Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SONE (S1 Corp) | NA | 38.96% | 14.73% | 5.41% | 4.99% | 8.82% | NA | … | … |
Data as of 06/21/2012, Common starting date is 05/24/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SONE (S1 Corp) | 05/24/1996 | 06/21/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 38.96 | 14.73 | 5.41 | 4.99 | 8.82 | NA | … | … | 9.20 | 38.70 | 5.83 | -17.36 | 8.08 | 32.49 | 26.67 | -51.93 | 12.14 | 80.94 | -72.44 | 208.19 | -93.28 | 412.33 | 320.69 | -29.27 | -74.53 |
| Sharpe Ratio | NA | 1.22 | 0.47 | 0.11 | 0.08 | NA | NA | … | … | 2.62 | 1.01 | 0.21 | -0.40 | 0.11 | 0.68 | 0.67 | -1.21 | 0.25 | 1.37 | -0.80 | 2.11 | -0.74 | 4.25 | 3.54 | -0.39 | -1.33 |
| Standard Deviation(%) | NA | 31.99 | 29.94 | 44.07 | 48.13 | NA | NA | … | … | 7.79 | 38.38 | 26.77 | 43.97 | 64.86 | 43.68 | 34.79 | 44.63 | 44.56 | 58.53 | 91.45 | 100.04 | 132.22 | 96.34 | 89.56 | 83.15 | 69.95 |
| Draw Down(%) | NA | 9.88 | 35.05 | 52.38 | 64.29 | NA | NA | … | … | 1.51 | 17.71 | 28.99 | 39.16 | 45.12 | 33.14 | 29.88 | 58.56 | 29.81 | 38.57 | 82.19 | 56.99 | 96.13 | 59.92 | 58.29 | 59.26 | 75.90 |
| 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 |
Data as of 06/21/2012, Common starting date is 05/24/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SONE (S1 Corp) |
-62.85%
Feb 2000 – Feb 2003 |
-40.22%
Feb 2000 – Feb 2005 |
-24.31%
Feb 2000 – Feb 2010 |
-5.14%
Jun 1996 – Jun 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SONE (S1 Corp) |
177.73%
Mar 1997 – Mar 2000 |
31.01%
Mar 1997 – Mar 2002 |
9.48%
May 1997 – May 2007 |
7.95%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison Chart