Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RAE (Rae Systems Inc) | NA | 189.74% | 13.64% | -10.57% | 1.03% | NA | NA | … | … |
Data as of 06/16/2011, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RAE (Rae Systems Inc) | 06/26/2000 | 06/16/2011 |
| 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 (%) | 0.44 | 189.74 | 13.64 | -10.57 | 1.03 | NA | NA | … | … | 40.37 | 46.36 | 103.70 | -80.00 | -15.62 | -8.83 | -51.92 | 114.71 | 709.52 | -44.94 | 1.28 | -86.38 |
| Sharpe Ratio | NA | 4.09 | 0.13 | -0.12 | 0.00 | NA | NA | … | … | 4.67 | 0.65 | 0.82 | -0.70 | -0.35 | -0.25 | -0.75 | 1.57 | 7.29 | -0.32 | -0.01 | -0.62 |
| Standard Deviation(%) | NA | 46.40 | 102.03 | 94.39 | 106.51 | NA | NA | … | … | 23.57 | 71.51 | 126.78 | 115.92 | 53.23 | 48.14 | 72.54 | 72.36 | 97.22 | 143.64 | 172.27 | 165.33 |
| Draw Down(%) | NA | 19.75 | 84.43 | 92.18 | 96.44 | NA | NA | … | … | 3.03 | 44.44 | 65.79 | 85.87 | 42.36 | 39.35 | 67.40 | 36.56 | 30.63 | 83.19 | 80.26 | 88.53 |
| 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 06/16/2011, 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 |
|---|---|---|---|---|
| RAE (Rae Systems Inc) |
-53.19%
Jan 2006 – Jan 2009 |
-40.68%
Jan 2004 – Jan 2009 |
-15.58%
Jul 2000 – Jul 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RAE (Rae Systems Inc) |
140.56%
Oct 2001 – Oct 2004 |
50.45%
Oct 2001 – Oct 2006 |
13.04%
Apr 2001 – Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart