Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ONNN (ON Semiconductor Corp) | NA | 23.16% | 9.22% | 7.00% | 11.70% | NA | NA | … | … |
Data as of 04/02/2015, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ONNN (ON Semiconductor Corp) | 06/26/2000 | 04/02/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.60 | 23.16 | 9.22 | 7.00 | 11.70 | NA | NA | … | … | 15.50 | 22.94 | 16.88 | -8.68 | -21.86 | 12.02 | 159.41 | -61.71 | 17.31 | 36.89 | 21.81 | -29.94 | 372.99 | -33.82 | -60.57 | -77.77 |
| Sharpe Ratio | NA | 0.70 | 0.28 | 0.21 | 0.22 | NA | NA | … | … | 2.11 | 0.73 | 0.58 | -0.25 | -0.43 | 0.34 | 2.49 | -0.79 | 0.32 | 0.76 | 0.35 | -0.47 | 4.64 | -0.28 | -0.64 | -0.96 |
| Standard Deviation(%) | NA | 33.15 | 32.52 | 37.15 | 49.08 | NA | NA | … | … | 37.03 | 31.23 | 29.22 | 34.85 | 50.46 | 34.62 | 64.11 | 78.95 | 44.83 | 44.45 | 55.39 | 66.09 | 80.31 | 123.13 | 99.53 | 102.58 |
| Draw Down(%) | NA | 30.60 | 35.19 | 50.64 | 79.98 | NA | NA | … | … | 12.73 | 30.60 | 21.31 | 38.74 | 44.23 | 31.33 | 35.61 | 75.38 | 37.57 | 31.48 | 41.22 | 71.44 | 47.18 | 84.81 | 83.82 | 82.01 |
| 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 |
Data as of 04/02/2015, Common starting date is 06/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ONNN (ON Semiconductor Corp) |
-49.08%
Jul 2000 – Jul 2003 |
-23.67%
Jul 2000 – Jul 2005 |
-11.19%
Jul 2000 – Jul 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ONNN (ON Semiconductor Corp) |
80.36%
Jan 2003 – Jan 2006 |
58.64%
Sep 2002 – Sep 2007 |
20.61%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart