Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RRI (Reliant Energy) | NA | -28.03% | -48.58% | -17.02% | NA | NA | NA | … | … |
Data as of 12/03/2010, Common starting date is 05/03/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRI (Reliant Energy) | 05/03/2001 | 12/03/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.97 | -28.03 | -48.58 | -17.02 | NA | NA | NA | … | … | -36.71 | -1.04 | -77.97 | 84.66 | 37.69 | -24.40 | 85.46 | 130.00 | -80.62 | -50.64 |
| Sharpe Ratio | NA | -0.61 | -0.58 | -0.26 | NA | NA | NA | … | … | -0.84 | -0.01 | -0.71 | 2.47 | 1.51 | -0.62 | 2.28 | 1.54 | -0.60 | -1.15 |
| Standard Deviation(%) | NA | 45.92 | 84.66 | 73.47 | NA | NA | NA | … | … | 46.38 | 77.75 | 111.37 | 33.23 | 22.83 | 42.96 | 37.11 | 84.24 | 136.54 | 59.43 |
| Draw Down(%) | NA | 45.11 | 92.22 | 92.63 | NA | NA | NA | … | … | 45.11 | 68.90 | 89.01 | 20.36 | 9.93 | 42.46 | 22.64 | 48.33 | 93.92 | 63.13 |
| 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 |
Data as of 12/03/2010, Common starting date is 05/03/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRI (Reliant Energy) |
-48.68%
Nov 2007 – Nov 2010 |
-25.47%
Sep 2005 – Sep 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRI (Reliant Energy) |
106.63%
Sep 2002 – Sep 2005 |
71.04%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart