Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVYSY (Solvay S.A. (ADR)) | NA | -10.37% | -9.33% | -1.09% | 6.14% | NA | NA | … | … |
Data as of 08/23/2010, Common starting date is 11/25/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVYSY (Solvay S.A. (ADR)) | 11/25/1996 | 08/23/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.49 | -10.37 | -9.33 | -1.09 | 6.14 | NA | NA | … | … | -13.33 | 46.41 | -43.26 | -4.18 | 41.95 | 2.87 | 32.29 | 34.73 | 18.02 | 6.84 | -33.94 | 5.77 | 24.30 | 2.45 | -1.61 |
| Sharpe Ratio | NA | -0.24 | -0.23 | -0.07 | 0.14 | NA | NA | … | … | -0.62 | 1.05 | -0.86 | -0.27 | 1.83 | 0.04 | 1.52 | 1.17 | 0.72 | 0.14 | -1.02 | 0.05 | 0.38 | -1.02 | -1.30 |
| Standard Deviation(%) | NA | 33.74 | 43.74 | 37.52 | 33.23 | NA | NA | … | … | 32.37 | 43.96 | 50.98 | 27.20 | 21.22 | 19.54 | 20.59 | 29.18 | 23.54 | 32.92 | 37.26 | 55.43 | 56.04 | 51.56 | 15.21 |
| Draw Down(%) | NA | 24.67 | 65.71 | 66.64 | 66.64 | NA | NA | … | … | 21.65 | 34.43 | 54.69 | 17.55 | 15.16 | 15.75 | 11.18 | 17.21 | 21.41 | 17.70 | 44.57 | 23.40 | 21.69 | 23.48 | 4.40 |
| Yield(%) | 0.00 | 3.88 | 2.80 | 3.24 | 4.32 | 3.14 | 2.36 | … | … | 3.75 | 4.78 | 2.59 | 2.38 | 2.83 | 3.06 | 3.41 | 2.39 | 3.34 | 2.16 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2010, Common starting date is 11/25/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVYSY (Solvay S.A. (ADR)) |
-17.40%
Feb 2006 – Feb 2009 |
-4.82%
Feb 2004 – Feb 2009 |
0.17%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVYSY (Solvay S.A. (ADR)) |
30.47%
May 2004 – May 2007 |
25.16%
Dec 2001 – Dec 2006 |
12.49%
May 1997 – May 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart