Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRZ (Sunrise Senior Living) | NA | 134.30% | 61.46% | -12.15% | 1.67% | -2.31% | NA | … | … |
Data as of 01/09/2013, Common starting date is 06/03/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRZ (Sunrise Senior Living) | 06/03/1996 | 01/09/2013 |
| 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 (%) | 0.21 | 134.30 | 61.46 | -12.15 | 1.67 | -2.31 | NA | … | … | 0.70 | 121.91 | 18.90 | 69.25 | 91.67 | -94.52 | -0.13 | -8.87 | 45.43 | 19.67 | 55.64 | -14.50 | 16.44 | 81.82 | -73.50 | 20.32 | 54.66 | 17.39 |
| Sharpe Ratio | NA | 2.48 | 0.87 | -0.05 | 0.00 | NA | NA | … | … | 10.66 | 1.91 | 0.26 | 0.78 | 0.53 | -0.54 | -0.11 | -0.34 | 1.66 | 0.69 | 1.74 | -0.40 | 0.28 | 1.24 | -0.83 | 0.32 | -0.02 | 0.81 |
| Standard Deviation(%) | NA | 54.16 | 69.04 | 272.76 | 194.25 | NA | NA | … | … | 3.16 | 64.55 | 72.32 | 88.41 | 174.08 | 175.56 | 28.77 | 36.14 | 26.06 | 26.99 | 31.52 | 39.45 | 51.43 | 62.82 | 92.53 | 53.61 | 38.64 | 34.60 |
| Draw Down(%) | NA | 33.82 | 67.34 | 99.07 | 99.36 | NA | NA | … | … | 0.07 | 33.82 | 67.34 | 61.50 | 84.62 | 99.12 | 34.43 | 34.54 | 9.95 | 27.10 | 23.58 | 38.39 | 25.00 | 27.03 | 82.05 | 48.09 | 22.82 | 20.69 |
| 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 | 0.00 |
Data as of 01/09/2013, Common starting date is 06/03/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRZ (Sunrise Senior Living) |
-74.06%
Mar 2006 – Mar 2009 |
-48.13%
Feb 2004 – Feb 2009 |
-29.61%
Mar 1999 – Mar 2009 |
-7.11%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRZ (Sunrise Senior Living) |
127.20%
Feb 2009 – Feb 2012 |
31.67%
Mar 2001 – Mar 2006 |
12.25%
Apr 1997 – Apr 2007 |
-0.52%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison Chart