Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMS (Shared Medical Systems Corp) | NA | -12.79% | -17.98% | -8.56% | NA | NA | NA | … | … |
Data as of 10/11/2013, Common starting date is 03/18/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMS (Shared Medical Systems Corp) | 03/18/2008 | 10/11/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.77 | -12.79 | -17.98 | -8.56 | NA | NA | NA | … | … | -8.72 | -21.94 | -38.77 | 12.55 | 60.34 | -54.27 |
| Sharpe Ratio | NA | -0.35 | -0.45 | -0.12 | NA | NA | NA | … | … | -0.29 | -0.62 | -0.87 | 0.29 | 0.99 | -0.75 |
| Standard Deviation(%) | NA | 36.87 | 40.41 | 52.33 | NA | NA | NA | … | … | 38.70 | 35.94 | 44.76 | 43.26 | 60.75 | 84.32 |
| Draw Down(%) | NA | 35.69 | 64.63 | 66.11 | NA | NA | NA | … | … | 35.69 | 49.00 | 49.42 | 40.96 | 32.48 | 81.39 |
| Yield(%) | 0.00 | 0.00 | 1.36 | 1.66 | 0.67 | 0.44 | 0.33 | … | … | 0.00 | 1.58 | 2.21 | 1.45 | 1.99 | 2.14 |
Data as of 10/11/2013, Common starting date is 03/18/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMS (Shared Medical Systems Corp) |
-26.62%
Jul 2009 – Jul 2012 |
-26.63%
Jun 2008 – Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMS (Shared Medical Systems Corp) |
17.34%
Feb 2009 – Feb 2012 |
-15.65%
Sep 2008 – Sep 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart