Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SYMM (Symmetricom Inc) | NA | 23.37% | 2.74% | 11.43% | 0.15% | 3.76% | 0.90% | … | … |
Data as of 11/28/2013, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SYMM (Symmetricom Inc) | 03/27/1990 | 11/28/2013 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.28 | 23.37 | 2.74 | 11.43 | 0.15 | 3.76 | 0.90 | … | … | 24.44 | 7.05 | -23.98 | 36.35 | 31.65 | -16.14 | -47.20 | 5.31 | -12.77 | 33.38 | 72.51 | -44.55 | -21.95 | 47.13 | 48.58 | -42.43 | -41.55 | 44.58 | 2.84 | 48.56 | -10.00 | 207.69 | 53.30 | -5.78 |
| Sharpe Ratio | NA | 0.47 | 0.05 | 0.21 | -0.02 | NA | NA | … | … | 0.53 | 0.21 | -0.41 | 0.86 | 0.49 | -0.20 | -1.12 | 0.05 | -0.34 | 0.51 | 1.21 | -0.67 | -0.28 | 0.40 | 0.60 | -0.69 | -0.80 | 0.71 | -0.02 | 0.86 | -0.17 | 3.27 | 0.63 | -0.10 |
| Standard Deviation(%) | NA | 49.52 | 47.96 | 53.00 | 53.99 | NA | NA | … | … | 50.86 | 33.69 | 58.00 | 42.31 | 63.93 | 83.21 | 45.24 | 34.76 | 44.85 | 63.55 | 59.54 | 68.50 | 89.46 | 106.59 | 75.58 | 66.82 | 56.38 | 57.26 | 47.42 | 52.95 | 69.59 | 61.89 | 78.09 | 123.43 |
| Draw Down(%) | NA | 26.33 | 47.52 | 47.52 | 77.95 | NA | NA | … | … | 25.46 | 20.77 | 47.45 | 32.44 | 39.86 | 42.08 | 57.45 | 34.72 | 43.93 | 41.11 | 36.21 | 73.47 | 78.16 | 48.94 | 34.10 | 65.80 | 49.71 | 30.91 | 49.05 | 36.95 | 56.54 | 29.17 | 33.25 | 54.33 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/28/2013, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYMM (Symmetricom Inc) |
-39.45%
Aug 1995 – Aug 1998 |
-24.77%
Sep 1997 – Sep 2002 |
-11.27%
Jun 2000 – Jun 2010 |
-7.27%
Jun 1993 – Jun 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYMM (Symmetricom Inc) |
106.81%
Oct 1990 – Oct 1993 |
66.66%
Sep 1990 – Sep 1995 |
29.62%
Sep 1990 – Sep 2000 |
14.13%
Nov 1990 – Nov 2005 |
Annualized Rolling Returns Comparison Chart