Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SKS (Saks Inc) | NA | -8.66% | 72.20% | 97.87% | 32.05% | 20.39% | NA | … | … |
Data as of 12/05/2014, Common starting date is 05/22/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKS (Saks Inc) | 05/22/1996 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.29 | -8.66 | 72.20 | 97.87 | 32.05 | 20.39 | NA | … | … | 52.14 | 7.79 | -8.88 | 63.11 | 49.77 | -78.90 | 16.50 | 30.74 | 16.20 | 9.15 | 28.11 | 25.70 | -6.60 | -35.73 | -50.70 | 52.54 | 53.26 | -22.01 |
| Sharpe Ratio | NA | 1.95 | 0.30 | 0.35 | 0.06 | NA | NA | … | … | 2.21 | 0.24 | -0.19 | 1.26 | 0.51 | -0.95 | 0.34 | 0.82 | 0.39 | 0.29 | 0.68 | 0.47 | -0.13 | -0.73 | -0.99 | 0.88 | -0.02 | -0.86 |
| Standard Deviation(%) | NA | 28.10 | 36.11 | 62.39 | 54.61 | NA | NA | … | … | 29.11 | 31.86 | 45.99 | 50.04 | 98.02 | 83.92 | 39.63 | 33.79 | 36.16 | 28.17 | 40.44 | 52.39 | 68.63 | 54.64 | 54.33 | 56.18 | 93.98 | 42.74 |
| Draw Down(%) | NA | 13.61 | 39.78 | 74.12 | 93.17 | NA | NA | … | … | 13.61 | 18.25 | 39.78 | 36.48 | 69.31 | 85.65 | 32.75 | 29.62 | 35.33 | 25.15 | 41.93 | 43.48 | 64.61 | 50.60 | 60.68 | 41.41 | 47.76 | 35.61 |
| Yield(%) | 0.00 | 336.51 | 191.13 | 267.87 | 60.31 | 36.47 | 12.84 | … | … | 171.13 | 184.62 | 162.02 | 132.35 | 0.00 | 0.00 | 0.00 | 23.87 | 0.00 | 13.50 | 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 05/22/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKS (Saks Inc) |
-50.70%
Mar 2006 – Mar 2009 |
-31.69%
Mar 2004 – Mar 2009 |
-21.01%
Feb 1999 – Feb 2009 |
0.72%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKS (Saks Inc) |
303.41%
Sep 2010 – Sep 2013 |
149.89%
Mar 2009 – Mar 2014 |
52.31%
Sep 2003 – Sep 2013 |
26.63%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart