Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MEE (Massey Energy Co) | NA | 116.94% | -2.00% | 12.38% | 11.36% | 11.06% | 9.89% | … | … |
Data as of 06/01/2011, Common starting date is 01/04/1982
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEE (Massey Energy Co) | 01/04/1982 | 06/01/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1984 | 1983 | 1982 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.78 | 116.94 | -2.00 | 12.38 | 11.36 | 11.06 | 9.89 | … | … | 21.54 | 28.34 | 208.15 | -61.14 | 54.85 | -38.29 | 8.76 | 69.05 | 116.68 | -52.38 | 63.98 | 15.51 | 10.42 | 15.70 | -39.50 | -3.89 | 54.81 | 7.65 | -2.15 | -3.31 | 19.98 | 0.65 | 58.14 | 70.34 | 19.57 | -23.73 | 7.76 | -12.15 | -8.64 | -33.33 |
| Sharpe Ratio | NA | 2.70 | 0.01 | 0.14 | 0.14 | NA | NA | … | … | 1.65 | 0.51 | 2.45 | -0.54 | 1.16 | -0.99 | 0.17 | 1.60 | 2.48 | -0.75 | 1.10 | 0.23 | 0.17 | 0.34 | -2.37 | -0.32 | 2.17 | 0.18 | -0.19 | -0.21 | 0.42 | -0.12 | 1.80 | 1.82 | 0.28 | -0.78 | 0.08 | -0.62 | -0.41 | -0.87 |
| Standard Deviation(%) | NA | 43.28 | 90.90 | 80.95 | 71.27 | NA | NA | … | … | 36.59 | 55.53 | 84.86 | 115.60 | 44.85 | 41.97 | 39.76 | 42.48 | 46.74 | 71.47 | 57.09 | 50.92 | 41.16 | 36.32 | 39.87 | 22.87 | 23.44 | 26.06 | 22.61 | 27.19 | 38.30 | 37.26 | 29.06 | 35.82 | 55.25 | 35.85 | 33.04 | 30.57 | 35.41 | 47.04 |
| Draw Down(%) | NA | 19.22 | 89.32 | 89.32 | 89.32 | NA | NA | … | … | 16.37 | 51.80 | 44.97 | 89.21 | 42.81 | 55.09 | 32.38 | 18.84 | 26.73 | 77.96 | 53.45 | 50.12 | 37.79 | 32.89 | 54.27 | 17.09 | 7.88 | 25.36 | 16.29 | 22.67 | 33.13 | 39.30 | 21.75 | 18.40 | 47.07 | 39.67 | 29.64 | 33.86 | 32.59 | 59.39 |
| Yield(%) | 0.00 | 0.80 | 0.33 | 0.55 | 0.76 | 3.54 | 3.70 | … | … | 0.11 | 0.54 | 1.48 | 0.60 | 0.77 | 0.41 | 0.47 | 0.77 | 1.60 | 0.76 | 1.31 | 66.24 | 2.08 | 2.09 | 1.25 | 1.07 | 1.44 | 1.33 | 1.21 | 0.98 | 0.95 | 0.69 | 0.79 | 0.27 | 0.00 | 2.62 | 2.74 | 2.94 | 3.18 | 2.62 |
Data as of 06/01/2011, Common starting date is 01/04/1982
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEE (Massey Energy Co) |
-34.01%
Mar 2006 – Mar 2009 |
-13.88%
Mar 2004 – Mar 2009 |
-3.57%
Sep 1992 – Sep 2002 |
-0.10%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEE (Massey Energy Co) |
101.00%
Sep 2002 – Sep 2005 |
48.98%
Jun 2003 – Jun 2008 |
23.69%
Jun 1998 – Jun 2008 |
17.22%
Jun 1993 – Jun 2008 |
Annualized Rolling Returns Comparison Chart