Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OXPS (optionsXpress Holdings Inc) | NA | -14.75% | -18.28% | -13.26% | NA | NA | NA | … | … |
Data as of 09/01/2011, Common starting date is 01/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OXPS (optionsXpress Holdings Inc) | 01/27/2005 | 09/01/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.62 | -14.75 | -18.28 | -13.26 | NA | NA | NA | … | … | -19.59 | 1.42 | 16.50 | -59.79 | 50.52 | -6.89 | 21.76 |
| Sharpe Ratio | NA | -0.29 | -0.31 | -0.26 | NA | NA | NA | … | … | -0.72 | 0.03 | 0.32 | -0.90 | 1.38 | -0.21 | 0.57 |
| Standard Deviation(%) | NA | 50.50 | 58.60 | 55.57 | NA | NA | NA | … | … | 38.49 | 39.55 | 51.95 | 67.29 | 34.57 | 47.89 | 37.63 |
| Draw Down(%) | NA | 45.90 | 62.83 | 74.00 | NA | NA | NA | … | … | 39.80 | 25.38 | 37.52 | 66.02 | 22.67 | 36.91 | 37.44 |
| Yield(%) | 0.00 | 30.45 | 6.72 | 3.94 | 2.70 | 1.80 | 1.35 | … | … | 0.00 | 27.95 | 0.59 | 0.97 | 1.12 | 0.79 | 0.59 |
Data as of 09/01/2011, Common starting date is 01/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OXPS (optionsXpress Holdings Inc) |
-30.75%
Feb 2006 – Feb 2009 |
-12.90%
Aug 2006 – Aug 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OXPS (optionsXpress Holdings Inc) |
20.28%
May 2005 – May 2008 |
7.46%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart