Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMTC (Parametric Technology Corporation) | NA | 62.33% | 13.18% | 23.43% | 13.45% | -1.51% | 1.33% | … | … |
Data as of 12/02/2013, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMTC (Parametric Technology Corporation) | 03/27/1990 | 12/02/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.96 | 62.33 | 13.18 | 23.43 | 13.45 | -1.51 | 1.33 | … | … | 44.74 | 23.27 | -18.95 | 37.88 | 29.17 | -29.13 | -0.94 | 18.16 | 3.57 | 49.49 | 56.35 | -67.73 | -41.89 | -50.33 | 66.52 | -31.39 | -7.80 | 54.53 | 92.75 | -10.97 | 46.23 | 75.93 | 234.72 | 16.13 |
| Sharpe Ratio | NA | 2.64 | 0.32 | 0.55 | 0.28 | NA | NA | … | … | 2.11 | 0.49 | -0.44 | 1.30 | 0.60 | -0.55 | -0.11 | 0.47 | 0.04 | 0.95 | 0.80 | -0.79 | -0.51 | -0.48 | 0.82 | -0.40 | -1.22 | 1.06 | 2.01 | -0.25 | 0.90 | 1.35 | 4.50 | 0.26 |
| Standard Deviation(%) | NA | 23.04 | 40.74 | 42.80 | 44.50 | NA | NA | … | … | 23.36 | 48.11 | 43.38 | 29.14 | 48.59 | 54.69 | 35.77 | 31.68 | 35.46 | 50.89 | 69.38 | 87.21 | 87.69 | 114.36 | 77.05 | 86.59 | 51.36 | 47.88 | 44.34 | 56.61 | 49.08 | 53.75 | 50.99 | 63.08 |
| Draw Down(%) | NA | 16.19 | 40.54 | 45.50 | 66.88 | NA | NA | … | … | 16.19 | 36.98 | 40.54 | 23.28 | 45.50 | 55.49 | 26.14 | 32.68 | 20.78 | 23.97 | 36.81 | 80.22 | 72.34 | 74.95 | 43.14 | 74.41 | 37.10 | 23.32 | 19.13 | 43.67 | 25.60 | 27.40 | 18.10 | 49.18 |
| 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 12/02/2013, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMTC (Parametric Technology Corporation) |
-58.80%
Feb 2000 – Feb 2003 |
-42.09%
Mar 1998 – Mar 2003 |
-15.22%
Mar 1998 – Mar 2008 |
-8.85%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMTC (Parametric Technology Corporation) |
132.84%
Sep 1990 – Sep 1993 |
80.52%
Sep 1990 – Sep 1995 |
29.86%
Sep 1990 – Sep 2000 |
15.51%
Sep 1990 – Sep 2005 |
Annualized Rolling Returns Comparison Chart