Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFD (Smithfield Foods Inc) | NA | 169.23% | -69.52% | -46.63% | -31.13% | -17.55% | -10.93% | … | … |
Data as of 12/05/2014, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFD (Smithfield Foods Inc) | 03/27/1990 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 169.23 | -69.52 | -46.63 | -31.13 | -17.55 | -10.93 | … | … | 169.23 | -98.79 | -11.16 | 17.69 | 35.81 | 7.96 | -51.35 | 12.70 | -16.14 | 3.41 | 42.95 | 4.33 | -9.98 | 45.00 | 26.67 | -29.16 | 2.67 | 73.68 | 19.69 | -0.78 | 72.97 | -2.63 | 13.43 | 69.62 | 75.56 |
| Sharpe Ratio | NA | 0.82 | -0.23 | -0.20 | -0.19 | NA | NA | … | … | 0.88 | -0.20 | -0.40 | 0.47 | 0.98 | 0.11 | -0.63 | 0.35 | -1.01 | 0.06 | 1.76 | 0.13 | -0.26 | 1.14 | 0.46 | -0.77 | -0.01 | 1.62 | 0.49 | -0.12 | 1.74 | -0.12 | 0.28 | 1.52 | 2.46 |
| Standard Deviation(%) | NA | 207.02 | 308.58 | 239.25 | 172.61 | NA | NA | … | … | 215.46 | 486.47 | 28.12 | 37.57 | 36.36 | 74.32 | 82.46 | 27.90 | 19.27 | 21.27 | 23.82 | 27.26 | 42.82 | 38.09 | 48.57 | 42.11 | 47.66 | 42.96 | 32.93 | 36.99 | 40.34 | 39.53 | 38.71 | 43.03 | 42.08 |
| Draw Down(%) | NA | 62.21 | 99.24 | 99.24 | 99.26 | NA | NA | … | … | 62.21 | 99.24 | 27.06 | 26.86 | 35.41 | 62.74 | 82.10 | 20.69 | 18.32 | 24.45 | 22.05 | 18.38 | 43.60 | 16.83 | 38.00 | 38.40 | 57.86 | 25.80 | 28.42 | 41.97 | 23.43 | 32.89 | 34.88 | 36.00 | 13.79 |
| 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 | 0.00 |
Data as of 12/05/2014, 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 |
|---|---|---|---|---|
| SFD (Smithfield Foods Inc) |
-77.89%
Mar 2011 – Mar 2014 |
-56.06%
Sep 2008 – Sep 2013 |
-37.17%
Mar 2004 – Mar 2014 |
-24.30%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFD (Smithfield Foods Inc) |
53.21%
Nov 2008 – Nov 2011 |
39.63%
Mar 1993 – Mar 1998 |
23.76%
Jul 1990 – Jul 2000 |
23.27%
Apr 1990 – Apr 2005 |
Annualized Rolling Returns Comparison Chart