Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOVL (Novell Inc) | NA | 6.09% | -1.54% | -6.24% | 2.55% | -5.27% | -3.78% | … | … |
Data as of 04/27/2011, Common starting date is 08/18/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOVL (Novell Inc) | 08/18/1988 | 04/27/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 6.09 | -1.54 | -6.24 | 2.55 | -5.27 | -3.78 | … | … | 3.04 | 42.65 | 6.68 | -43.38 | 10.81 | -29.78 | 30.81 | -35.90 | 215.27 | -27.23 | -12.07 | -86.93 | 120.30 | 141.73 | -20.80 | -33.54 | -16.76 | -17.49 | -27.19 | -5.00 | 263.64 | 112.90 | 3.33 | 15.92 |
| Sharpe Ratio | NA | 0.26 | -0.05 | -0.18 | 0.02 | NA | NA | … | … | 1.30 | 1.16 | 0.15 | -0.76 | 0.26 | -0.85 | 0.90 | -0.66 | 3.28 | -0.35 | -0.19 | -0.92 | 1.70 | 2.57 | -1.31 | -0.74 | -0.45 | -0.42 | -0.55 | -0.18 | 6.11 | 2.08 | -0.06 | 1.30 |
| Standard Deviation(%) | NA | 22.77 | 43.94 | 40.80 | 52.08 | NA | NA | … | … | 7.57 | 36.55 | 44.24 | 58.30 | 30.38 | 39.09 | 31.93 | 55.56 | 65.45 | 81.75 | 77.35 | 99.31 | 68.90 | 53.91 | 57.60 | 49.63 | 45.58 | 48.35 | 53.35 | 39.96 | 42.26 | 51.55 | 39.91 | 33.77 |
| Draw Down(%) | NA | 14.13 | 57.91 | 64.61 | 78.81 | NA | NA | … | … | 4.32 | 14.13 | 27.32 | 53.42 | 25.46 | 40.16 | 22.81 | 58.89 | 45.98 | 71.68 | 65.56 | 87.88 | 45.62 | 29.63 | 48.84 | 40.64 | 39.90 | 45.38 | 50.00 | 28.98 | 20.49 | 35.06 | 35.76 | 13.74 |
| 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 |
Data as of 04/27/2011, Common starting date is 08/18/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVL (Novell Inc) |
-57.81%
Mar 2000 – Mar 2003 |
-30.82%
Feb 2000 – Feb 2005 |
-23.90%
Mar 1993 – Mar 2003 |
-13.00%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVL (Novell Inc) |
111.50%
Nov 1989 – Nov 1992 |
46.09%
Nov 1988 – Nov 1993 |
26.27%
Dec 1989 – Dec 1999 |
8.05%
Jan 1989 – Jan 2004 |
Annualized Rolling Returns Comparison Chart