Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOOF (New Frontier Media Inc) | NA | 91.59% | 3.67% | -15.22% | 10.88% | -5.58% | NA | … | … |
Data as of 11/29/2012, Common starting date is 10/28/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOOF (New Frontier Media Inc) | 10/28/1996 | 11/29/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.99 | 91.59 | 3.67 | -15.22 | 10.88 | -5.58 | NA | … | … | 99.03 | -40.12 | -8.99 | 11.18 | -68.22 | -35.62 | 47.34 | -17.66 | -14.80 | 834.88 | -66.80 | 96.21 | -64.03 | 376.62 | -80.94 | -16.87 | 2.32 |
| Sharpe Ratio | NA | 1.72 | 0.08 | -0.25 | 0.15 | NA | NA | … | … | 1.76 | -0.91 | -0.19 | 0.17 | -0.92 | -0.92 | 1.19 | -0.54 | -0.31 | 9.06 | -0.93 | 0.92 | -0.56 | 3.03 | -0.63 | -1.20 | 0.13 |
| Standard Deviation(%) | NA | 53.30 | 47.18 | 61.66 | 63.64 | NA | NA | … | … | 64.32 | 44.21 | 47.28 | 66.45 | 74.76 | 42.08 | 37.14 | 36.59 | 51.50 | 92.08 | 72.73 | 104.08 | 121.43 | 123.33 | 133.55 | 59.37 | 88.93 |
| Draw Down(%) | NA | 28.90 | 56.60 | 82.53 | 89.63 | NA | NA | … | … | 28.90 | 52.34 | 42.13 | 45.45 | 76.25 | 51.81 | 30.53 | 44.91 | 49.29 | 29.07 | 80.07 | 58.69 | 87.01 | 62.10 | 84.58 | 23.31 | 12.52 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.01 | 12.94 | 1.31 | 1.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 2.17 | 9.98 | 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 11/29/2012, Common starting date is 10/28/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOOF (New Frontier Media Inc) |
-59.05%
Mar 2000 – Mar 2003 |
-34.14%
Dec 2006 – Dec 2011 |
-14.91%
Mar 2000 – Mar 2010 |
-9.83%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOOF (New Frontier Media Inc) |
125.72%
Apr 2003 – Apr 2006 |
59.86%
Dec 1998 – Dec 2003 |
9.33%
Oct 2002 – Oct 2012 |
-5.24%
Oct 1997 – Oct 2012 |
Annualized Rolling Returns Comparison Chart