Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LO (Lorillard Inc) | NA | 22.96% | 25.96% | 29.94% | NA | NA | NA | … | … |
Data as of 06/12/2015, Common starting date is 06/11/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LO (Lorillard Inc) | 06/11/2008 | 06/12/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.48 | 22.96 | 25.96 | 29.94 | NA | NA | NA | … | … | 15.58 | 29.68 | 37.06 | 7.51 | 46.26 | 8.09 | 50.49 | -24.95 |
| Sharpe Ratio | NA | 1.21 | 1.21 | 1.31 | NA | NA | NA | … | … | 2.92 | 1.11 | 2.03 | 0.33 | 1.64 | 0.44 | 2.05 | -0.83 |
| Standard Deviation(%) | NA | 18.94 | 21.43 | 22.80 | NA | NA | NA | … | … | 13.17 | 26.74 | 18.20 | 22.74 | 28.18 | 18.03 | 24.62 | 49.12 |
| Draw Down(%) | NA | 12.82 | 19.03 | 19.03 | NA | NA | NA | … | … | 5.34 | 12.82 | 10.04 | 19.03 | 15.68 | 10.62 | 12.86 | 27.64 |
| Yield(%) | 0.00 | 4.22 | 2.46 | 5.33 | 3.54 | 2.36 | 1.77 | … | … | 2.11 | 4.92 | 1.82 | 5.47 | 6.35 | 5.21 | 6.95 | 2.38 |
Data as of 06/12/2015, Common starting date is 06/11/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LO (Lorillard Inc) |
19.34%
Dec 2009 – Dec 2012 |
18.05%
Aug 2008 – Aug 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LO (Lorillard Inc) |
38.00%
Feb 2009 – Feb 2012 |
31.10%
May 2010 – May 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart