Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OHB (Orleans Homebuilders) | NA | -35.45% | -61.16% | -48.18% | -9.46% | -2.41% | NA | … | … |
Data as of 03/12/2010, Common starting date is 03/19/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OHB (Orleans Homebuilders) | 03/19/1992 | 03/12/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -35.45 | -61.16 | -48.18 | -9.46 | -2.41 | NA | … | … | -57.99 | 43.22 | -66.65 | -80.89 | 2.96 | -7.30 | -29.93 | 270.33 | 29.66 | 81.54 | 91.11 | -21.28 | 121.65 | 12.27 | -12.06 | -27.12 | -37.45 | 214.06 | -37.84 |
| Sharpe Ratio | NA | -0.33 | -0.64 | -0.63 | -0.15 | NA | NA | … | … | -1.12 | 0.40 | -0.64 | -1.21 | -0.01 | -0.26 | -0.64 | 4.71 | 0.45 | 1.02 | 0.94 | -0.21 | 0.93 | 0.05 | -0.15 | -0.26 | -0.47 | 2.29 | -0.34 |
| Standard Deviation(%) | NA | 107.96 | 97.05 | 79.67 | 73.95 | NA | NA | … | … | 88.79 | 106.67 | 105.07 | 69.49 | 41.70 | 37.23 | 48.50 | 57.25 | 63.52 | 79.53 | 92.31 | 115.03 | 127.41 | 180.46 | 108.19 | 120.36 | 86.73 | 91.99 | 140.53 |
| Draw Down(%) | NA | 86.60 | 94.14 | 97.38 | 97.87 | NA | NA | … | … | 60.11 | 68.11 | 81.03 | 81.21 | 47.51 | 33.75 | 46.10 | 28.74 | 37.78 | 53.75 | 38.92 | 49.23 | 53.87 | 54.95 | 41.36 | 50.01 | 64.03 | 45.35 | 49.67 |
| Yield(%) | 0.00 | 0.00 | 0.22 | 0.25 | 1.20 | 1.51 | 1.07 | … | … | 0.00 | 0.00 | 1.06 | 0.34 | 0.43 | 0.31 | 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 03/12/2010, Common starting date is 03/19/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OHB (Orleans Homebuilders) |
-63.45%
Feb 2007 – Feb 2010 |
-48.26%
Feb 2005 – Feb 2010 |
-8.55%
Feb 2000 – Feb 2010 |
-6.30%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OHB (Orleans Homebuilders) |
160.62%
Oct 2000 – Oct 2003 |
78.62%
Jul 2000 – Jul 2005 |
36.35%
Jun 1995 – Jun 2005 |
16.65%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart