Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGK (Schawk Inc) | NA | 53.33% | 12.06% | 25.24% | 5.15% | 6.01% | 5.56% | … | … |
Data as of 08/01/2014, Common starting date is 11/05/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGK (Schawk Inc) | 11/05/1987 | 08/01/2014 |
| 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 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.43 | 53.33 | 12.06 | 25.24 | 5.15 | 6.01 | 5.56 | … | … | 41.18 | 15.94 | 20.47 | -44.32 | 52.46 | 19.68 | -25.54 | -20.01 | -5.20 | 14.85 | 34.61 | 39.23 | -8.67 | 26.95 | 5.06 | -35.56 | 28.08 | 36.01 | 36.93 | -37.53 | 21.52 | 2.96 | 17.40 | 73.33 | -26.57 | -7.34 | 33.82 | -21.36 |
| Sharpe Ratio | NA | 1.33 | 0.23 | 0.50 | 0.07 | NA | NA | … | … | 1.73 | 0.38 | 0.45 | -0.68 | 1.05 | 0.23 | -0.39 | -0.50 | -0.19 | 0.43 | 1.37 | 2.01 | -0.42 | 1.15 | 0.05 | -0.77 | 0.63 | -0.56 | 0.87 | -1.04 | 0.53 | 0.03 | 0.37 | 1.58 | -0.73 | -0.37 | 0.65 | -1.76 |
| Standard Deviation(%) | NA | 40.19 | 52.47 | 51.00 | 56.95 | NA | NA | … | … | 46.65 | 42.26 | 46.25 | 64.89 | 49.97 | 84.10 | 67.61 | 46.11 | 44.12 | 29.46 | 24.64 | 19.21 | 23.50 | 21.83 | 21.37 | 50.22 | 39.51 | 34.13 | 38.14 | 39.90 | 35.14 | 34.40 | 39.94 | 43.75 | 43.44 | 35.75 | 44.82 | 47.58 |
| Draw Down(%) | NA | 28.86 | 43.01 | 56.46 | 79.08 | NA | NA | … | … | 21.44 | 30.86 | 26.60 | 56.21 | 29.16 | 53.51 | 40.45 | 43.31 | 37.53 | 33.08 | 18.34 | 8.93 | 19.25 | 17.96 | 17.78 | 47.56 | 22.18 | 15.30 | 25.71 | 45.92 | 28.60 | 21.10 | 31.50 | 22.22 | 38.28 | 26.43 | 29.78 | 21.36 |
| Yield(%) | 0.00 | 2.31 | 2.01 | 3.62 | 1.38 | 1.66 | 1.85 | … | … | 1.07 | 2.33 | 2.73 | 1.53 | 1.45 | 0.56 | 0.89 | 0.69 | 0.63 | 0.74 | 0.97 | 1.33 | 1.17 | 1.12 | 1.56 | 1.68 | 2.47 | 3.30 | 2.04 | 0.65 | 2.34 | 3.11 | 3.25 | 4.55 | 6.09 | 6.35 | 6.69 | 0.00 |
Data as of 08/01/2014, Common starting date is 11/05/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGK (Schawk Inc) |
-38.10%
Mar 2006 – Mar 2009 |
-14.10%
Mar 2004 – Mar 2009 |
-3.93%
May 1999 – May 2009 |
-1.39%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGK (Schawk Inc) |
40.12%
Feb 2003 – Feb 2006 |
29.47%
Mar 2009 – Mar 2014 |
14.96%
Dec 1995 – Dec 2005 |
13.18%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart