14.65 | 19.77 | 20.45 | 20.09 | 20.07 | 11.66 | 21.52 | -23.23 | 9.84 | 43.22 | 67.18 | -22.46 | -44.27 | 0.12 | 43.74 | 24.90 | 40.11 | 5.86 | -22.51 | -2.86 |
| Sharpe Ratio | NA | 0.02 | 0.78 | 0.64 | -0.07 | NA | NA | … | … | 0.16 | 4.58 | 0.11 | 0.29 | 0.44 | 0.96 | -0.78 | -1.72 | 1.04 | -0.75 | 1.08 | 0.84 | 0.56 | 0.53 | 0.16 | 0.60 | -0.60 | -1.58 | 1.18 | 2.12 | -0.75 | -1.09 | -0.07 | 0.97 | 0.44 | 0.98 | 0.03 | -0.36 | -0.27 |
| Standard Deviation(%) | NA | 54.17 | 54.15 | 64.08 | 83.85 | NA | NA | … | … | 48.90 | 32.51 | 57.87 | 69.61 | 61.80 | 121.12 | 112.19 | 32.57 | 18.17 | 22.49 | 17.49 | 23.53 | 33.86 | 34.11 | 47.14 | 30.73 | 44.54 | 28.64 | 33.21 | 29.84 | 33.93 | 42.50 | 30.98 | 41.10 | 43.97 | 35.01 | 46.99 | 72.51 | 34.97 |
| Draw Down(%) | NA | 34.85 | 45.68 | 56.91 | 96.34 | NA | NA | … | … | 34.85 | 14.11 | 45.68 | 45.06 | 56.91 | 59.37 | 92.53 | 56.51 | 16.81 | 20.71 | 13.56 | 15.97 | 24.57 | 31.29 | 25.86 | 21.77 | 53.21 | 30.26 | 25.50 | 18.62 | 39.09 | 56.53 | 30.48 | 27.55 | 35.86 | 21.38 | 30.07 | 66.76 | 18.78 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.22 | 0.36 | 0.76 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.14 | 0.51 | 0.63 | 0.53 | 0.65 | 0.74 | 0.45 | 0.54 | 0.62 | 0.70 | 0.54 | 0.61 | 0.83 | 1.41 | 1.10 | 0.59 | 0.52 | 0.62 | 0.29 | 0.31 | 0.42 | 0.08 | 0.00 |
Data as of 12/05/2014, Common starting date is 07/09/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LIZ (Liz Claiborne) |
-60.28%
Mar 2006 – Mar 2009 |
-42.15%
Jan 2004 – Jan 2009 |
-18.63%
Jan 1999 – Jan 2009 |
-8.69%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LIZ (Liz Claiborne) |
75.54%
Mar 2009 – Mar 2012 |
61.35%
Mar 2009 – Mar 2014 |
19.56%
Feb 1995 – Feb 2005 |
12.63%
Aug 1988 – Aug 2003 |
Annualized Rolling Returns Comparison Chart