Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORCH (Orchid Cellmark Inc) | NA | 69.09% | 61.69% | -2.40% | -18.84% | NA | NA | … | … |
Data as of 12/16/2011, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORCH (Orchid Cellmark Inc) | 06/26/2000 | 12/16/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.71 | 69.09 | 61.69 | -2.40 | -18.84 | NA | NA | … | … | 40.91 | 15.79 | 155.22 | -86.60 | 61.29 | -59.21 | -33.91 | 24.32 | 270.00 | -90.91 | -60.71 | -41.98 |
| Sharpe Ratio | NA | 1.89 | 1.06 | -0.06 | -0.23 | NA | NA | … | … | 1.07 | 0.30 | 1.98 | -0.96 | 1.06 | -0.83 | -0.58 | 0.36 | 2.22 | -0.91 | -0.48 | -0.53 |
| Standard Deviation(%) | NA | 36.57 | 57.88 | 69.91 | 83.64 | NA | NA | … | … | 39.88 | 51.69 | 78.16 | 90.95 | 55.41 | 75.92 | 61.75 | 64.98 | 121.17 | 100.57 | 131.82 | 130.59 |
| Draw Down(%) | NA | 13.57 | 36.92 | 93.31 | 98.40 | NA | NA | … | … | 13.57 | 36.92 | 35.62 | 90.00 | 40.40 | 74.75 | 58.95 | 56.06 | 40.93 | 93.45 | 88.50 | 86.13 |
| 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 |
Data as of 12/16/2011, 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 |
|---|---|---|---|---|
| ORCH (Orchid Cellmark Inc) |
-68.99%
Aug 2000 – Aug 2003 |
-47.46%
Aug 2000 – Aug 2005 |
-39.53%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORCH (Orchid Cellmark Inc) |
52.26%
Jan 2003 – Jan 2006 |
19.97%
Jan 2003 – Jan 2008 |
-13.13%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart