Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORB (Orbital Sciences Corp) | NA | 14.03% | 24.56% | 11.59% | 10.60% | 3.29% | 2.50% | … | … |
Data as of 02/09/2015, Common starting date is 03/04/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORB (Orbital Sciences Corp) | 03/04/1992 | 02/09/2015 |
| 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 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.53 | 14.03 | 24.56 | 11.59 | 10.60 | 3.29 | 2.50 | … | … | 7.29 | 15.41 | 69.21 | -5.23 | -15.18 | 12.25 | -21.86 | -20.35 | 32.97 | 43.61 | 8.54 | -1.58 | 184.83 | 2.18 | 0.24 | -77.80 | -57.82 | 47.90 | 72.46 | 35.29 | -33.77 | -6.10 | 70.83 | -33.33 |
| Sharpe Ratio | NA | 0.32 | 0.75 | 0.34 | 0.27 | NA | NA | … | … | 2.33 | 0.38 | 2.76 | -0.20 | -0.39 | 0.41 | -0.55 | -0.41 | 0.94 | 1.38 | 0.20 | -0.06 | 4.10 | 0.01 | -0.02 | -1.13 | -0.81 | 0.73 | 0.40 | 0.66 | -0.84 | -0.15 | 1.15 | -0.70 |
| Standard Deviation(%) | NA | 41.21 | 32.67 | 33.63 | 36.31 | NA | NA | … | … | 41.91 | 40.02 | 25.05 | 27.00 | 38.91 | 29.96 | 39.85 | 52.06 | 31.98 | 29.27 | 32.49 | 39.98 | 44.89 | 88.19 | 100.83 | 72.68 | 75.82 | 60.89 | 43.05 | 47.80 | 44.74 | 60.64 | 59.27 | 58.45 |
| Draw Down(%) | NA | 27.97 | 28.33 | 45.18 | 61.63 | NA | NA | … | … | 8.97 | 27.97 | 8.82 | 29.14 | 37.53 | 34.17 | 39.32 | 45.97 | 17.10 | 11.63 | 23.16 | 30.51 | 16.28 | 67.08 | 84.15 | 79.68 | 75.59 | 62.46 | 31.58 | 23.99 | 40.53 | 42.48 | 28.26 | 40.79 |
| 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 02/09/2015, Common starting date is 03/04/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORB (Orbital Sciences Corp) |
-62.29%
Oct 1998 – Oct 2001 |
-39.03%
Oct 1996 – Oct 2001 |
-14.08%
Sep 1992 – Sep 2002 |
-6.38%
Mar 1998 – Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORB (Orbital Sciences Corp) |
84.44%
Sep 2001 – Sep 2004 |
59.47%
Sep 2001 – Sep 2006 |
24.20%
Oct 2001 – Oct 2011 |
6.15%
Apr 1993 – Apr 2008 |
Annualized Rolling Returns Comparison Chart