Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SJRB.TO (Shaw Commun B TSE) | NA | 2.18% | 8.52% | 3.97% | 5.24% | 17.41% | NA | … | … |
Data as of 02/28/2012, Common starting date is 01/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SJRB.TO (Shaw Commun B TSE) | 01/13/1995 | 02/28/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.95 | 2.18 | 8.52 | 3.97 | 5.24 | 17.41 | NA | … | … | 0.57 | -0.86 | 2.77 | 4.69 | -5.28 | 30.43 | 48.86 | 15.46 | 9.21 | 24.42 | -51.95 | -3.49 | 46.90 | 28.44 | 144.08 | 100.00 | -11.94 | -15.80 |
| Sharpe Ratio | NA | 0.11 | 0.35 | 0.13 | 0.14 | NA | NA | … | … | 0.35 | -0.05 | 0.16 | 0.18 | -0.16 | 1.15 | 2.38 | 0.71 | 0.30 | 0.76 | -1.01 | -0.18 | 0.89 | 0.63 | 3.53 | 1.48 | -0.46 | -0.47 |
| Standard Deviation(%) | NA | 19.23 | 19.96 | 25.55 | 29.48 | NA | NA | … | … | 10.68 | 19.61 | 16.40 | 26.06 | 38.41 | 24.04 | 19.26 | 18.66 | 27.58 | 31.23 | 52.68 | 33.12 | 47.90 | 39.76 | 39.90 | 30.13 | 33.56 | 42.79 |
| Draw Down(%) | NA | 11.19 | 16.51 | 33.06 | 66.40 | NA | NA | … | … | 4.65 | 11.38 | 12.57 | 21.52 | 27.01 | 14.17 | 8.69 | 13.35 | 17.63 | 29.07 | 69.13 | 24.66 | 28.98 | 40.87 | 29.11 | 12.06 | 28.97 | 40.20 |
| Yield(%) | 0.00 | 4.09 | 4.74 | 1.96 | 1.58 | 3.52 | 2.33 | … | … | 0.38 | 4.33 | 4.05 | 3.76 | 3.17 | 1.52 | 2.08 | 0.42 | 0.47 | 0.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/28/2012, Common starting date is 01/13/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SJRB.TO (Shaw Commun B TSE) |
-29.63%
Feb 2000 – Feb 2003 |
-9.76%
Feb 2000 – Feb 2005 |
1.66%
Mar 2000 – Mar 2010 |
16.25%
Apr 1996 – Apr 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SJRB.TO (Shaw Commun B TSE) |
103.26%
Feb 1997 – Feb 2000 |
56.93%
Sep 1995 – Sep 2000 |
25.86%
Dec 1996 – Dec 2006 |
20.03%
Oct 1995 – Oct 2010 |
Annualized Rolling Returns Comparison Chart