Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LRY (Liberty Property Trust) | NA | -1.16% | 8.41% | 21.97% | 4.79% | 11.30% | NA | … | … |
Data as of 02/27/2014, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LRY (Liberty Property Trust) | 08/18/1995 | 02/27/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.68 | -1.16 | 8.41 | 21.97 | 4.79 | 11.30 | NA | … | … | 9.24 | -1.74 | 22.22 | 2.76 | 5.87 | 51.35 | -14.12 | -37.50 | 20.84 | 5.19 | 17.74 | 30.41 | 15.14 | 13.23 | 25.23 | 19.09 | -0.16 | 27.54 | 46.79 | 11.67 |
| Sharpe Ratio | NA | -0.06 | 0.37 | 0.62 | 0.09 | NA | NA | … | … | 5.27 | -0.09 | 1.39 | 0.08 | 0.21 | 0.71 | -0.18 | -1.41 | 1.07 | 0.16 | 0.80 | 1.82 | 0.68 | 0.71 | 1.09 | 0.77 | -0.15 | -1.54 | 2.79 | 2.33 |
| Standard Deviation(%) | NA | 20.78 | 24.27 | 35.59 | 42.83 | NA | NA | … | … | 14.62 | 20.29 | 16.05 | 32.90 | 28.05 | 71.82 | 85.57 | 28.84 | 16.49 | 19.17 | 20.90 | 16.28 | 20.72 | 15.56 | 19.37 | 20.63 | 22.85 | 17.88 | 15.39 | 13.60 |
| Draw Down(%) | NA | 26.27 | 26.41 | 26.41 | 72.95 | NA | NA | … | … | 3.52 | 26.27 | 12.58 | 26.41 | 20.51 | 27.53 | 67.81 | 45.51 | 14.56 | 13.23 | 22.71 | 9.26 | 21.14 | 15.49 | 11.11 | 18.04 | 19.36 | 9.09 | 7.34 | 7.42 |
| Yield(%) | 0.00 | 3.67 | 5.16 | 9.88 | 5.02 | 10.82 | 13.07 | … | … | 0.00 | 3.95 | 6.15 | 5.90 | 6.00 | 8.75 | 8.19 | 5.08 | 5.65 | 5.69 | 6.27 | 7.58 | 8.18 | 8.32 | 9.25 | 8.57 | 7.15 | 8.21 | 10.20 | 5.46 |
Data as of 02/27/2014, Common starting date is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRY (Liberty Property Trust) |
-20.86%
Mar 2006 – Mar 2009 |
-10.21%
Mar 2004 – Mar 2009 |
4.72%
Nov 2003 – Nov 2013 |
9.69%
Nov 1998 – Nov 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRY (Liberty Property Trust) |
31.34%
Mar 2009 – Mar 2012 |
27.54%
Mar 1999 – Mar 2004 |
20.37%
Nov 1995 – Nov 2005 |
13.65%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison Chart