Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORNG (Orange 21 Inc.) | NA | 0.00% | 29.65% | -21.49% | NA | NA | NA | … | … |
Data as of 02/14/2012, Common starting date is 12/15/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORNG (Orange 21 Inc.) | 12/15/2004 | 02/14/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 16.44 | 0.00 | 29.65 | -21.49 | NA | NA | NA | … | … | -5.56 | 33.33 | 77.63 | -5.00 | -84.00 | 1.42 | 30.08 | -63.73 | 0.19 |
| Sharpe Ratio | NA | 0.00 | 0.29 | -0.15 | NA | NA | NA | … | … | -0.46 | 0.41 | 0.74 | -0.05 | -0.73 | -0.03 | 0.57 | -1.03 | 0.21 |
| Standard Deviation(%) | NA | 82.99 | 100.82 | 153.30 | NA | NA | NA | … | … | 82.61 | 80.86 | 104.73 | 107.76 | 116.75 | 51.16 | 47.52 | 63.98 | 14.07 |
| Draw Down(%) | NA | 40.45 | 57.81 | 92.00 | NA | NA | NA | … | … | 18.89 | 40.45 | 44.90 | 46.88 | 86.40 | 44.44 | 27.12 | 68.52 | 3.33 |
| 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 |
Data as of 02/14/2012, Common starting date is 12/15/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORNG (Orange 21 Inc.) |
-51.47%
Jun 2007 – Jun 2010 |
-41.64%
Jan 2005 – Jan 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORNG (Orange 21 Inc.) |
32.64%
Jan 2009 – Jan 2012 |
-15.04%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart