Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYX (NYSE Euronext Inc) | NA | 101.70% | 20.97% | 17.78% | NA | NA | NA | … | … |
Data as of 11/12/2013, Common starting date is 08/13/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYX (NYSE Euronext Inc) | 08/13/2004 | 11/12/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.85 | 101.70 | 20.97 | 17.78 | NA | NA | NA | … | … | 46.87 | 26.62 | -9.45 | 23.45 | -2.91 | -67.90 | -8.81 | 94.40 | 138.44 | 55.33 |
| Sharpe Ratio | NA | 3.09 | 0.58 | 0.39 | NA | NA | NA | … | … | 3.70 | 0.72 | -0.20 | 0.79 | -0.05 | -0.79 | -0.32 | 1.77 | 2.17 | 5.16 |
| Standard Deviation(%) | NA | 32.94 | 36.13 | 45.84 | NA | NA | NA | … | … | 15.02 | 37.13 | 47.94 | 29.47 | 60.94 | 86.79 | 37.85 | 51.74 | 62.80 | 41.20 |
| Draw Down(%) | NA | 5.13 | 46.03 | 49.57 | NA | NA | NA | … | … | 5.13 | 25.38 | 46.03 | 21.62 | 49.46 | 79.54 | 35.51 | 42.90 | 20.36 | 13.32 |
| Yield(%) | 0.00 | 5.16 | 4.17 | 4.87 | 5.63 | 3.75 | 2.81 | … | … | 2.82 | 4.41 | 3.93 | 4.66 | 4.22 | 1.36 | 0.80 | 0.00 | 0.00 | 0.00 |
Data as of 11/12/2013, Common starting date is 08/13/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYX (NYSE Euronext Inc) |
-37.96%
Mar 2006 – Mar 2009 |
-20.66%
Jan 2007 – Jan 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYX (NYSE Euronext Inc) |
77.00%
Oct 2004 – Oct 2007 |
16.39%
Sep 2004 – Sep 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart