Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MOLX (Molex Inc) | NA | 46.18% | 23.99% | 26.83% | 4.17% | 3.26% | 7.76% | … | … |
Data as of 12/09/2013, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOLX (Molex Inc) | 03/27/1990 | 12/09/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | 46.18 | 23.99 | 26.83 | 4.17 | 3.26 | 7.76 | … | … | 44.68 | 18.40 | 8.52 | 8.65 | 54.00 | -45.46 | -12.53 | 22.88 | -12.91 | -13.65 | 51.99 | -25.29 | -12.54 | -21.56 | 49.24 | 19.14 | 28.68 | 23.53 | 15.29 | 21.68 | 33.51 | -0.61 | 53.82 | 10.73 |
| Sharpe Ratio | NA | 1.69 | 0.79 | 0.76 | 0.09 | NA | NA | … | … | 1.46 | 0.82 | 0.22 | 0.28 | 1.11 | -0.86 | -0.67 | 0.75 | -0.62 | -0.58 | 1.42 | -0.52 | -0.33 | -0.42 | 0.86 | 0.37 | -0.73 | 0.65 | 0.41 | 0.76 | 1.09 | -0.10 | 1.51 | 0.26 |
| Standard Deviation(%) | NA | 27.52 | 30.18 | 35.29 | 34.07 | NA | NA | … | … | 32.90 | 22.52 | 39.40 | 30.29 | 48.43 | 53.85 | 23.33 | 26.39 | 24.42 | 25.10 | 36.07 | 50.62 | 46.32 | 60.96 | 53.30 | 42.19 | 36.33 | 30.54 | 27.84 | 24.64 | 28.72 | 30.69 | 33.05 | 34.95 |
| Draw Down(%) | NA | 10.33 | 33.03 | 38.71 | 74.31 | NA | NA | … | … | 10.33 | 21.53 | 33.03 | 24.08 | 38.71 | 63.82 | 24.25 | 24.47 | 19.38 | 22.92 | 18.98 | 47.58 | 43.43 | 43.24 | 31.64 | 26.10 | 30.31 | 23.87 | 13.79 | 19.05 | 16.06 | 24.33 | 16.28 | 28.77 |
| Yield(%) | 0.00 | 2.59 | 3.75 | 5.38 | 1.60 | 0.99 | 0.85 | … | … | 2.45 | 3.53 | 3.33 | 2.91 | 4.04 | 1.98 | 1.19 | 1.06 | 0.60 | 0.36 | 0.41 | 0.32 | 0.28 | 0.19 | 0.17 | 0.15 | 0.11 | 0.09 | 0.08 | 0.05 | 0.05 | 0.02 | 0.01 | 0.00 |
Data as of 12/09/2013, 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 |
|---|---|---|---|---|
| MOLX (Molex Inc) |
-28.27%
Mar 2000 – Mar 2003 |
-17.55%
Feb 2004 – Feb 2009 |
-9.29%
Aug 2000 – Aug 2010 |
0.44%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOLX (Molex Inc) |
48.35%
Mar 1997 – Mar 2000 |
33.18%
Sep 1990 – Sep 1995 |
28.71%
Sep 1990 – Sep 2000 |
12.98%
Sep 1990 – Sep 2005 |
Annualized Rolling Returns Comparison Chart