Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCRS (MICROS Systems Inc) | NA | 37.08% | 14.60% | 18.21% | 18.36% | 14.81% | 15.26% | … | … |
Data as of 09/09/2014, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCRS (MICROS Systems Inc) | 03/27/1990 | 09/09/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | 37.08 | 14.60 | 18.21 | 18.36 | 14.81 | 15.26 | … | … | 18.51 | 35.18 | -8.89 | 6.20 | 41.35 | 90.13 | -53.48 | 33.13 | 9.06 | 23.80 | 80.03 | 93.40 | -10.68 | 37.53 | -75.34 | 125.06 | 46.13 | 46.34 | -37.56 | 30.46 | 49.50 | 24.69 | 237.50 | 71.43 | -31.77 |
| Sharpe Ratio | NA | 1.91 | 0.60 | 0.69 | 0.49 | NA | NA | … | … | 1.25 | 1.77 | -0.36 | 0.18 | 1.44 | 2.01 | -0.96 | 0.96 | 0.16 | 0.58 | 2.64 | 3.12 | -0.22 | 0.54 | -0.89 | 3.00 | 0.76 | -0.23 | -0.45 | 0.66 | 1.30 | 0.39 | 4.05 | 1.09 | -0.71 |
| Standard Deviation(%) | NA | 19.42 | 24.10 | 26.31 | 35.34 | NA | NA | … | … | 22.40 | 19.81 | 25.07 | 34.75 | 28.60 | 44.70 | 56.35 | 31.54 | 35.85 | 37.16 | 29.99 | 29.70 | 53.11 | 66.29 | 89.64 | 40.60 | 56.49 | 39.45 | 90.78 | 40.36 | 35.91 | 57.76 | 57.29 | 61.76 | 62.39 |
| Draw Down(%) | NA | 14.40 | 32.12 | 32.12 | 63.39 | NA | NA | … | … | 14.40 | 12.95 | 32.12 | 26.85 | 16.35 | 18.02 | 62.70 | 12.10 | 33.71 | 18.09 | 14.54 | 11.92 | 39.80 | 40.85 | 80.15 | 17.08 | 43.26 | 25.31 | 64.65 | 26.32 | 18.42 | 46.07 | 29.67 | 29.17 | 47.62 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/09/2014, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRS (MICROS Systems Inc) |
-32.84%
Dec 1999 – Dec 2002 |
-7.15%
Feb 1996 – Feb 2001 |
5.31%
Dec 1999 – Dec 2009 |
10.43%
Jan 1994 – Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRS (MICROS Systems Inc) |
93.23%
Dec 1990 – Dec 1993 |
69.72%
Nov 1990 – Nov 1995 |
32.35%
Apr 1990 – Apr 2000 |
32.01%
Nov 1990 – Nov 2005 |
Annualized Rolling Returns Comparison Chart