Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSS (Collective Brands Inc) | NA | 0.88% | 10.73% | 11.45% | 5.18% | 0.77% | NA | … | … |
Data as of 07/30/2013, Common starting date is 04/18/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSS (Collective Brands Inc) | 04/18/1996 | 07/30/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.88 | 10.73 | 11.45 | 5.18 | 0.77 | NA | … | … | 0.00 | 51.36 | -31.90 | -7.33 | 94.28 | -32.60 | -47.01 | 30.76 | 104.07 | -8.21 | -21.90 | -8.33 | -20.64 | 50.53 | -0.80 | -29.41 | 78.99 | 44.90 |
| Sharpe Ratio | NA | 1.06 | 0.29 | 0.19 | 0.08 | NA | NA | … | … | 0.00 | 2.69 | -0.61 | -0.16 | 1.34 | -0.33 | -1.08 | 0.64 | 2.25 | -0.22 | -0.76 | -0.30 | -0.77 | 1.22 | -0.14 | -0.90 | 2.80 | 2.07 |
| Standard Deviation(%) | NA | 0.79 | 37.31 | 58.90 | 53.64 | NA | NA | … | … | NA | 19.27 | 52.50 | 45.73 | 70.20 | 102.64 | 46.41 | 42.59 | 45.16 | 41.17 | 29.65 | 31.20 | 30.26 | 37.90 | 30.86 | 36.58 | 26.74 | 31.57 |
| Draw Down(%) | NA | 0.28 | 60.11 | 77.48 | 86.76 | NA | NA | … | … | 0.00 | 7.00 | 60.11 | 52.20 | 42.44 | 77.48 | 57.75 | 19.45 | 26.20 | 44.46 | 31.61 | 32.45 | 33.52 | 16.62 | 30.71 | 50.25 | 13.23 | 16.49 |
| 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 |
Data as of 07/30/2013, Common starting date is 04/18/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSS (Collective Brands Inc) |
-30.56%
Nov 2005 – Nov 2008 |
-15.23%
Dec 2006 – Dec 2011 |
-7.26%
Nov 1998 – Nov 2008 |
-0.95%
Mar 1998 – Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSS (Collective Brands Inc) |
36.19%
Jan 2004 – Jan 2007 |
19.28%
May 1996 – May 2001 |
11.03%
May 1996 – May 2006 |
3.45%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison Chart