Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LTD (Limited Brands) | NA | 29.42% | 28.61% | 58.78% | 17.79% | 14.67% | 13.06% | … | … |
Data as of 11/29/2013, Common starting date is 07/01/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LTD (Limited Brands) | 07/01/1985 | 11/29/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.64 | 29.42 | 28.61 | 58.78 | 17.79 | 14.67 | 13.06 | … | … | 41.85 | 21.65 | 34.25 | 63.49 | 100.87 | -44.71 | -32.84 | 32.46 | -0.27 | 37.88 | 32.90 | -3.72 | -12.00 | -19.84 | 65.61 | 17.57 | 43.66 | 10.86 | -2.31 | 11.33 | -35.56 | -4.32 | 62.54 | 5.22 | 29.57 | 60.40 | -45.12 | 53.35 | 26.11 |
| Sharpe Ratio | NA | 1.21 | 1.00 | 1.31 | 0.44 | NA | NA | … | … | 1.98 | 0.89 | 0.99 | 1.80 | 1.73 | -0.71 | -1.02 | 1.21 | -0.11 | 1.75 | 1.00 | -0.10 | -0.32 | -0.45 | 1.70 | 0.34 | -0.45 | 0.24 | -0.19 | 0.27 | -0.97 | -0.18 | 1.35 | 0.00 | 0.74 | 1.33 | -1.00 | 1.28 | 1.71 |
| Standard Deviation(%) | NA | 24.38 | 28.55 | 40.02 | 38.22 | NA | NA | … | … | 23.49 | 24.44 | 34.60 | 35.14 | 58.42 | 64.23 | 35.30 | 24.26 | 23.17 | 21.08 | 32.05 | 49.54 | 45.66 | 53.06 | 36.75 | 41.52 | 25.86 | 30.00 | 31.57 | 31.22 | 38.53 | 36.65 | 43.39 | 46.60 | 32.39 | 41.64 | 49.19 | 38.28 | 31.55 |
| Draw Down(%) | NA | 17.27 | 24.92 | 41.98 | 78.67 | NA | NA | … | … | 10.64 | 20.56 | 24.92 | 22.71 | 41.98 | 67.68 | 39.84 | 14.59 | 24.34 | 15.65 | 22.07 | 41.53 | 53.92 | 45.96 | 19.90 | 41.71 | 16.20 | 20.32 | 28.15 | 22.42 | 42.63 | 37.97 | 30.93 | 52.22 | 21.09 | 22.45 | 68.54 | 25.98 | 17.47 |
| Yield(%) | 0.00 | 2.33 | 3.98 | 13.74 | 5.19 | 3.03 | 3.50 | … | … | 2.53 | 5.11 | 2.61 | 3.11 | 5.59 | 3.30 | 2.03 | 2.69 | 2.66 | 9.63 | 2.86 | 1.93 | 1.82 | 0.74 | 5.75 | 1.13 | 1.48 | 1.33 | 1.33 | 1.86 | 0.78 | 0.60 | 0.95 | 0.42 | 0.38 | 0.43 | 0.24 | 0.15 | 0.07 |
Data as of 11/29/2013, Common starting date is 07/01/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTD (Limited Brands) |
-28.90%
Feb 2006 – Feb 2009 |
-13.62%
Feb 2004 – Feb 2009 |
-4.28%
Feb 1999 – Feb 2009 |
2.11%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTD (Limited Brands) |
87.23%
Feb 2009 – Feb 2012 |
44.02%
Oct 2008 – Oct 2013 |
19.14%
Sep 2003 – Sep 2013 |
16.25%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart