Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SONO (Sonos, Inc.) | NA | 68.47% | 44.05% | 13.57% | 10.91% | NA | NA | … | … |
Data as of 03/29/2012, Common starting date is 04/08/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SONO (Sonos, Inc.) | 04/08/1998 | 03/29/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 68.47 | 44.05 | 13.57 | 10.91 | NA | NA | … | … | 0.28 | 70.44 | 33.73 | 23.85 | -43.33 | 8.86 | -11.65 | 3.12 | 57.98 | 64.42 | -49.12 | 101.49 | -59.68 | 204.62 | 12.22 |
| Sharpe Ratio | NA | 1.63 | 1.23 | 0.32 | 0.21 | NA | NA | … | … | 1.25 | 1.43 | 1.10 | 0.61 | -0.86 | 0.18 | -0.39 | 0.03 | 1.35 | 1.13 | -0.85 | 1.40 | -0.78 | 2.94 | 0.19 |
| Standard Deviation(%) | NA | 41.93 | 35.10 | 40.10 | 45.76 | NA | NA | … | … | 0.89 | 49.41 | 30.50 | 38.80 | 51.59 | 32.31 | 38.47 | 37.42 | 42.30 | 56.38 | 59.41 | 72.48 | 81.57 | 68.59 | 71.63 |
| Draw Down(%) | NA | 27.92 | 29.89 | 59.09 | 62.21 | NA | NA | … | … | 0.22 | 29.89 | 23.56 | 22.18 | 57.43 | 24.74 | 36.21 | 30.54 | 29.58 | 33.05 | 62.63 | 42.65 | 65.42 | 38.45 | 53.14 |
| 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 |
Data as of 03/29/2012, Common starting date is 04/08/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SONO (Sonos, Inc.) |
-28.76%
Jan 2000 – Jan 2003 |
-6.99%
Dec 2004 – Dec 2009 |
-2.87%
Dec 1999 – Dec 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SONO (Sonos, Inc.) |
67.21%
Aug 1998 – Aug 2001 |
29.15%
Mar 2001 – Mar 2006 |
19.63%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart