Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMX (OFFICEMAX INC) | NA | 109.55% | -1.16% | 27.65% | -3.60% | -1.83% | 1.08% | … | … |
Data as of 11/06/2013, Common starting date is 01/04/1982
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMX (OFFICEMAX INC) | 01/04/1982 | 11/06/2013 |
| 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 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.11 | 109.55 | -1.16 | 27.65 | -3.60 | -1.83 | 1.08 | … | … | 78.43 | 116.34 | -74.35 | 39.48 | 66.10 | -61.75 | -57.62 | 98.81 | -17.54 | -2.80 | 33.31 | -24.28 | 3.07 | -15.24 | 35.00 | 6.59 | 0.20 | -4.67 | 33.59 | 19.49 | 17.42 | 1.14 | -4.47 | -34.67 | 16.13 | 8.10 | 19.45 | 35.14 | 25.39 | 2.20 | 22.87 | 29.09 |
| Sharpe Ratio | NA | 2.86 | -0.02 | 0.37 | -0.07 | NA | NA | … | … | 2.44 | 2.08 | -0.97 | 0.69 | 0.69 | -0.57 | -1.52 | 3.00 | -0.71 | -0.14 | 1.07 | -0.66 | 0.02 | -0.38 | 0.70 | 0.08 | -1.66 | -0.26 | 0.89 | 0.58 | 0.58 | -0.04 | -0.26 | -1.10 | 0.59 | 0.13 | 0.41 | 1.38 | 0.92 | -0.17 | 0.61 | 0.55 |
| Standard Deviation(%) | NA | 38.29 | 61.70 | 75.36 | 67.05 | NA | NA | … | … | 39.83 | 56.57 | 76.66 | 56.98 | 94.99 | 110.37 | 40.03 | 32.00 | 27.95 | 26.49 | 30.62 | 38.30 | 32.25 | 50.72 | 45.09 | 38.95 | 33.11 | 30.95 | 33.24 | 28.38 | 26.15 | 28.52 | 31.86 | 36.15 | 17.73 | 25.98 | 37.80 | 22.38 | 21.90 | 27.15 | 27.30 | 39.29 |
| Draw Down(%) | NA | 15.31 | 78.66 | 79.58 | 96.23 | NA | NA | … | … | 15.31 | 33.07 | 78.43 | 50.28 | 76.25 | 86.37 | 61.65 | 11.13 | 28.40 | 22.57 | 25.28 | 48.31 | 25.97 | 48.15 | 33.56 | 41.24 | 36.73 | 39.23 | 29.98 | 29.27 | 25.25 | 32.11 | 32.21 | 52.69 | 13.12 | 17.80 | 39.44 | 12.44 | 18.68 | 23.19 | 24.83 | 37.79 |
| Yield(%) | 0.14 | 19.21 | 2.98 | 6.27 | 1.64 | 1.78 | 2.79 | … | … | 16.31 | 0.82 | 0.00 | 0.00 | 0.00 | 2.25 | 1.20 | 2.42 | 1.88 | 1.83 | 2.30 | 1.77 | 1.82 | 1.50 | 2.04 | 2.03 | 2.79 | 1.81 | 2.44 | 2.90 | 3.26 | 3.05 | 6.37 | 4.37 | 4.81 | 2.48 | 2.67 | 3.62 | 4.45 | 4.27 | 5.10 | 5.95 |
Data as of 11/06/2013, Common starting date is 01/04/1982
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMX (OFFICEMAX INC) |
-52.08%
Mar 2006 – Mar 2009 |
-37.38%
Dec 2006 – Dec 2011 |
-19.14%
Mar 1999 – Mar 2009 |
-11.50%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMX (OFFICEMAX INC) |
43.94%
Jun 1982 – Jun 1985 |
40.02%
Jul 1982 – Jul 1987 |
13.78%
Feb 1982 – Feb 1992 |
15.14%
Jul 1982 – Jul 1997 |
Annualized Rolling Returns Comparison Chart