Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ROH (ROHM & HAAS CO) | NA | -18.99% | 4.80% | -2.72% | -5.38% | -1.75% | 3.53% | … | … |
Data as of 03/26/2015, Common starting date is 07/02/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROH (ROHM & HAAS CO) | 07/02/1985 | 03/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.99 | 4.80 | -2.72 | -5.38 | -1.75 | 3.53 | … | … | -4.96 | 30.10 | 5.67 | -15.91 | -12.00 | -19.35 | -48.20 | 19.45 | 6.64 | 8.34 | 12.19 | 6.13 | 34.83 | -4.09 | -2.41 | -8.17 | 40.55 | -2.61 | 20.80 | 32.55 | 20.55 | -0.72 | 17.53 | 27.01 | 35.42 | 10.48 | 10.60 | 18.38 | -4.48 | 46.89 | 19.49 |
| Sharpe Ratio | NA | -0.44 | 0.08 | -0.03 | NA | NA | NA | … | … | -1.30 | 0.49 | 0.08 | -0.29 | -0.15 | -0.13 | -0.50 | 0.29 | 0.14 | 0.24 | 0.43 | 0.27 | 1.38 | -0.14 | -0.13 | -0.22 | 0.95 | -0.17 | -1.40 | 1.47 | 0.80 | -0.17 | 0.67 | 1.00 | 0.98 | 0.17 | 0.21 | 0.44 | -0.14 | 1.22 | 2.22 |
| Standard Deviation(%) | NA | 43.56 | 61.80 | 87.34 | NA | NA | NA | … | … | 15.27 | 61.17 | 71.09 | 54.57 | 78.92 | 154.59 | 96.77 | 63.13 | 25.61 | 21.45 | 23.12 | 19.53 | 24.77 | 37.22 | 37.35 | 54.75 | 39.28 | 34.45 | 24.45 | 19.62 | 20.79 | 21.72 | 22.90 | 24.47 | 32.30 | 29.96 | 22.98 | 31.25 | 59.14 | 34.73 | 17.21 |
| Draw Down(%) | NA | 25.67 | 41.54 | 48.03 | 78.54 | NA | NA | … | … | 8.00 | 25.67 | 41.54 | 25.00 | 35.62 | 53.00 | 70.09 | 29.10 | 21.89 | 17.56 | 18.54 | 15.86 | 21.21 | 26.95 | 30.96 | 45.41 | 33.43 | 30.07 | 24.64 | 23.61 | 14.92 | 19.22 | 19.78 | 13.03 | 24.30 | 28.35 | 15.06 | 14.99 | 54.16 | 20.94 | 13.61 |
| Yield(%) | 0.00 | 2.07 | 1.90 | 0.86 | 1.59 | 1.96 | 1.49 | … | … | 0.00 | 3.16 | 3.24 | 0.00 | 0.00 | 0.00 | 1.87 | 3.04 | 2.80 | 2.61 | 2.55 | 2.28 | 2.59 | 2.34 | 2.25 | 1.94 | 2.44 | 0.76 | 0.84 | 0.97 | 1.04 | 0.96 | 1.00 | 1.18 | 1.47 | 1.47 | 1.49 | 1.44 | 1.15 | 0.50 | 0.27 |
Data as of 03/26/2015, Common starting date is 07/02/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROH (ROHM & HAAS CO) |
-37.08%
Sep 2008 – Sep 2011 |
-21.66%
Dec 2008 – Dec 2013 |
-5.45%
Dec 2003 – Dec 2013 |
-1.88%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROH (ROHM & HAAS CO) |
33.99%
Feb 1990 – Feb 1993 |
25.91%
Sep 1990 – Sep 1995 |
21.85%
Apr 1989 – Apr 1999 |
16.50%
Dec 1985 – Dec 2000 |
Annualized Rolling Returns Comparison Chart